A Quantitative Model-Independent Method for Global Sensitivity Analysis of Model Output.
A new method for sensitivity analysis of model output is introduced. It is based on the Fourier Amplitude Sensitivity Test (FAST) and allows the computation of the total contribution of each input parameter to the output's variance. The term "total" here means that the parameter's main effect, as well as all the interaction terms involving that parameter, are included. This paper describes the computational aspects of the total effects. It also discusses the limitations of other global SA methods and contends that the incorporation of total effect indices is the only way to perform a quantitative model independent sensitivity analysis.
SALTELLI Andrea;
TARANTOLA Stefano;
CHAN Karen;
1997-06-10
JRC15044
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