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Sensitivity analysis - Opasnet - PORTAL灵敏度分析opasnet -门.ppt

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Sensitivity analysis - Opasnet - PORTAL灵敏度分析opasnet -门

Sensitivity analysis Marko Tainio Decision analysis and Risk Management course in Kuopio 21.3.2011 Sensitivity analysis studies on what happens inside the Black Box Black Box (the model) Data Results Outline of lecture What is sensitivity analysis? Why to use sensitivity analysis What options there are? Example of two sensitivity analysis methods Nominal Range Sensitivity Rank-order Correlation Other sensitivity analysis methods What is sensitivity analysis Definition of sensitivity analysis /wiki/Sensitivity_analysis Sensitivity analysis (SA) is the study of how the variation (uncertainty) in the output of a mathematical model can be apportioned, qualitatively or quantitatively, to different sources of variation in the input of the model. Put another way, it is a technique for systematically changing parameters in a model to determine the effects of such changes. Main idea of SA In sensitivity analysis you change the input parameters to see how the model results response to these changes Thus, sensitivity analysis resembles laboratory research where you control input and measure the outcome Same statistical methods are applied in laboratory studies and in sensitivity studies (correlation, regression analysis, ANOVA)! Different sensitivity analysis methods Frey and Patil, 2002 divides sensitivity analyses to three broad categories: Mathematical Suitable for deterministic models Statistical (or probabilistic) Usually based on simulation and statistical parameters. Graphical Presenting of sensitivity with graphs, charts etc. When to use sensitivity analysis In simple, always when making risk or decision models! Two main advantages: You can guide your own modeling work by testing the sensitivity of the model while doing the assessment; You can also communicate to possible users the main uncertainties related to assessment Calculation of sensitivity analysis:- Nominal Range Sensitivity - Rank-order Correlation Setting How many square meters of tables we have in thi