Extension of the RBD-FAST method to the computation of global sensitivity indices
| Autor: | Thierry A. Mara |
|---|---|
| Přispěvatelé: | Physique et Ingénierie Mathématique pour l'Énergie, l'environnemeNt et le bâtimenT (PIMENT), Université de La Réunion (UR) |
| Jazyk: | angličtina |
| Rok vydání: | 2009 |
| Předmět: |
[STAT.AP]Statistics [stat]/Applications [stat.AP]
021103 operations research Computation 0211 other engineering and technologies Sobol’ sensitivity indices 02 engineering and technology Extension (predicate logic) 01 natural sciences Group of factors Industrial and Manufacturing Engineering Reduction (complexity) 010104 statistics & probability symbols.namesake Fourier transform Sensitivity test Fourier analysis symbols FAST Sensitivity (control systems) Random balance designs 0101 mathematics Safety Risk Reliability and Quality Algorithm Analysis method Mathematics |
| Zdroj: | Reliability Engineering and System Safety Reliability Engineering and System Safety, Elsevier, 2009, 94, pp.1274-1281. ⟨10.1016/j.ress.2009.01.012⟩ |
| ISSN: | 0951-8320 1879-0836 |
| DOI: | 10.1016/j.ress.2009.01.012⟩ |
| Popis: | International audience; This paper deals with the sensitivity analysis method named Fourier amplitude sensitivity test (FAST). This method is known to be very robust for the computation of global sensitivity indices but their computational cost remains prohibitive for complex and large dimensional models. Recent developments in the implementation of FAST by use of the random balance designs (RBD) technique have allowed significant reduction of the computational cost. The method is now called RBD-FAST. The drawback of this improvement is that only individual first-order sensitivity indices can be computed. In this article, an extension of RBD is derived for the estimation of any global sensitivity indices of individual factor or group of factors. Several tests are proposed to compare the performances of classical FAST and RBD-FAST. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|
Full Text from ScienceDirect