Analyzing sensitivity measures using moment-matching technique

Mahmoud Awad

doi:10.1016/j.ress.2016.10.020

Analyzing sensitivity measures using moment-matching technique

2017-03-01

3

OA

AI

M

Mahmoud Awad *

DOI：10.1016/j.ress.2016.10.020

原文链接

查看原文

摘要

En 中文

Sensitivity indices are used to rank the importance of input design variables or components by estimating the degree of uncertainty of output variable influenced by the uncertainty generated from input variables or components. With the advent of highly complex engineering simulation models that describe the relationship between input variables and output response, the need for an efficient and effective sensitivity analysis is more demanding. Traditional importance measures either requires extensive random number generations or unable to measure variables interaction effects. In this article, a generalized approach that can provide efficient and accurate global sensitivity indices is developed. The approach consists of two steps; running an orthogonal array based experiment using moment-matched levels of the input variables followed by a variance contribution analysis. The benefits of the approach are demonstrated through different real life examples.

Keyword:

Sensitivity index

Moment matching

Probabilistic output

Analyzing sensitivity measures using moment-matching technique

摘要

AI总结

期刊

机构