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The Analytic Network Process

Dr. Y. lker TOPCU


www.ilkertopcu.net www.isl.itu.edu.tr/ya/

I would like to acknowledge Prof. T.L. Saaty's ANP_Slideshow_July_2001.ppt slides submitted by www.creativedecisions.net which greatly influence these notes...

The Analytic Network Process (ANP) for Decision Making and Forecasting with Dependence and Feedback
The alternatives depend on the criteria as in a hierarchy but may also depend on each other. The criteria themselves can depend on the alternatives and on each other as well.

Feedback improves the priorities derived from judgments and makes prediction much more accurate.

Feedback Network with components having Inner and Outer Dependence among Their Elements

C4 C1
Feedback

Arc from component C4 to C2 indicates the outer dependence of the elements in C2 on the elements in C4 with respect to a common property.

C2

C3
Loop in a component indicates inner dependence of the elements in that component with respect to a common property.

The Management of a Water Reservoir


Flood Control Recreation HydroElectric Power

Low Level

Intermediate Level

High Level

A Feedback System with Two Components

Inner and Outer Dependence


The elements in a component may influence other elements in the same component (inner dependence) and those in other components (outer dependence) with respect to each of several properties. We want to determine the overall influence of all the elements. In that case we must organize the properties or criteria and prioritize them in the framework of a network, perform comparisons and synthesize to obtain the priorities of these properties. We then derive the influence of elements in the feedback system with respect to each of these properties. Finally, we weight the resulting influences by the importance of the properties and add to obtain the overall influence of each element.

Weighting The Components


In the ANP one often needs to prioritize the influence of the components themselves on each other component to which the elements belong. This influence is assessed through paired comparisons with respect to a control criterion. The priority of each component is used to weight the priorities of all the elements in that component. The reason for doing this is to enable us to perform feedback multiplication of priorities by other priorities in a cycle, an infinite number of times. The process would not converge unless the resulting matrix of priorities is column stochastic (each of its columns adds to one).

Why ANP?
The power of the Analytic Network Process (ANP) lies in its use of ratio scales to capture all kinds of interactions and make accurate predictions, and, even further, to make better decisions. So far, it has proven itself to be a success when expert knowledge is used with it to predict sports outcomes, economic turns, business, social and political decision outcomes.

The Pairwise Comparison Questions


Two kinds of questions encountered in the ANP: of the sub-elements, which one influences the parent element more and how much more? or of the dependent factors, which one influnces the common factor more and how much more?

The Supermatrix
Each element is represented at one row and one respective column The computed eigenvector of the sub-elements with respect to their parent element is placed to the column representing the parent element and the rows representing the sub-elements.

Supermatrix of a Hierarchy

0
W=

0 0

0 0

0 0

0 0

W21 0

0 W32 0 0 0 0 0 0 0

Wn-1, n-2 0 0 0 Wn, n-1 I

Supermatrix of a Network
c1 e11e12
c1
e11 e12

c2 e1n1 e21e22 e2n2

cN eN1eN2 eNnN

W11 W21 WN1

W12 W22 WN2

W1N W2N WNN

e1n1

W=

c2

e21 e22

e2n2

cN

eN1 eN2 eNuN

where

Wi1

(j1)

Wi1

(j2)

Wi1

(jnj)

Wij =

Wi2

(j1)

Wi2

(j2)

Wi2

(jnj)

Wini

(j1)

Wini

(j2)

Wini

(jnj)

The Weighted Supermatrix


If the column sum of any column in the composed supermatrix is greater than 1 (there are more than one eigenvector), that column will be normalized. Such a supermatrix is called as weighted supermatrix.

The Limiting Supermatrix


The weighted supermatrix is then raised to a significantly large power in order to have the converged or stable values. The values of this limit matrix are the desired priorities of the elements of the decision network with respect to the goal.

The School Hierarchy as Supermatrix


Goal Learning Friends School life Vocational training College preparation Music classes Alternative A Alternative B Alternative C Goal 0 0.32 0.14 0.03 0.13 0.24 0.14 0 0 0 Learning 0 0 0 0 0 0 0 0.16 0.59 0.25 Friends 0 0 0 0 0 0 0 0.33 0.33 0.34 School life Vocational training College preparation Music classes 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.45 0.77 0.25 0.69 0.09 0.06 0.5 0.09 0.46 0.17 0.25 0.22 A 0 0 0 0 0 0 0 1 0 0 B 0 0 0 0 0 0 0 0 1 0 C 0 0 0 0 0 0 0 0 0 1

