کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1704043 | 1012397 | 2013 | 20 صفحه PDF | دانلود رایگان |
![عکس صفحه اول مقاله: Decoupling correlated and uncorrelated parametric uncertainty contributions for nonlinear models Decoupling correlated and uncorrelated parametric uncertainty contributions for nonlinear models](/preview/png/1704043.png)
For models with correlated parameters, the amount of uncertainty (generally measured by variance) in a model output contributed by a specific parameter encompasses two components: (1) the uncertainty contributed by the variations (used to represent uncertainty in the parameter) correlated with other parameters; and (2) the uncertainty contributed by the variations unique to the parameter of interest (i.e., uncorrelated variations or variations that cannot be explained by any other parameters in the model). A regression-based method has been proposed previously by Xu and Gertner (2008) [1] to decouple the correlated and uncorrelated contributions to uncertainties in model outputs by each parameter for linear models. Based on a modified version of the popular Fourier Amplitude Sensitivity Test (FAST), this paper develops a general approach for the quantification of the correlated and uncorrelated parametric uncertainty contributions in linear, nonlinear and non-monotonic models with linear or nonlinear dependence among parameters. The decoupling of correlated and uncorrelated contributions can help us determine if the uncertainty contributed by a specific parameter results from the uncertainty in itself or from its correlations with other parameters. Thus, this decoupling can be very useful in improving the understanding our modeled systems.
Journal: Applied Mathematical Modelling - Volume 37, Issue 24, 15 December 2013, Pages 9950–9969