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In models involving many input variables, sensitivity analysis is an essential ingredient of model building and quality assurance and can be useful to determine the impact of a uncertain variable for a range of purposes, [4] including: Testing the robustness of the results of a model or system in the presence of uncertainty.
In applied statistics, the Morris method for global sensitivity analysis is a so-called one-factor-at-a-time method, meaning that in each run only one input parameter is given a new value. It facilitates a global sensitivity analysis by making a number r {\displaystyle r} of local changes at different points x ( 1 → r ) {\displaystyle x(1 ...
Select the input variables for decomposition. One can use sensitivity indices (see variance-based sensitivity analysis) to define the most influential variables for decomposition or choose them manually according to the decision-problem context (for example, only those input variables that the decision-maker can act upon). Two to three input ...
Variance-based sensitivity analysis (often referred to as the Sobol’ method or Sobol’ indices, after Ilya M. Sobol’) is a form of global sensitivity analysis. [1] [2] Working within a probabilistic framework, it decomposes the variance of the output of the model or system into fractions which can be attributed to inputs or sets of inputs.
For each variable/uncertainty considered, one needs estimates for what the low, base, and high outcomes would be. The sensitive variable is modeled as having an uncertain value while all other variables are held at baseline values . [1] This allows testing the sensitivity/risk associated with one uncertainty/variable.
Fourier amplitude sensitivity testing (FAST) is a variance-based global sensitivity analysis method. The sensitivity value is defined based on conditional variances which indicate the individual or joint effects of the uncertain inputs on the output.
The one-factor-at-a-time method, [1] also known as one-variable-at-a-time, OFAT, OF@T, OFaaT, OVAT, OV@T, OVaaT, or monothetic analysis is a method of designing experiments involving the testing of factors, or causes, one at a time instead of multiple factors simultaneously.
One desired outcome is to summarize results in a concise and visually coherent form, using visualization tools such as tornado diagrams and sensitivity analysis graphs. At present, TEA is most commonly used to analyze technologies in the chemical, bioprocess, petroleum, energy, and similar industries. This article focuses on these areas of ...