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Extending Morris method for qualitative global sensitivity analysis of models with dependent inputs

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  • Ge, Qiao
  • Menendez, Monica

Abstract

Global Sensitivity Analysis (GSA) can help modelers to better understand the model and manage the uncertainty. However, when the model itself is rather sophisticated, especially when dependence exists among model inputs, it could be difficult or even unfeasible to perform quantitative GSA directly. In this paper, a non-parametric approach is proposed for screening model inputs. It extends the classic Elementary Effects (i.e., Morris) method, which is widely used for screening independent inputs, to enable the screening of dependent model inputs. The performance of the proposed method is tested with three numerical experiments, and the results are cross-compared with those from the variance-based GSA.

Suggested Citation

  • Ge, Qiao & Menendez, Monica, 2017. "Extending Morris method for qualitative global sensitivity analysis of models with dependent inputs," Reliability Engineering and System Safety, Elsevier, vol. 162(C), pages 28-39.
    • Handle: RePEc:eee:reensy:v:162:y:2017:i:c:p:28-39
    DOI: 10.1016/j.ress.2017.01.010
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    References listed on IDEAS

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    Cited by:

    1. Jin Cao & Monica Menendez & Rashid Waraich, 2019. "Impacts of the urban parking system on cruising traffic and policy development: the case of Zurich downtown area, Switzerland," Transportation, Springer, vol. 46(3), pages 883-908, June.
    2. Dakic, Igor & Leclercq, Ludovic & Menendez, Monica, 2021. "On the optimization of the bus network design: An analytical approach based on the three-dimensional macroscopic fundamental diagram," Transportation Research Part B: Methodological, Elsevier, vol. 149(C), pages 393-417.
    3. Vuillod, Bruno & Montemurro, Marco & Panettieri, Enrico & Hallo, Ludovic, 2023. "A comparison between Sobol’s indices and Shapley’s effect for global sensitivity analysis of systems with independent input variables," Reliability Engineering and System Safety, Elsevier, vol. 234(C).
    4. Shi, Wen & Zhou, Qing & Zhou, Yanju, 2023. "An efficient elementary effect-based method for sensitivity analysis in identifying main and two-factor interaction effects," Reliability Engineering and System Safety, Elsevier, vol. 237(C).
    5. Mara, Thierry A. & Becker, William E., 2021. "Polynomial chaos expansion for sensitivity analysis of model output with dependent inputs," Reliability Engineering and System Safety, Elsevier, vol. 214(C).
    6. Shi, Wen & Chen, Xi, 2019. "Controlled Morris method: A new factor screening approach empowered by a distribution-free sequential multiple testing procedure," Reliability Engineering and System Safety, Elsevier, vol. 189(C), pages 299-314.
    7. Biao Yin & Monica Menendez & Kaidi Yang, 2021. "Joint Optimization of Intersection Control and Trajectory Planning Accounting for Pedestrians in a Connected and Automated Vehicle Environment," Sustainability, MDPI, vol. 13(3), pages 1-25, January.
    8. Shang, Xiaobing & Su, Li & Fang, Hai & Zeng, Bowen & Zhang, Zhi, 2023. "An efficient multi-fidelity Kriging surrogate model-based method for global sensitivity analysis," Reliability Engineering and System Safety, Elsevier, vol. 229(C).
    9. Cao, Jin & Menendez, Monica, 2018. "Quantification of potential cruising time savings through intelligent parking services," Transportation Research Part A: Policy and Practice, Elsevier, vol. 116(C), pages 151-165.
    10. Dakic, Igor & Yang, Kaidi & Menendez, Monica & Chow, Joseph Y.J., 2021. "On the design of an optimal flexible bus dispatching system with modular bus units: Using the three-dimensional macroscopic fundamental diagram," Transportation Research Part B: Methodological, Elsevier, vol. 148(C), pages 38-59.
    11. Cheng, Jin & Wang, Jian & Wu, Xuezhou & Wang, Shuo, 2019. "An improved polynomial-based nonlinear variable importance measure and its application to degradation assessment for high-voltage transformer under imbalance data," Reliability Engineering and System Safety, Elsevier, vol. 185(C), pages 175-191.

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