A fuzzy disaggregation technique

Abstract

The aim of this paper is to analyze a problem of time series disaggregation in presence of broad information lack. In this framework it is not possible to follow standard methodologies, like those stemming from the Chow and Lin algorithm and based on probabilistic assumptions. In general terms, when information sets are limited, instead of referring to probabilistic measures it could be more appropriate to adopt an uncertainty measure satisfying only some general properties, like the fuzzy one. After a synthetic survey about fuzzy aggregation operators, we introduce a fuzzy disaggregation technique, based on Choquet capacity theory and characterized by De Finetti coherence.