Share:


Dynamic thresholds of geometric consistency index associated with pairwise comparison matrix

    Changsheng Lin Affiliation
    ; Gang Kou Affiliation
    ; Yi Peng Affiliation
    ; Mohammed A. Hefni Affiliation

Abstract

Pairwise comparison matrix (PCM) has been widely employed in the multi-criteria decision-making (MCDM) problems to rank the criteria and alternatives according to the considered criteria in Analytic Hierarchy Process (AHP). The PCM should have the acceptable consistency before deriving a priority vector from it. Approximate thresholds of geometric consistency index (GCI) and consistency ratio (CR) have been proposed to test whether the PCM has the acceptable consistency. However, approximate thresholds of GCI and CR always suffer from some criticisms and disagreements in existing literature. In this paper, we try to induce dynamic thresholds of GCI by combining hypothesis testing and random index (RI), which vary with the order of the PCM, significance level and assessment level of decision maker. The induced dynamic thresholds of GCI may explain different (or conflicting) results obtained by approximate thresholds of GCI and CR and avoid the unnecessary revisions of some judgments of the PCM for the desired consistency. Finally, several numerical examples and real-world decision-making problems are examined and compared with existing decision-making methods to illustrate the performance of dynamic thresholds of GCI.

Keyword : analytic hierarchy process, pairwise comparison matrix, geometric consistency index, dynamic thresholds

How to Cite
Lin, C., Kou, G., Peng, Y., & Hefni, M. A. (2022). Dynamic thresholds of geometric consistency index associated with pairwise comparison matrix. Technological and Economic Development of Economy, 28(4), 1137–1157. https://doi.org/10.3846/tede.2022.16544
Published in Issue
Jul 7, 2022
Abstract Views
444
PDF Downloads
457
Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.

References

Aguarón, J., & Moreno-Jiménez, J. M. (2003). The geometric consistency index: approximate thresholds. European Journal of Operational Research, 147(1), 137–145. https://doi.org/10.1016/S0377-2217(02)00255-2

Aguarón, J., Escobar, M. T., & Moreno-Jiménez., J. M. (2021). Reducing inconsistency measured by the geometric consistency index in the analytic hierarchy process. European Journal of Operational Research, 288(2), 576–583. https://doi.org/10.1016/j.ejor.2020.06.014

Altuzarra, A., Moreno-Jiménez, J. M., & Salvador, M. (2007). A Bayesian priorization procedure for AHP-group decision making. European Journal of Operational Research, 182(1), 367–382. https://doi.org/10.1016/j.ejor.2006.07.025

Amenta, P., Lucadamo, A., & Marcarelli, G. (2018). Approximate thresholds for Salo-Hamalainen index. IFAC, 51(11), 1655–1659. https://doi.org/10.1016/j.ifacol.2018.08.219

Amenta, P., Lucadamo, A., & Marcarelli, G. (2020). On the transitivity and consistency approximate thresholds of some consistency indices for pairwise comparison matrices. Information Sciences, 507, 274–287. https://doi.org/10.1016/j.ins.2019.08.042

Banae, C., & Vansnick, J. (2008). A critical analysis of the eigenvalue method used to derive priorities in AHP. European Journal of Operational Research, 187(3), 1422–1428. https://doi.org/10.1016/j.ejor.2006.09.022

Barzilai, J. (1997). Deriving weights from pairwise comparison matrices. Journal of the Operational Research Society, 48(12), 1226–1232. https://doi.org/10.2307/3010752

Barzilai, J., & Golany, B. (1994). AHP rank reversal, normalization and aggregation rules. INFOR: Information Systems and Operational Research, 32(2), 57–63. https://doi.org/10.1080/03155986.1994.11732238

Barzilai, J., Cook, W. D., & Golany, B. (1987). Consistent weights for judgments matrices of the relative importance of alternatives. Operations Research Letters, 6(3), 131–134. https://doi.org/10.1016/0167-6377(87)90026-5

Benítez, J., Delgado-Galván, X., Izquierdo, J., & Pérez-García, R. (2011). Achieving matrix consistency in AHP through linearization. Applied Mathematical Modelling, 35(9), 4449–4457. https://doi.org/10.1016/j.apm.2011.03.013

Bernardo, J. M., & Smith, A. F. M. (1994). Bayesian theory. Wiley. https://doi.org/10.1002/9780470316870

