期刊论文

Zhu, Yueying

英文

Physica A-Statistical Mechanics and its Applications

0378-4371

2017

469

52-59

10.1016/j.physa.2016.11.059

Programme of Introducing Talents of Discipline to Universities [B08033]; China Scholarship CouncilChina Scholarship Council [201406770035]

本校为其他机构

Sensitivity analysis is concerned with understanding how the model output depends on uncertainties (variances) in inputs and identifying which inputs are important in contributing to the prediction imprecision. Uncertainty determination in output is the most crucial step in sensitivity analysis. In the present paper, an analytic expression, which can exactly evaluate the uncertainty in output as a function of the output's derivatives and inputs’central moments, is firstly deduced for general multivariate models with given relationship between output and inputs in terms of Taylor series e...