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Abstract

A new method for sensitivity analysis of model output is introduced. It is based on the Fourier Amplitude Sensitivity Test (FAST). This new method is superior to the existing global sensitivity analysis methods - with the exception of Sobol' sensitivity measure - in that it allows the computation of the total contribution of each input parameter to the output's variance. The term total here means - in the terminology of the theory of experimental design - that the parameter's main effect as well as all the higher order interaction terms involving that parameter are included.

Additional information

Authors: SALTELLI A, JRC Ispra (IT);TARANTOLA S, JRC Ispra (IT);CHAN K P S, JRC Ispra (IT)
Bibliographic Reference: EUR 17338 EN (1997) 59pp., FS, free of charge
Availability: Available from the Public Relations and Publications Unit, JRC Ispra, I-21020 Ispra (IT), Fax: +39-332-785818
Record Number: 199710820 / Last updated on: 1997-07-02
Category: PUBLICATION
Original language: en
Available languages: en
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