Article ID Journal Published Year Pages File Type
806384 Reliability Engineering & System Safety 2012 8 Pages PDF
Abstract

We consider correlation ratios as estimators for first order sensitivity indices from given data. The computation is simplified by the introduction of the cumulative sum of the normalised reordered output. Ideas for the estimation using interpolation are also discussed.

► Visualise sensitivity properties via cumulative sums of normalised reordered output (CUSUNORO) curves. ► Estimation of first order effects via correlation ratios (CR). ► Adaptive partition layout for (CR) using the CUSUNORO curve. ► Estimation of first order effects using interpolation of the CUSUNORO curve. ► Comparison of methods.

Related Topics
Physical Sciences and Engineering Engineering Mechanical Engineering
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