sensitivity_analysis
Table of Contents
Sensitivity analysis
Sensitivity analysis can be performed on probalistic simulation outputs (see probabilistic simulation). After a probabilistic Monte Carlo simulation, sensitivity indices can be calculated between simulation inputs (parameters) and simulation outputs (blocks).
Performing a sensitivity analysis
| Note | The sensitivity analysis toolbox offers many sensitivity analysis methods and several additional charts. |
- Run a probabilistic simulation as explained in probabilistic simulation.
- Create tornado charts or correlation tables to graphically display sensitivity indices. Seven different types of sensitivity indices are available in AFRY Intelligent Scenario Modelling.
Sensitivity indices
| Method | When to Use |
|---|---|
| Pearson product-moment correlation coefficient (Pearson) | Computes the correlation coefficient. Interesting when model is linearly depending on parameters. |
| Spearman's rank correlation coefficient (Spearman) | Computes the ranked correlation coefficient. Interesting when model is linearly or monotonically depending on parameters. |
| Standardized Regression Coefficient (SRC) | Sets up a regression model from the raw data. Interesting when model is linearly depending on parameters. |
| Standardized Rank Regression Coefficient (SRRC) | Sets up a regression model from the ranked data. Interesting when model is linearly or monotonically depending on parameters. |
| Partial Correlation Coefficient (PCC) | Computes the correlation coefficient taking into account the rest of the varying parameters. Interesting when model is linearly depending on parameters. |
| Partial Rank Correlation Coefficient (PRCC) | Computes the ranked correlation coefficient taking into account the rest of the varying parameters. Interesting when model is linearly or monotonically depending on parameters. |
| EASI first order correlation coefficient (EASI) | Quantifies the first order effects, if model is additive this will take into account the full variance. |
| XEASI Higher Order Sensitivity Indices(XEASI) | XEASI indices can assist in model calibration and validation processes by revealing which parameters have the most substantial impact on model predictions. |
See also
sensitivity_analysis.txt · Last modified: 2024/06/13 11:10 by 127.0.0.1