Bozóki S., & Rapcsák, T. (2008). On Saaty’s and Koczkodaj’s inconsistencies of pairwise comparison matrices. Journal of Global Optimization, 42(2), 157–175. https://doi.org/10.1007/s10898-007-9236-z

Bozóki, S., Dezső, L., Poesz, A., & Temesi, J. (2013). Analysis of pairwise comparison matrices: an empirical research. Annals of Operations Research, 211(1), 511–528. https://doi.org/10.1007/s10479-013-1328-1

Brugha, C. (1996). The structure of qualitative decision-making: Implications for the analytical hierarchy process. In The International Symposium on the Analytic Hierarchy Process (pp. 190–201). https://doi.org/10.13033/isahp.y1996.076

Brugha, C. M. (2004). Structure of multi-criteria decision-making. Journal of the Operational Research Society, 55(11), 1156–1168. https://doi.org/10.1057/palgrave.jors.2601777

Brunelli, M. (2016). A technical note on two inconsistency indices for preference relations: A case of functional relation. Information Sciences, 357, 1–5. https://doi.org/10.1016/j.ins.2016.03.048

Brunelli, M. (2017). Studying a set of properties of inconsistency indices for pairwise comparisons. Annals of Operations Research, 248(1), 143–161. https://doi.org/10.1007/s10479-016-2166-8

Brunelli, M. (2018). A survey of inconsistency indices for pairwise comparisons. International Journal of General Systems, 47(8), 751–771. https://doi.org/10.1080/03081079.2018.1523156

Brunelli, M., & Fedrizzi, M. (2015). Axiomatic properties of inconsistency indices for pairwise comparisons. Journal of the Operational Research Society, 66(1), 1–15. https://doi.org/10.1057/jors.2013.135

Cavallo, B. (2020). Functional relations and Spearman correlation between consistency indices. Journal of the Operational Research Society, 71(2), 301–311. https://doi.org/10.1080/01605682.2018.1516178

Cavallo, B., & D’Apuzzo, L. (2009). A general unified framework for pairwise comparison matrices in multicriterial methods. International Journal of Intelligent Systems, 24(4), 377–398. https://doi.org/10.1002/int.20329

Cavallo, B., & D’Apuzzo, L. (2010). Characterizations of consistent pairwise comparison matrices over abelian linearly ordered groups. International Journal of Intelligent Systems, 25(10), 1035–1059. https://doi.org/10.1002/int.20438

Crawford, G., & Williams, C. (1985). A note on the analysis of subjective judgment matrices. Journal of Mathematical Psychology, 29(4), 387–405. https://doi.org/10.1016/0022-2496(85)90002-1

Csató, L. (2018a). Characterization of an inconsistency ranking for pairwise comparison matrices. Annals of Operations Research, 261, 155–165. https://doi.org/10.1007/s10479-017-2627-8

Csató, L. (2018b). Characterization of the row geometric mean ranking with a group consensus axiom. Group Decision and Negotiation, 27, 1011–1027. https://doi.org/10.1007/s10726-018-9589-3

Csató, L. (2019a). Axiomatizations of inconsistency indices for triads. Annals of Operations Research, 280(1–2), 99–110. https://doi.org/10.1007/s10479-019-03312-0

Csató, L. (2019b). A characterization of the Logarithmic Least Squares Method. European Journal of Operational Research, 276(1), 212–216. https://doi.org/10.1016/j.ejor.2018.12.046

Csató, L., & Petróczy, D. G. (2020). On the monotonicity of the eigenvector method. European Journal of Operational Research, 292(1), 230–237. https://doi.org/10.1016/j.ejor.2020.10.020

Dadkhah, K. M., & Zahedi, F. (1993). A mathematical treatment of inconsistency in the analytic hierarchy process. Mathematical and Computer Modelling, 17(4), 111–122. https://doi.org/10.1016/0895-7177(93)90180-7

Devore, T. L. (2000). Probability and statistics. Thomson Learning.

