DocumentCode :
2997134
Title :
Multiple predictor smoothing methods for sensitivity analysis
Author :
Storlie, Curtis B. ; Helton, Jon C.
Author_Institution :
Dept. of Stat., Colorado State Univ., Fort Collins, CO, USA
fYear :
2005
fDate :
4-7 Dec. 2005
Abstract :
The use of multiple predictor smoothing methods in sampling-based sensitivity analyses of complex models is investigated. Specifically, sensitivity analysis procedures based on smoothing methods employing the stepwise application of the following nonparametric regression techniques are described: (i) locally weighted regression (LOESS), (ii) additive models (GAMs), (iii) projection pursuit regression (PP_REG), and (iv) recursive partitioning regression (RP_REG). The indicated procedures are illustrated with both simple test problems and results from a performance assessment for a radioactive waste disposal facility (i.e., the waste isolation pilot plant). As shown by the example illustrations, the use of smoothing procedures based on nonparametric regression techniques can yield more informative sensitivity analysis results than can be obtained with more traditional sensitivity analysis procedures based on linear regression, rank regression or response surface regression when nonlinear relationships between model inputs and model predictions are present.
Keywords :
modelling; radioactive waste disposal; regression analysis; sensitivity analysis; smoothing methods; additive model; locally weighted regression; multiple predictor smoothing method; nonparametric regression technique; projection pursuit regression; radioactive waste disposal facility; recursive partitioning regression; sampling-based sensitivity analyses; Failure analysis; Linear regression; Parametric statistics; Predictive models; Radioactive waste disposal; Regression analysis; Sensitivity analysis; Smoothing methods; Testing; Uncertainty;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Simulation Conference, 2005 Proceedings of the Winter
Print_ISBN :
0-7803-9519-0
Type :
conf
DOI :
10.1109/WSC.2005.1574256
Filename :
1574256
Link To Document :
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