Publication result detail

Benchmark of goal oriented sensitivity analysis methods using Ishigami function

KALA, Z.

Original Title

Benchmark of goal oriented sensitivity analysis methods using Ishigami function

English Title

Benchmark of goal oriented sensitivity analysis methods using Ishigami function

Type

Peer-reviewed article not indexed in WoS or Scopus

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.

English 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

Key words in English

Sensitivity analysis, interaction, mean value, median, model, stochastic, uncertainty, Sobol

Authors

KALA, Z.

RIV year

2019

Released

01.08.2018

ISBN

2367-895X

Periodical

International Journal of Mathematical and Computational Methods

Volume

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"
}