Principal component analysis based on intuitionistic fuzzy random variables

Abstract

This paper suggests a principal component analysis for intuitionistic fuzzy data. For this purpose, first a notion of intuitionistic fuzzy random variable was introduced and discussed. The concept of correlation and its natural estimator between two intuitionistic fuzzy random variables was also developed and the main properties of the proposed correlation criteria were investigated. Then, the conventional principal component analysis was extended for intuitionistic fuzzy random variables. In this regard, score and loading plots were extended to analyze the first and the second principle components. A possible application of the proposed method was also illustrated via an practical psychology-relevant example.