In this paper, we propose a method to calculate the correlation coefficient of fuzzy numbers by means of "expected interval" (see , ). This value obtained from our formula tell us not only the strength of relationship between the fuzzy numbers, but also whether the fuzzy numbers are positively or negatively related. This approach looks better than previous methods which only evaluate the strength of the relation. Furthermore, we extend the "expected interval" method to interval-valued fuzzy numbers. The value of the correlation coefficient between interval-valued fuzzy numbers lies in the interval [-1,1], as computed from our formula.
International journal of uncertainty, fuzziness and knowledge-based systems 9(4), pp.517-523