Uncertainty analysis method based on fuzzy random variables and time window selection

Abstract

The uncertainty analysis has been conceived as a necessary step in the engineering research in various fields. The purpose of this article is to introduce the uncertainty analysis technique into the process of statistical modelling. Based on the theory of fuzzy random variables, aleatory and epistemic uncertainties in the statistical modelling process can be modeled by fuzzy random variables, which are interpreted as random variables with fuzzy statistical properties. An important aspect of modelling uncertainties lies in the appropriate selection of time window, which is used for the inclusion of data. In order to avoid the arbitrary choice of time window, a simple method for time window selection is proposed by analyzing the uncertainty and the stability of statistic data. Finally, a case study is carried out on the accident statistics. The results show that the proposed methods are effective and can provide more information for decision-making.