TY - GEN
T1 - A moment independent based importance measure with hybrid uncertainty
AU - Shang, Xiaobing
AU - Chao, Tao
AU - Ma, Ping
N1 - Publisher Copyright:
© Springer Nature Singapore Pte Ltd. 2017.
PY - 2017
Y1 - 2017
N2 - Input uncertainty always exists in most engineering problems and leads to output response uncertainty for model predictions. Several global sensitivity analysis methods are utilized to measure the importance of input aleatory uncertainty which influence output the most. However, the aleatory uncertainty often involves epistemic uncertainty in the distribution parameters due to the lack of knowledge. In this paper, an improved moment independent approach coupled with auxiliary variable method is presented to separate aleatory and epistemic terms of hybrid uncertainty. The importance measure is derived to compute the individual contributions of aleatory and epistemic parameters to model output’s uncertainty. Considering the high computation costs of moment independent method, a double loop sampling method is applied in the numerical codes to alleviate simulation. A modified Ishigami function is take for instance for demonstrating the effectiveness and rationality of proposed method and high efficiency of sampling algorithm.
AB - Input uncertainty always exists in most engineering problems and leads to output response uncertainty for model predictions. Several global sensitivity analysis methods are utilized to measure the importance of input aleatory uncertainty which influence output the most. However, the aleatory uncertainty often involves epistemic uncertainty in the distribution parameters due to the lack of knowledge. In this paper, an improved moment independent approach coupled with auxiliary variable method is presented to separate aleatory and epistemic terms of hybrid uncertainty. The importance measure is derived to compute the individual contributions of aleatory and epistemic parameters to model output’s uncertainty. Considering the high computation costs of moment independent method, a double loop sampling method is applied in the numerical codes to alleviate simulation. A modified Ishigami function is take for instance for demonstrating the effectiveness and rationality of proposed method and high efficiency of sampling algorithm.
KW - Global sensitivity analysis
KW - Hybrid uncertainty
KW - Latin hypercube sampling
KW - Moment independent method
UR - https://www.scopus.com/pages/publications/85028958317
U2 - 10.1007/978-981-10-6463-0_19
DO - 10.1007/978-981-10-6463-0_19
M3 - 会议稿件
AN - SCOPUS:85028958317
SN - 9789811064623
T3 - Communications in Computer and Information Science
SP - 213
EP - 224
BT - Modeling, Design and Simulation of Systems - 17th Asia Simulation Conference, AsiaSim 2017, Proceedings
A2 - Mohamed Ali, Mohamed Sultan
A2 - Wahid, Herman
A2 - Mohd Subha, Nurul Adilla
A2 - Sahlan, Shafishuhaza
A2 - Md. Yunus, Mohd Amri
A2 - Wahap, Ahmad Ridhwan
PB - Springer Verlag
T2 - 17th International Conference on Asia Simulation, AsiaSim 2017
Y2 - 27 August 2017 through 29 August 2017
ER -