Andrea Saltelli, K. Chan, E. M. Scott

Sensitivity Analysis

• Broschiertes Buch

Produktbeschreibung

The Wiley Paperback Series makes valuable content more accessible to a new generation of statisticians, mathematicians and scientists.

Sensitivity analysis is used to ascertain how a given model output depends upon the input parameters. This is an important method for checking the quality of a given model, as well as a powerful tool for checking the robustness and reliability of its analysis. The topic is acknowledged as essential for good modelling practice and is an implicit part of any modelling field.
Offers an accessible introduction to sensitivity analysis.
Covers all the latest research.
Illustrates concepts with numerous examples, applications and case studies.
Includes contributions from the leading researchers active in developing strategies for sensitivity analysis.

The principles of sensitivity analysis are carefully described and suitable methods for approaching many types of problems are given. The book introduces the modeller to the entire casual assessment chain, from data to predictions, whilst explaining the impact of source uncertainties and framing assumptions. A 'hitch-hikers guide' is included to allow the more experienced reader to readily access specific applications.

Modellers from a wide range of disciplines, including biostatistics, economics, environmental impact assessment, chemistry and engineering will benefit greatly from the numerous examples and applications.

"Presents many different sensitivity analysis methodologies and demonstrates their usefulness in scientific research." (Zentralblatt MATH)

Produktdetails

• Verlag: Wiley & Sons
• 1. Auflage
• Seitenzahl: 504
• Erscheinungstermin: 16. März 2009
• Englisch
• Abmessung: 244mm x 170mm x 27mm
• Gewicht: 828g
• ISBN-13: 9780470743829
• ISBN-10: 0470743824
• Artikelnr.: 26525942

Autorenporträt

Andrea Saltelli, Joint Research Centre of the European Commission, Ispra, Unit of Applied Statistics and Econometrics. Presently leading the Econometric and Applied Statistics Unit of the Joint Research Centre, lead author Professor Saltelli has published many articles in numerous journals over the last 30 years. He is also the main author and main editor of two previous books (both for Wiley).

Inhaltsangabe

What is Sensitivity Analysis. Hitchhiker's Guide to Sensitivity Analysis.
METHODS. Designs of Experiments. Screening Methods. Local Methods.
Sampling-Based Methods. Reliability Algorithms: FORM and SORM Methods.
Variance-Based Methods. Managing the Tyranny of Parameters in Mathematical
Modelling of Physical Systems. Bayesian Sensitivity Analysis. Graphical
Methods. APPLICATIONS. Practical Experience in Applying Sensitivity and
Uncertainty Analysis. Scenario and Parametric Sensitivity and Uncertainty
Analysis in Nuclear Waste Disposal Risk Assessment: The Case of GESAMAC.
Sensitivity Analysis for Signal Extraction in Economic Time Series. A
Dataless Precalibration Analysis in Solid State Physics. Appplication of
First-Order (FORM) and Second-Order (SORM) Reliability Methods: Analysis
and Interpretation of Sensitivity Measures Related to Groundwater Pressure
Decreases and Resulting Ground Subsidence. One-at-a-Time and Mini-Global
Analyses for Characterizing Model Sensitivity in the Nonlinear Ozone
Predictions from the US EPA Regional Acid Deposition Model (RADM).
Comparing Different Sensitivity Analysis Methods on a Chemical Reactions
Model. An Application of Sensitivity Analysis to Fish Population Dynamics.
Global Sensitivity Analysis: A Quality Assurance Tool in Environmental
Policy Modelling. CONCLUSIONS. Assuring the Quality of Models Designed for
Predictive Tasks. Fortune and Future of Sensitivity Analysis. References.
Appendix. Index.

Rezensionen

"The book has a fair price...I think this is a book that everyone who does modeling should buy. It can readily be read piecemeal...so it is ideal for leisurely self-study..." (Technometrics Vol. 42, No. 4 May 2001)
"...this book will prove helpful in the solution of many modeling problems." (La Doc Sti, September 2000)
"...presents many different sensitivity analysis methodologies and demonstrates their usefulness in scientific research." (Zentralblatt MATH, Vol. 961, 2001/11)