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|Title:||An Alternative Way to Compute Fourier Amplitude Sensitivity Test (FAST)|
|Authors:||SALTELLI Andrea; BOLADO Ricardo|
|Citation:||Computational Statistics and Data Analysis vol. 26 p. 445-460|
|JRC Publication N°:||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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