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Simulation of multicriteria data

Author

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  • Jairo Cugliari

    () (Université de Lyon)

  • Antoine Rolland

    () (Université de Lyon)

Abstract

Abstract For several reasons like benchmarking of MCDA methods, the MCDA community should be interested in the production of simulated multicriteria datasets based on real datasets. Our goal in this paper is to propose several methods to simulate these new multicriteria data from an existing dataset. Simulated data should be as similar as possible to the initial dataset, including the capture of specific structure in the initial dataset (if any). We propose here to study independent sample, PCA-based sample and copula-based sample and to determine which one best succeeds in generating new data on demand. The copula-based method seems the best one to reproduce specific links between criteria.

Suggested Citation

  • Jairo Cugliari & Antoine Rolland, 2018. "Simulation of multicriteria data," EURO Journal on Decision Processes, Springer;EURO - The Association of European Operational Research Societies, vol. 6(1), pages 21-37, June.
  • Handle: RePEc:spr:eurjdp:v:6:y:2018:i:1:d:10.1007_s40070-017-0069-9
    DOI: 10.1007/s40070-017-0069-9
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    References listed on IDEAS

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    1. Briggs, Th. & Kunsch, P. L. & Mareschal, B., 1990. "Nuclear waste management: An application of the multicriteria PROMETHEE methods," European Journal of Operational Research, Elsevier, vol. 44(1), pages 1-10, January.
    2. Bernard Roy & Roman Slowinski, 2013. "Questions guiding the choice of a multicriteria decision aiding method," Post-Print hal-00874292, HAL.
    3. Aas, Kjersti & Czado, Claudia & Frigessi, Arnoldo & Bakken, Henrik, 2009. "Pair-copula constructions of multiple dependence," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 182-198, April.
    4. repec:hal:wpaper:hal-00874292 is not listed on IDEAS
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    Keywords

    Simulation; MCDA data; Copula;

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