Dixit, P. D. (2018). Entropy production rate as a criterion for inconsistency in decision theory. Journal of Statistical Mechanics: Theory and Experiment, 2018(5), 053408. https://doi.org/10.1088/1742-5468/aac137

Duszak, Z., & Koczkodaj, W. (1994). Generalization of a new definition of consistency for pairwise comparisons. Information Processing Letters, 52(5), 273–276. https://doi.org/10.1016/0020-0190(94)00155-3

Escobar, M. T., & Moreno-Jiménez, J. M. (2000). Reciprocal distributions in the analytic hierarchy process. European Journal of Operational Research, 123(1), 154–174. https://doi.org/10.1016/S0377-2217(99)00086-7

Farley, M., & Trow, S. (2005). Losses in water distribution networks. A practitioner’s guide to assessment, monitoring and control. IWA Publishing. https://doi.org/10.2166/9781780402642

Fedrizzi, M., & Ferrari, F. (2018). A chi-square-based inconsistency index for pairwise comparison matrices. Journal of the Operational Research Society, 69(7), 1125–1134. https://doi.org/10.1080/01605682.2017.1390523

Fedrizzi, M., & Giove, S. (2007). Incomplete pairwise comparisons and consistency optimization. European Journal of Operational Research, 183(1), 303–313. https://doi.org/10.1016/j.ejor.2006.09.065

Gass, S. I., & Rapcsák, T. (2004). Singular value decomposition in AHP. European Journal of Operational Research, 154(3), 573–584. https://doi.org/10.1016/S0377-2217(02)00755-5

Georgiou, D., Mohammed, E. S., & Rozakis, S. (2015). Multi-criteria decision making on the energy supply configuration of autonomous desalination units. Renewable Energy, 75, 459–467. https://doi.org/10.1016/j.renene.2014.09.036

Grzybowski, A. Z. (2016). New results on inconsistency indices and their relationship with the quality of priority vector estimation. Expert Systems with Applications, 48(C), 130. https://doi.org/10.1016/j.eswa.2015.08.049

Hamchaoui, S., Boudoukha, A., & Benzerra, A. (2015). Drinking water supply service management and sustainable development challenges: Case study of Bejaia, Algeria. Journal of Water Supply: Research and Technology-Aqua, 64(8), 937–946. https://doi.org/10.2166/aqua.2015.156

Ishizaka, A., & Labib, A. (2011). Review of the main developments in the analytic hierarchy process. Expert Systems with Applications, 38(11), 14336–14345. https://doi.org/10.1016/j.eswa.2011.04.143

Jin, F., Ni, Z., Chen, H., & Li, Y. (2016). Approaches to decision making with linguistic preference relations based on additive consistency. Applied Soft Computing, 49, 71–80. https://doi.org/10.1016/j.asoc.2016.07.045

Jin, F., Ni, Z., Langari, R., & Chen, H. (2020). Consistency improvement-driven decision-making methods with probabilistic multiplicative preference relations. Group Decision and Negotiation, 29, 371–397. https://doi.org/10.1007/s10726-020-09658-2

Jin, F., Liu, J., Zhou, L., & Martínez, L. (2021). Consensus-based linguistic distribution large-scale group decision making using statistical inference and regret theory. Group Decision and Negotiation, 30, 813–845. https://doi.org/10.1007/s10726-021-09736-z

Johnson, R. A., & Wichern, D. W. (1998). Applied multivariate statistical analysis. Prentice Hall.

Karapetrovic, S., & Rosenbloom, E. A. (1999). Quality control approach to consistency paradoxes in AHP. European Journal of Operational Research, 119(3), 704–718. https://doi.org/10.1016/S0377-2217(98)00334-8

Koczkodaj, W. W. (1993). A new definition of consistency for pairwise comparisons. Mathematical and Computer Modelling, 18(7), 79–84. https://doi.org/10.1016/0895-7177(93)90059-8

Koczkodaj, W., & Szwarc, R. (2014). On Axiomatization of inconsistency indicators for pairwise comparisons. Fundamenta Informaticae, 132(4), 485–500. https://www.deepdyve.com/lp/ios-press/on-axiomatization-of-inconsistency-indicators-for-pairwise-comparisons-KvdxIkyigt

Koczkodaj, W. W., & Urban, R. (2018). Axiomatization of inconsistency indicators for pairwise comparisons. International Journal of Approximate Reasoning, 94, 18–29. https://doi.org/10.1016/j.ijar.2017.12.001

Kou, G., & Lin, C. (2014). A cosine maximization method for the priority vector derivation in AHP. European Journal of Operational Research, 235(1), 225–232. https://doi.org/10.1016/j.ejor.2013.10.019

Kou, G., Ergu, D., Chen, Y., & Lin, C. (2016). Pairwise comparison matrix in multiple criteria decision making. Technological and Economic Development of Economy, 22(5), 738–765. https://doi.org/10.3846/20294913.2016.1210694

