An Alternative Way to Compute Fourier Amplitude Sensitivity Test (FAST)

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.

SALTELLI Andrea;  BOLADO Ricardo; 

1996-07-18

JRC13274

https://publications.jrc.ec.europa.eu/repository/handle/JRC13274,