메뉴 건너뛰기




Volumn 99, Issue , 2012, Pages 151-160

Importance measure of correlated normal variables and its sensitivity analysis

Author keywords

Correlated variables; Importance measure; Sensitivity analysis; Uncertainty analysis; Variance decomposition

Indexed keywords

ANALYTICAL EXPRESSIONS; ANALYTICAL METHOD; CORRELATED NORMAL VARIABLES; CORRELATED VARIABLES; CROSS-TERMS; DISTRIBUTION PARAMETERS; GENERAL ENGINEERING; HIGHER ORDER; IMPORTANCE MEASURE; INFLUENCING FACTOR; INPUT VARIABLES; LINEAR POLYNOMIALS; MODEL OUTPUTS; QUADRATIC POLYNOMIAL; VARIANCE DECOMPOSITION;

EID: 84255194507     PISSN: 09518320     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ress.2011.10.010     Document Type: Article
Times cited : (16)

References (21)
  • 1
    • 0030121081 scopus 로고    scopus 로고
    • Importance measures in global sensitivity analysis of nonlinear models
    • DOI 10.1016/0951-8320(96)00002-6
    • T. Homma, and A. Saltelli Importance measures in global sensitivity analysis of nonlinear models Reliability Engineering and System Safety 52 1 1996 1 17 (Pubitemid 126374988)
    • (1996) Reliability Engineering and System Safety , vol.52 , Issue.1 , pp. 1-17
    • Homma, T.1    Saltelli, A.2
  • 2
    • 77953608957 scopus 로고    scopus 로고
    • Moment-independent importance measure of basic random variable and its probability density evolution solution
    • L.J. Cui, Z.Z. Lu, and X.P. Zhao Moment-independent importance measure of basic random variable and its probability density evolution solution Science China Technological Sciences 53 4 2010 1138 1145
    • (2010) Science China Technological Sciences , vol.53 , Issue.4 , pp. 1138-1145
    • Cui, L.J.1    Lu, Z.Z.2    Zhao, X.P.3
  • 3
    • 0036081839 scopus 로고    scopus 로고
    • Sensitivity analysis for importance assessment
    • A. Satelli Sensitivity analysis for importance assessment Risk Analysis 22 3 2002 579 590
    • (2002) Risk Analysis , vol.22 , Issue.3 , pp. 579-590
    • Satelli, A.1
  • 4
    • 34948832552 scopus 로고    scopus 로고
    • Sensitivity analysis with mixture of epistemic and aleatory uncertainties
    • DOI 10.2514/1.28707
    • J. Guo, and X.P. Du Sensitivity analysis with mixture of epistemic and aleatory uncertainties AIAA Journal 45 9 2007 2337 2349 (Pubitemid 47523956)
    • (2007) AIAA Journal , vol.45 , Issue.9 , pp. 2337-2349
    • Guo, J.1    Du, X.2
  • 6
    • 70350572885 scopus 로고    scopus 로고
    • On the use of uncertainty importance measures in reliability and risk analysis
    • T. Aven, and T.E. Nokland On the use of uncertainty importance measures in reliability and risk analysis Reliability Engineering and System Safety 95 2 2010 127 133
    • (2010) Reliability Engineering and System Safety , vol.95 , Issue.2 , pp. 127-133
    • Aven, T.1    Nokland, T.E.2
  • 7
    • 43249096987 scopus 로고    scopus 로고
    • Uncertainty and sensitivity analysis for models with correlated parameters
    • C.G. Xu, and Z.G. George Uncertainty and sensitivity analysis for models with correlated parameters Reliability Engineering and System Safety 93 6 2008 1563 1573
    • (2008) Reliability Engineering and System Safety , vol.93 , Issue.6 , pp. 1563-1573
    • Xu, C.G.1    George, Z.G.2
  • 8
    • 21344459913 scopus 로고
    • Nonparametric estimation of global functionals and a measure of the explanatory power of covariates in regression
    • K. Doksum, and A. Samarov Nonparametric estimation of global functionals and a mesure of the explanatory power of covariates in regression Annals of Statistics 23 5 1995 1443 1473 (Pubitemid 126033096)
    • (1995) Annals of Statistics , vol.23 , Issue.5 , pp. 1443-1473
    • Doksum, K.1    Samarov, A.2
  • 9
    • 0031190469 scopus 로고    scopus 로고
    • The role of sensitivity analysis in the corroboration of models and its link to model structural and parametric uncertainty
    • A. Satelli The role of sensitivity analysis in the corroboration of models and its link to model structural and parametric uncertainty Reliability Engineering and System Safety 57 1 1997 1 4
