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Analyzing sensitivity measures using moment-matching technique

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  • Awad, Mahmoud

Abstract

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.

Suggested Citation

  • Awad, Mahmoud, 2017. "Analyzing sensitivity measures using moment-matching technique," Reliability Engineering and System Safety, Elsevier, vol. 159(C), pages 90-99.
    • Handle: RePEc:eee:reensy:v:159:y:2017:i:c:p:90-99
    DOI: 10.1016/j.ress.2016.10.020
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    References listed on IDEAS

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    1. Cheng, Jin & Wang, Jian & Wu, Xuezhou & Wang, Shuo, 2019. "An improved polynomial-based nonlinear variable importance measure and its application to degradation assessment for high-voltage transformer under imbalance data," Reliability Engineering and System Safety, Elsevier, vol. 185(C), pages 175-191.

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