کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1704120 1519408 2014 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Moment independent sensitivity analysis with correlations
ترجمه فارسی عنوان
تحلیل لحظهای حساسیت مستقل با همبستگی
کلمات کلیدی
لحظه مستقل، همبستگی، تجزیه و تحلیل میزان حساسیت، اندازه گیری اهمیت
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی مکانیک محاسباتی
چکیده انگلیسی

The moment independent importance measure is a popular global sensitivity analysis technique, and aims at evaluating contributions of the inputs to the whole output distribution. In this work, moment independent sensitivity analysis is performed for models with correlated inputs, by decomposing the importance measure into the uncorrelated part and correlated part. The correlated input variables are first orthogonalized, then the moment independent sensitivity analysis of the newly generated independent variables is performed. Discussions indicate that the moment independent importance measures, so obtained, can be interpreted as the full, correlated and uncorrelated contributions of the original inputs to the whole output distribution. Procedure of the proposed approach has been generalized. By the decomposition, the information provided by the moment independent importance analysis is enriched, which has been demonstrated by the application to several examples.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematical Modelling - Volume 38, Issues 19–20, 1 October 2014, Pages 4885–4896
نویسندگان
, , , ,