This page is published in English.
Normalization
Linear Sum Normalization - column-sum division (probability / stochastic normalisation)
Normalization (linear-sum, stochastic)
Zavadskas, E. K., Turskis, Z., Peldschus, F., Kaklauskas, A.1994
Overview
Each column sums to 1 - r_ij can be interpreted as the fraction of total criterion performance captured by alternative i. Used in MOORA (ratio system) and ENTROPY weighting.
- Output
- normalized matrix, higher is better
- Data
- Crisp, complete numeric matrix
- Size
- 2+ alternatives, 3-12 criteria works best
- Used for
- Preprocessing
How it works
- 1
Benefit criterion j: r_ij = x_ij / Σ_k x_kj. Cost criterion j: first invert (y_ij = 1/x_ij), then r_ij = y_ij / Σ_k y_kj. Each column sums to 1.
Zavadskas et al. 1994 (column-sum normalisation; pending PDF page verification)
Edge cases and pitfalls
All x_ij must be > 0 for the cost reciprocal variant.
Works with
Its derived weights can feed
How to cite
Zavadskas, E. K.; Turskis, Z.; Peldschus, F.; Kaklauskas, A. (1994). Competitive comparison of contractors' offers in construction. Technika, Vilnius.
System ID, as it appears in reports and the API
LINEAR-SUM-NORMALIZATION