Title: An Alternative Way to Compute Fourier Amplitude Sensitivity Test (FAST)
Authors: SALTELLI AndreaBOLADO Ricardo
Citation: Computational Statistics and Data Analysis vol. 26 p. 445-460
Publication Year: 1998
JRC N°: JRC13274
URI: http://publications.jrc.ec.europa.eu/repository/handle/JRC13274
Type: Articles in Journals
Abstract: In this article we investigate the relationship between two coefficients used in sensitivity analysis of model output. One is the Furier Amplitude Sensitivity Test's coefficient, developed in the 70's, and the other the Sobol' sensitivity indices, developed in the 90's. Supposedly both methods are capable of computing the "main effect" contribution of model's input pqarameters to model's output variance. we discuss the equivalence of the two methods, and prove the identity of their prediction on two test cases. Relative advantage and disadvantages of the methods are also illustrated.
JRC Institute:Joint Research Centre Historical Collection

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