Sensitivity Analysis

ISBN-13: 9780470743829 / Angielski / Miękka / 2009 / 504 str.

Saltelli

Opis

The Wiley Paperback Series makes valuable content more accessible to a new generation of statisticians, mathematicians and scientists. Sensitivity analysis is used to ascertain how a given model output depends upon the input parameters. This is an important method for checking the quality of a given model, as well as a powerful tool for checking the robustness and reliability of its analysis. The topic is acknowledged as essential for good modelling practice and is an implicit part of any modelling field.

• Offers an accessible introduction to sensitivity analysis.
• Covers all the latest research.
• Illustrates concepts with numerous examples, applications and case studies.
• Includes contributions from the leading researchers active in developing strategies for sensitivity analysis.

The principles of sensitivity analysis are carefully described and suitable methods for approaching many types of problems are given. The book introduces the modeller to the entire casual assessment chain, from data to predictions, whilst explaining the impact of source uncertainties and framing assumptions. A 'hitch-hikers guide' is included to allow the more experienced reader to readily access specific applications. Modellers from a wide range of disciplines, including biostatistics, economics, environmental impact assessment, chemistry and engineering will benefit greatly from the numerous examples and applications. "Presents many different sensitivity analysis methodologies and demonstrates their usefulness in scientific research." (Zentralblatt MATH)

Spis treści

What is Sensitivity Analysis. Hitchhiker′s Guide to Sensitivity Analysis. METHODS. Designs of Experiments. Screening Methods. Local Methods. Sampling–Based Methods. Reliability Algorithms: FORM and SORM Methods. Variance–Based Methods. Managing the Tyranny of Parameters in Mathematical Modelling of Physical Systems. Bayesian Sensitivity Analysis. Graphical Methods. APPLICATIONS. Practical Experience in Applying Sensitivity and Uncertainty Analysis. Scenario and Parametric Sensitivity and Uncertainty Analysis in Nuclear Waste Disposal Risk Assessment: The Case of GESAMAC. Sensitivity Analysis for Signal Extraction in Economic Time Series. A Dataless Precalibration Analysis in Solid State Physics. Appplication of First–Order (FORM) and Second–Order (SORM) Reliability Methods: Analysis and Interpretation of Sensitivity Measures Related to Groundwater Pressure Decreases and Resulting Ground Subsidence. One–at–a–Time and Mini–Global Analyses for Characterizing Model Sensitivity in the Nonlinear Ozone Predictions from the US EPA Regional Acid Deposition Model (RADM). Comparing Different Sensitivity Analysis Methods on a Chemical Reactions Model. An Application of Sensitivity Analysis to Fish Population Dynamics. Global Sensitivity Analysis: A Quality Assurance Tool in Environmental Policy Modelling. CONCLUSIONS. Assuring the Quality of Models Designed for Predictive Tasks. Fortune and Future of Sensitivity Analysis. References. Appendix. Index.

O autorze

Andrea Saltelli, Joint Research Centre of the European Commission, Ispra, Unit of Applied Statistics and Econometrics. Presently leading the Econometric and Applied Statistics Unit of the Joint Research Centre, lead author Professor Saltelli has published many articles in numerous journals over the last 30 years. He is also the main author and main editor of two previous books (both for Wiley).

Blurb

The Wiley Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians and scientists.

Sensitivity Analysis

Edited by
A. Saltelli and K. Chan
European Comission, Joint Research Centre, Italy.

E. M. Scott
University of Glasgow, UK.

Sensitivity analysis is used to ascertain how a given model output depends upon the input parameters. This is an important method for checking the quality of a given model, as well as a powerful tool for checking the robustness and reliability of its analysis. The topic is acknowledged as essential for good modelling practice and is an implicit part of any modelling field.

–          Offers an accessible introduction to sensitivity analysis.

–          Covers all the latest research.

–          Illustrates concepts with numerous examples, applications and case studies.

–          Includes contributions from the leading researchers active in developing strategies for sensitivity analysis.

The principles of sensitivity analysis are carefully described and suitable methods for approaching many types of problems are given. The book introduces the modeller to the entire casual assessment chain, from data to predictions, whilst explaining the impact of source uncertainties and framing assumptions. A hitch–hikers guide is included to allow the more experienced reader to readily access specific applications.

Modellers from a wide range of disciplines, including biostatistics, economics, environmental impact assessment, chemistry and engineering will benefit greatly from the numerous examples and applications.

"Presents many different sensitivity analysis methodologies and demonstrates their usefulness in scientific research." (Zentralblatt MATH)