Indeterminate integrals with respect to nonadditive measures

Abstract

Recently, nonadditive set functions have been used in information fusion and data mining to describe the interaction among the predictive attributes. In this case, replacing the traditional weighted average or, more generally, the linear mapping from a higher dimensional space to a one-dimensional space, relevant nonlinear integrals should be used as the aggregation tool to express how the objective attribute depends on predictive attributes. Several different types of nonlinear integral, such as the Choquet integral and the Wang integral, have been discussed in literature. In these models, the objective attribute is the integral, while the predictive attributes are the integrand. In this paper, a new concept of indeterminate integral is introduced when the universe of discourse is finite. It is a family of integrals including nonlinear integrals mentioned above and, therefore, possesses a large adaptability as a new aggregation tool. Each specified type of indeterminate integral can be obtained from the family of indeterminate integrals by specifying a decomposition of the integrand. Such a new aggregation tool can be used in information fusion and data mining as well as in expert systems.