Simple binning algorithm and SimDec visualization for comprehensive sensitivity analysis of complex computational models
Fuente:
arXiv
Saved in:
| Main Authors: | , , , |
|---|---|
| Format: | Preprint |
| Published: |
2023
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866911016720269312 |
|---|---|
| author | Kozlova, Mariia Ahola, Antti Roy, Pamphile T. Yeomans, Julian Scott |
| author_facet | Kozlova, Mariia Ahola, Antti Roy, Pamphile T. Yeomans, Julian Scott |
| contents | Models of complex technological systems inherently contain interactions and dependencies among their input variables that affect their joint influence on the output. Such models are often computationally expensive and few sensitivity analysis methods can effectively process such complexities. Moreover, the sensitivity analysis field as a whole pays limited attention to the nature of interaction effects, whose understanding can prove to be critical for the design of safe and reliable systems. In this paper, we introduce and extensively test a simple binning approach for computing sensitivity indices and demonstrate how complementing it with the smart visualization method, simulation decomposition (SimDec), can permit important insights into the behavior of complex engineering models. The simple binning approach computes first-, second-order effects, and a combined sensitivity index, and is considerably more computationally efficient than the mainstream measure for Sobol indices introduced by Saltelli et al. The totality of the sensitivity analysis framework provides an efficient and intuitive way to analyze the behavior of complex systems containing interactions and dependencies. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2310_13446 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Simple binning algorithm and SimDec visualization for comprehensive sensitivity analysis of complex computational models Kozlova, Mariia Ahola, Antti Roy, Pamphile T. Yeomans, Julian Scott Methodology Applications Models of complex technological systems inherently contain interactions and dependencies among their input variables that affect their joint influence on the output. Such models are often computationally expensive and few sensitivity analysis methods can effectively process such complexities. Moreover, the sensitivity analysis field as a whole pays limited attention to the nature of interaction effects, whose understanding can prove to be critical for the design of safe and reliable systems. In this paper, we introduce and extensively test a simple binning approach for computing sensitivity indices and demonstrate how complementing it with the smart visualization method, simulation decomposition (SimDec), can permit important insights into the behavior of complex engineering models. The simple binning approach computes first-, second-order effects, and a combined sensitivity index, and is considerably more computationally efficient than the mainstream measure for Sobol indices introduced by Saltelli et al. The totality of the sensitivity analysis framework provides an efficient and intuitive way to analyze the behavior of complex systems containing interactions and dependencies. |
| title | Simple binning algorithm and SimDec visualization for comprehensive sensitivity analysis of complex computational models |
| topic | Methodology Applications |
| url | https://arxiv.org/abs/2310.13446 |