Limiting Supermatrix & Hierarchic Composition


Goal Learning Friends School life Vocational training College preparation Music classes Alternative A Alternative B Alternative C Goal 0 0 0 0 0 0 0 0.3676 0.3781 0.2543 Learning 0 0 0 0 0 0 0 0.16 0.59 0.25 Friends 0 0 0 0 0 0 0 0.33 0.33 0.34 School life Vocational training College preparation Music classes 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.45 0.77 0.25 0.69 0.09 0.06 0.5 0.09 0.46 0.17 0.25 0.22 A 0 0 0 0 0 0 0 1 0 0 B 0 0 0 0 0 0 0 0 1 0 C 0 0 0 0 0 0 0 0 0 1

The Management of a Water Reservoir


Here we are faced with the decision to choose one of the possibilities of maintaining the water level in a dam at: Low (L), Medium (M) or High (H) depending on the relative importance of Flood Control (F), Recreation (R) and the generation of Hydroelectric Power (E) respectively for the three levels. The first set of three matrices gives the prioritization of the alternatives with respect to the criteria and the second set, those of the criteria in terms of the alternatives.

A Feedback System with Two Components


Flood Control Recreation HydroElectric Power

Low Level

Intermediate Level

High Level

1) Which level is best for flood control?

Flood Control
Low Low 1 Medium 1/5 High 1/7 Med 5 1 1/4 High Eigenvector 7 .722 4 .205 1 .073

2) Which level is best for recreation?

Consistency Ratio = .107


3) Which level is best for power generation?

Recreation
Low Low 1 Medium 7 High 5 Med 1/7 1 1/3 High Eigenvector 1/5 .072 3 .649 1 .279

Power Generation
Low Low 1 Medium 5 High 9 Med 1/5 1 5 High Eigenvector 1/9 .058 1/5 .207 1 .735

Consistency Ratio = .056

Consistency Ratio = .101

Flood Control Recreation Hydro-Electric Power 2) At Intermediate Level, which attribute is satisfied best?

Low Level Dam F R E 1 3 5 1/3 1 3 1/5 1/3 1 Consistency Ratio = .033

Eigenvector .637 .258 .105

1) At Low Level, which attribute is satisfied best?

Flood Control Recreation Hydro-Electric Power F 1 5 9

Intermediate Level Dam F R E 1 1/3 1 3 1 3 1 1/3 1

Eigenvector .200 .600 .200

Consistency Ratio = .000


Eigenvector .060 .231 .709 3) At High Level, which attribute is satisfied best?

Flood Control Recreation Hydro-Electric Power

High Level Dam R E 1/5 1/9 1 1/4 4 1

Consistency Ratio = .061

The six eigenvectors were then introduced as columns of the following stochastic supermatrix.
F R 0 0 0 .072 .649 .279 E 0 0 0 .058 .207 .735 L .637 .258 .105 0 0 0 M .200 .600 .200 0 0 0 H .060 .231 .709 0 0 0

F R E L M H

0 0 0 .722 .205 .073

One must ensure that all columns sum to unity exactly.

The final priorities for both, the height of the dam and importance for the criteria were obtained from the limiting power of the supermatrix.

F F R E L M H 0 0 0 .223 .372 .405

R 0 0 0 .223 .372 .405

E 0 0 0 .223 .372 .405

L .241 .374 .385 0 0 0

M .241 .374 .385 0 0 0

H .241 .374 .385 0 0 0

Limiting Supermatrix

Saaty Compatibility Index (SCI)


SCI is used to find how close the estimations revealed using ANP model are to actual data (i.e. market shares)

SCI Calculation
Vector of actual data A1 A2 A3 Vector of estimations B1 B2 B3 Pairwise comparison matrix A1/A1 A1/A2 A1/A3 A2/A1 A2/A2 A2/A3 A3/A1 A3/A2 A3/A3 Transpose of comparison matrix B1/B1 B2/B1 B3/B1 B1/B2 B2/B2 B3/B2 B1/B3 B2/B3 B3/B3

Hadamard multiplication A1/A1 * B1/B1 A1/A2 * B2/B1 A1/A3 * B3/B1 A2/A1 * B1/B2 A2/A2 * B2/B2 A2/A3 * B3/B2 A3/A1 * B1/B3 A3/A2 * B2/B3 A3/A3 * B3/B3

SCI = (A1/A1 * B1/B1 + A1/A2 * B2/B1 + A1/A3 * B3/B1 + A2/A1 * B1/B2 + A2/A2 * B2/B2 + A2/A3 * B3/B2 + A3/A1 * B1/B3 + A3/A2 * B2/B3 + A3/A3 * B3/B3) / 9