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Abstract

A new method for sensitivity analysis (SA) of model output is introduced. It is based on the Fourier amplitude sensitivity test (FAST) and allows the computation of the total contribution of each input parameter to the output's variance. The term 'total' here means that the parameter's main effect, as well as all the interaction terms involving that parameter, are included. Although computationally different, the very same measure of sensitivity is offered by the Sobol' indices. The main advantages of the extended FAST include its robustness, especially at low sample size, and its computation efficiency. This paper describes the computational aspects of the total effects including the following:

- The definition of new sets of parametric equations for the search-curve;
- The topology of the pathway used to explore the input parameters space;
- The selection of frequencies for the parametric equations.

The present article also discusses the limitations of other global SA methods and contends that the incorporation of total effect indices is the only way to perform a quantitative model independent sensitivity analysis. ysis.

Additional information

Authors: SALTELLI A, JRC Ispra (IT);TARANTOLA S, JRC Ispra (IT);CHAN K P S, JRC Ispra (IT)
Bibliographic Reference: Article: Technometrics
Record Number: 199710919 / Last updated on: 1997-07-23
Category: PUBLICATION
Original language: en
Available languages: en
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