On the notion of fuzzy dispersion measure and its application to triangular fuzzy numbers Roldán López de Hierro, Antonio Francisco Rueda García, María Del Mar Roldán López Del Hierro, Concepción Beatriz Dispersion measure Fuzzy set Fuzzy number Variance Decision making The authors are grateful to their universities. This paper has been supported by FEDER/Junta de Andalucia-Consejeria de Transformacion Economica, Industria, Conocimiento y Universidades by Project A-FQM-170-UGR20, and also by Ministerio de Ciencia e Innovacion by Projects PID2020-119478GB-I00 and PID2019-108392GB-I00 (AEI/10.13039/501100011033). In this paper, based on the analysis of the most widely used dispersion measure in the real context (namely, the variance), we introduce the notion of fuzzy dispersion measure associated to a finite set of data given by fuzzy numbers. This measure is implemented as a fuzzy number, so there is no loss of information caused by any defuzzification. The proposed concept satisfies the usual properties in a genuinely fuzzy sense and it avoids limitations in terms of its geometric shape or its analytical properties: under this conception, it could have a piece of its support in the negative part of the real line. This novel notion can be interpreted as a way of fusing the information included in a fuzzy data set in order to make a decision based on its dispersion. To illustrate the main characteristics of this approach, we present an example of a fuzzy dispersion measure that allows to conclude that this new way to deal this problem is coherent, at least, from the point of view of human intuition. 2023-09-15T08:35:10Z 2023-09-15T08:35:10Z 2023-12 journal article A.F. Roldán López de Hierro et al. On the notion of fuzzy dispersion measure and its application to triangular fuzzy numbers. Information Fusion 100 (2023) 101905. [https://doi.org/10.1016/j.inffus.2023.101905] https://hdl.handle.net/10481/84441 10.1016/j.inffus.2023.101905 eng http://creativecommons.org/licenses/by-nc-nd/4.0/ open access Attribution-NonCommercial-NoDerivatives 4.0 Internacional Elsevier