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KALA, Z.
Original Title
Benchmark of goal oriented sensitivity analysis methods using Ishigami function
Type
journal article - other
Language
English
Original Abstract
The present paper deals with the Goal Oriented Sensitivity Analysis. The median-oriented sensitivity analysis (MSA) is presented which measures sensitivities by applying absolute distances between model outputs Y and median of Y. The median is used as the alternative central parameter to arithmetical mean applied by the established Sobol sensitivity analysis (SSA). General agreements and differences between MSA and SSA are studied by applying the Ishigami function. The paper shows that the sensitivity analysis need not necessarily be based on the analysis of variance known as ANOVA, but that there exist alternate approaches, too. CPU demanding character of MSA is approximately identical to that of SSA. The proposed MSA is efficient and practical for the problems in which it is necessary to quantify the importance of each input variable with respect to the median.
Keywords
Sensitivity analysis, interaction, mean value, median, model, stochastic, uncertainty, Sobol
Authors
Released
1. 8. 2018
ISBN
2367-895X
Periodical
International Journal of Mathematical and Computational Methods
Year of study
2018
Number
3
State
United States of America
Pages from
43
Pages to
50
Pages count
8
URL
https://www.iaras.org/iaras/home/caijmcm/benchmark-of-goal-oriented-sensitivity-analysis-methods-using-ishigami-function
BibTex
@article{BUT156377, author="Zdeněk {Kala}", title="Benchmark of goal oriented sensitivity analysis methods using Ishigami function", journal="International Journal of Mathematical and Computational Methods", year="2018", volume="2018", number="3", pages="43--50", issn="2367-895X", url="https://www.iaras.org/iaras/home/caijmcm/benchmark-of-goal-oriented-sensitivity-analysis-methods-using-ishigami-function" }