    • (1997) Reliability Engineering and System Safety , vol.57 , Issue.1 , pp. 1-4
    • Satelli, A.1
  • 10
    • 0037301809 scopus 로고    scopus 로고
    • Theorems and examples on high dimensional model representations
    • I.M. Sobol Theorems and examples on high dimensional model representations Reliability Engineering and System Safety 79 2003 187 193
    • (2003) Reliability Engineering and System Safety , vol.79 , pp. 187-193
    • Sobol, I.M.1
  • 11
    • 0034926426 scopus 로고    scopus 로고
    • Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
    • I.M. Sobol Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates Mathematics and Computers in Simulation 55 1 2001 221 280
    • (2001) Mathematics and Computers in Simulation , vol.55 , Issue.1 , pp. 221-280
    • Sobol, I.M.1
  • 12
    • 0025003868 scopus 로고
    • A robust measure of uncertainty importance for use in fault tree system analysis
    • R.L. Iman, and S.C. Hora A robust measure of uncertainty importance for use in fault tree system analysis Risk Analysis 10 3 1990 401 406 (Pubitemid 20317407)
    • (1990) Risk Analysis , vol.10 , Issue.3 , pp. 401-406
    • Iman, R.L.1    Hora, S.C.2
  • 13
    • 33846350926 scopus 로고    scopus 로고
    • A new uncertainty importance measure
    • DOI 10.1016/j.ress.2006.04.015, PII S0951832006000883
    • E. Borgonovo A new uncertainty importance measure Reliability Engineering and System Safety 92 6 2007 771 784 (Pubitemid 46135960)
    • (2007) Reliability Engineering and System Safety , vol.92 , Issue.6 , pp. 771-784
    • Borgonovo, E.1
  • 14
    • 79952773819 scopus 로고    scopus 로고
    • An improvement of the response surface method
    • D.L. Allaix, and V.I. Carbone An improvement of the response surface method Structural Safety 33 2011 165 172
    • (2011) Structural Safety , vol.33 , pp. 165-172
    • Allaix, D.L.1    Carbone, V.I.2
  • 15
    • 0141924120 scopus 로고    scopus 로고
    • Comparison of response surface and neural network with other methods for structural reliability analysis
    • DOI 10.1016/S0167-4730(03)00022-5
    • H.M. Gomesa, and A.M. Awruch Comparison of response surface and neural network with other methods for structural reliability analysis Structural Safety 26 1 2004 49 67 (Pubitemid 37245462)
    • (2004) Structural Safety , vol.26 , Issue.1 , pp. 49-67
    • Gomes, H.M.1    Awruch, A.M.2
  • 16
    • 28244434145 scopus 로고    scopus 로고
    • Reliability analysis of structures using neural network method
    • DOI 10.1016/j.probengmech.2005.07.002, PII S026689200500041X
    • E.A. Hosni, E. Mesbahi, and Y. Pu Reliability analysis of structures using neural network method Probabilistic Engineering Mechanics 21 1 2006 44 53 (Pubitemid 41705861)
    • (2006) Probabilistic Engineering Mechanics , vol.21 , Issue.1 , pp. 44-53
    • Hosni Elhewy, A.1    Mesbahi, E.2    Pu, Y.3
  • 17
    • 12144266233 scopus 로고    scopus 로고
    • Structural reliability analysis for implicit performance functions using artificial neural network
    • DOI 10.1016/j.strusafe.2004.03.004, PII S0167473004000189
    • J. Deng, D.S. Gu, X.B. Li, and Z.Q. Yue Structural reliability analysis for implicit performance functions using artificial neural network Structural Safety 27 1 2005 25 48 (Pubitemid 40106479)
    • (2005) Structural Safety , vol.27 , Issue.1 , pp. 25-48
    • Deng, J.1    Gu, D.2    Li, X.3    Yue, Z.Q.4
  • 19
    • 10844245456 scopus 로고    scopus 로고
    • A response surface method based on weighted regression for structural reliability analysis
    • Irfan Kaymaz, and Chris A. McMahon A response surface method based on weighted regression for structural reliability analysis Probabilistic Engineering Mechanics 20 2005 11 17
    • (2005) Probabilistic Engineering Mechanics , vol.20 , pp. 11-17
    • Kaymaz, I.1    McMahon, C.A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.