Analyzing Sensitivity Measures Using Moment-Matching Technique
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 desc...
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| Format: | article |
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2017
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| Online Access: | http://hdl.handle.net/11073/8801 |
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| _version_ | 1864513440695975936 |
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| author | Awad, Mahmoud |
| author_facet | Awad, Mahmoud |
| author_role | author |
| dc.creator.none.fl_str_mv | Awad, Mahmoud |
| dc.date.none.fl_str_mv | 2017-03-29T07:55:30Z 2017-03-29T07:55:30Z 2017-03 |
| dc.format.none.fl_str_mv | application/pdf |
| dc.identifier.none.fl_str_mv | Awad M. , "Analyzing Sensitivity Measures Using Moment-Matching Technique", Reliability Engineering and System Safety 159C (2017) pp. 90-99 DOI: 10.1016/j.ress.2016.10.020 0951-8320 http://hdl.handle.net/11073/8801 10.1016/j.ress.2016.10.020 |
| dc.language.none.fl_str_mv | en_US |
| dc.publisher.none.fl_str_mv | Elsevier |
| dc.relation.none.fl_str_mv | http://dx.doi.org/10.1016/j.ress.2016.10.020 |
| dc.subject.none.fl_str_mv | Sensitivity index Moment matching Probabilistic output |
| dc.title.none.fl_str_mv | Analyzing Sensitivity Measures Using Moment-Matching Technique |
| dc.type.none.fl_str_mv | Preprint Peer-Reviewed info:eu-repo/semantics/publishedVersion info:eu-repo/semantics/article |
| description | 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. |
| format | article |
| id | aus_d3790c33bfe6e904fb4079117850b4f6 |
| identifier_str_mv | Awad M. , "Analyzing Sensitivity Measures Using Moment-Matching Technique", Reliability Engineering and System Safety 159C (2017) pp. 90-99 DOI: 10.1016/j.ress.2016.10.020 0951-8320 10.1016/j.ress.2016.10.020 |
| language_invalid_str_mv | en_US |
| network_acronym_str | aus |
| network_name_str | aus |
| oai_identifier_str | oai:repository.aus.edu:11073/8801 |
| publishDate | 2017 |
| publisher.none.fl_str_mv | Elsevier |
| repository.mail.fl_str_mv | |
| repository.name.fl_str_mv | |
| repository_id_str | |
| spelling | Analyzing Sensitivity Measures Using Moment-Matching TechniqueAwad, MahmoudSensitivity indexMoment matchingProbabilistic outputSensitivity 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.Elsevier2017-03-29T07:55:30Z2017-03-29T07:55:30Z2017-03PreprintPeer-Reviewedinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfAwad M. , "Analyzing Sensitivity Measures Using Moment-Matching Technique", Reliability Engineering and System Safety 159C (2017) pp. 90-99 DOI: 10.1016/j.ress.2016.10.0200951-8320http://hdl.handle.net/11073/880110.1016/j.ress.2016.10.020en_UShttp://dx.doi.org/10.1016/j.ress.2016.10.020oai:repository.aus.edu:11073/88012024-08-22T12:08:52Z |
| spellingShingle | Analyzing Sensitivity Measures Using Moment-Matching Technique Awad, Mahmoud Sensitivity index Moment matching Probabilistic output |
| status_str | publishedVersion |
| title | Analyzing Sensitivity Measures Using Moment-Matching Technique |
| title_full | Analyzing Sensitivity Measures Using Moment-Matching Technique |
| title_fullStr | Analyzing Sensitivity Measures Using Moment-Matching Technique |
| title_full_unstemmed | Analyzing Sensitivity Measures Using Moment-Matching Technique |
| title_short | Analyzing Sensitivity Measures Using Moment-Matching Technique |
| title_sort | Analyzing Sensitivity Measures Using Moment-Matching Technique |
| topic | Sensitivity index Moment matching Probabilistic output |
| url | http://hdl.handle.net/11073/8801 |