Kou, G., Peng, Y., & Wang, G. (2014). Evaluation of clustering algorithms for financial risk analysis using MCDM methods. Information Sciences, 275(11), 1–12. https://doi.org/10.1016/j.ins.2014.02.137

Kou, G., Yang, P., Peng, Y., Xiao, F., Chen, Y., & Alsaadi, F. E. (2020). Evaluation of feature selection methods for text classification with small datasets using multiple criteria decision-making methods. Applied Soft Computing Journal, 86, 105836. https://doi.org/10.1016/j.asoc.2019.105836

Kułakowski, K. (2015). Notes on order preservation and consistency in AHP. European Journal of Operational Research, 245(1), 333–337. https://doi.org/10.1016/j.ejor.2015.03.010

Kwiesielewicz, M., & Uden, E. (2004). Inconsistent and contradictory judgements in pairwise comparison method in AHP. Computers & Operations Research, 31(5), 713–719. https://doi.org/10.1016/S0305-0548(03)00022-4

Lin, C., Kou, G., & Ergu, D. (2013). A heuristic approach for deriving the priority vector in AHP. Applied Mathematical Modelling, 37(8), 5828–5836. https://doi.org/10.1016/j.apm.2012.11.023

Lin, C., Kou, G., & Ergu, D. (2014). A statistical approach to measure the consistency level of the pairwise comparison matrix. Journal of the Operational Research Society, 65(9), 1380–1386. https://doi.org/10.1057/jors.2013.92

Lundy, M., Siraj, S., & Greco, S. (2017). The mathematical equivalence of the “spanning tree” and row geometric mean preference vectors and its implications for preference analysis. European Journal of Operational Research, 257(1), 197–208. https://doi.org/10.1016/j.ejor.2016.07.042

Marques, R. C., Cruz, N. F., & Pires, J. (2015). Measuring the sustainability of urban water services. Environmental Science & Policy, 54, 142–151. https://doi.org/10.1016/j.envsci.2015.07.003

Monsuur, H. (1997). An intrinsic consistency threshold for reciprocal matrices. European Journal of Operational Research, 96(2), 387–391. https://doi.org/10.1016/S0377-2217(96)00372-4

Peláez, J., & Lamata, M. (2003). A new measure of consistency for positive reciprocal matrices. Computer & Mathematics with Applications, 46(12), 1839–1845. https://doi.org/10.1016/S0898-1221(03)90240-9

Saaty, T. L. (1977). A scaling method for priorities in hierarchical structures. Journal of Mathematical Psychology, 15(3), 234–281. https://doi.org/10.1016/0022-2496(77)90033-5

Saaty, T. L. (1980). The analytic hierarchy process. McGraw-Hill.

Saaty, T. L. (1994). Fundamentals of decision making and priority theory with the analytic hierarchy process. RSW Publication.

Saaty, T. L. (2013). The modern science of multicriteria decision making and its practical applications: The AHP/ANP Approach. Operations Research, 61(5), 1101–1118. https://doi.org/10.1287/opre.2013.1197

Salo, A., & Hamalainen, R. (1997). On the measurement of preference in the analytic hierarchy process. Journal of Multi-Criteria Decision Analysis, 6(6), 309–319. 3.0.CO;2-2> https://doi.org/10.1002/(SICI)1099-1360(199711)6:6<309::AID-MCDA163>3.0.CO;2-2

Siraj, S., Mikhailov, L., & Keane, J. (2012). A heuristic method to rectify intransitive judgments in pairwise comparison matrices. European Journal of Operational Research, 216(2), 420–428. https://doi.org/10.1016/j.ejor.2011.07.034

Siraj, S., Mikhailov, L., & Keane, J. (2015). Contribution of individual judgments toward inconsistency in pairwise comparisons. European Journal of Operational Research, 242(2), 557–567. https://doi.org/10.1016/j.ejor.2014.10.024

Stein, W. E., & Mizzi, P. J. (2007). The harmonic consistency index for the analytic hierarchy process. European Journal of Operational Research, 177(1), 488–497. https://doi.org/10.1016/j.ejor.2005.10.057

Vargas, L. G. (1982). Reciprocal matrices with random coefficients. Mathematical Modelling, 3(1), 69–81. https://doi.org/10.1016/0270-0255(82)90013-6