Efficient method for variance-based sensitivity analysis
نویسندگان
چکیده
منابع مشابه
Variance-based sensitivity analysis using harmonic analysis
HAL is a multi-disciplinary open access archive for the deposit and dissemination of scientific research documents, whether they are published or not. The documents may come from teaching and research institutions in France or abroad, or from public or private research centers. L’archive ouverte pluridisciplinaire HAL, est destinée au dépôt et à la diffusion de documents scientifiques de niveau...
متن کاملVariance - Based Sensitivity Analysis : 1 COAMPS
4 Numerical weather prediction models have a number of parameters whose values 5 are either estimated from empirical data or theoretical calculations. These values are 6 usually then optimized according to some criterion (e.g., minimizing a cost function) in 7 order to obtain superior prediction. To that end, it is useful to know which parameters 8 have an effect on a given forecast quantity, a...
متن کاملVariance-Based Sensitivity Analysis: An illustration
4 Sensitivity Analysis (SA) generally refers to an assessment of the sensitivity 5 of the output(s) of some complex model with respect to changes in the input(s). 6 Examples of inputs or outputs include initial state variables, parameters of a 7 numerical model, or state variables at some future time. SA is useful for data as8 similation, model tuning, calibration, and dimensionality reduction;...
متن کاملAn effective approximation for variance-based global sensitivity analysis
The paper presents a fairly efficient approximation for the computation of variance-based sensitivity measures associated with a general, n-dimensional function of random variables. The proposed approach is based on a multiplicative version of the dimensional reduction method (M-DRM), in which a given complex function is approximated by a product of low dimensional functions. Together with the ...
متن کاملOn spectral methods for variance based sensitivity analysis
Abstract: Consider a mathematical model with a finite number of random parameters. Variance based sensitivity analysis provides a framework to characterize the contribution of the individual parameters to the total variance of the model response. We consider the spectral methods for variance based sensitivity analysis which utilize representations of square integrable random variables in a gene...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Reliability Engineering & System Safety
سال: 2019
ISSN: 0951-8320
DOI: 10.1016/j.ress.2018.06.016