Is there another way to compute Fourier Amplitude Sensitivity Test (FAST)?
This article investigates the relationship between two coefficients used in sensitivity analysis of model output. One is the Fourier Amplitude Sensitivity Test's coefficient, and the other the Sobol' sensitivity indices. Supposedly both methods are capable of computing the main effect contribution of input parameters to output variance. The equivalence of the two methods is discussed, and the identity of their prediction proved on two test cases. Relative advantages and disadvantages of the methods are also illustrated.
Bibliographic Reference: Article : Computational Statistics and Data Analysis (1996)
Record Number: 199610773 / Last updated on: 1996-08-16
Original language: en
Available languages: en