Uncertainty and Sensitivity Analysis for Models of Complex Systems
نویسنده
چکیده
Sampling-based methods for uncertainty and sensitivity analysis are reviewed. The following topics are considered: (i) Definition of probability distributions to characterize epistemic (Type B) uncertainty in analysis inputs, (ii) Generation of samples from uncertain analysis inputs, (iii) Propagation of sampled inputs through an analysis, (iv) Presentation of uncertainty analysis results, and (v) Determination of sensitivity analysis results.
منابع مشابه
Performance Appraisal of Research and Development Projects Value-Chain for Complex Products and Systems: The Fuzzy Three-Stage DEA Approach
The purpose of the current research is to provide a performance appraisal system capable of considering the value chain network structure of research and development (R&D) projects for Complex products and systems (CoPS) under uncertainty of data. Therefore, in order to achieve this goal, a network data envelopment analysis (NDEA) approach and the possibilistic programming to provide a new fuzz...
متن کاملComparative Study of Random Matrices Capability in Uncertainty Detection of Pier’s Dynamics
Because of random nature of many dependent variables in coastal engineering, treatment of effective parameters is generally associated with uncertainty. Numerical models are often used for dynamic analysis of complex structures, including mechanical systems. Furthermore, deterministic models are not sufficient for exact anticipation of structure’s dynamic response, but probabilistic models...
متن کاملA multi-product vehicle routing scheduling model with time window constraints for cross docking system under uncertainty: A fuzzy possibilistic-stochastic programming
Mathematical modeling of supply chain operations has proven to be one of the most complex tasks in the field of operations management and operations research. Despite the abundance of several modeling proposals in the literature; for vast majority of them, no effective universal application is conceived. This issue renders the proposed mathematical models inapplicable due largely to the fact th...
متن کاملInterval network data envelopment analysis model for classification of investment companies in the presence of uncertain data
The main purpose of this paper is to propose an approach for performance measurement, classification and ranking the investment companies (ICs) by considering internal structure and uncertainty. In order to reach this goal, the interval network data envelopment analysis (INDEA) models are extended. This model is capable to model two-stage efficiency with intermediate measures i...
متن کاملFuturology of Multi-Criteria Decision Making Techniques Using Philosophical Assumptions of Paradigms in Scenario Writing
There are many opportunities and threats in the decision-making environment for managers, and an organization must use research and information systems to change, monitor, and anticipate this environment. Futurism reflects how tomorrow reality gives birth to tomorrow's reality is. The purpose of this research; Analyzing the role of futures studies in the existing patterns of critical factors of...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2005