IDEAS home Printed from https://ideas.repec.org/a/spr/jagbes/v24y2019i1d10.1007_s13253-018-00346-y.html
   My bibliography  Save this article

Emulated Multivariate Global Sensitivity Analysis for Complex Computer Models Applied to Agricultural Simulators

Author

Listed:
  • Daniel W. Gladish

    (CSIRO Data61, EcoSciences Precinct)

  • Ross Darnell

    (CSIRO Data61, EcoSciences Precinct)

  • Peter J. Thorburn

    (CSIRO Agriculture and Food)

  • Bhakti Haldankar

    (University of Sydney)

Abstract

Complex mechanistic computer models often produce functional or multivariate output. Sensitivity analysis can be used to determine what input parameters are responsible for uncertainty in the output. Much of the literature around sensitivity analysis has focused on univariate output. Recent advances have been made in sensitivity analysis for multivariate output. However, these methods often depend on a significant number of model runs and may still be computationally intensive for practical purposes. Emulators have been a proven method for reducing the required number of model runs for univariate sensitivity analysis, with some recent development for multivariate computer models. We propose the use of generalized additive models and random forests combined with a principal component analysis for emulation for a multivariate sensitivity analysis. We demonstrate our method using a complex agricultural simulators. Supplementary materials accompanying this paper appear online.

Suggested Citation

  • Daniel W. Gladish & Ross Darnell & Peter J. Thorburn & Bhakti Haldankar, 2019. "Emulated Multivariate Global Sensitivity Analysis for Complex Computer Models Applied to Agricultural Simulators," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 24(1), pages 130-153, March.
    • Handle: RePEc:spr:jagbes:v:24:y:2019:i:1:d:10.1007_s13253-018-00346-y
    DOI: 10.1007/s13253-018-00346-y
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s13253-018-00346-y
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s13253-018-00346-y?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Garcia-Cabrejo, Oscar & Valocchi, Albert, 2014. "Global Sensitivity Analysis for multivariate output using Polynomial Chaos Expansion," Reliability Engineering and System Safety, Elsevier, vol. 126(C), pages 25-36.
    2. Storlie, Curtis B. & Swiler, Laura P. & Helton, Jon C. & Sallaberry, Cedric J., 2009. "Implementation and evaluation of nonparametric regression procedures for sensitivity analysis of computationally demanding models," Reliability Engineering and System Safety, Elsevier, vol. 94(11), pages 1735-1763.
    3. Campbell, Katherine & McKay, Michael D. & Williams, Brian J., 2006. "Sensitivity analysis when model outputs are functions," Reliability Engineering and System Safety, Elsevier, vol. 91(10), pages 1468-1472.
    4. W. B. Leeds & C. K. Wikle & J. Fiechter & J. Brown & R. F. Milliff, 2013. "Modeling 3‐D spatio‐temporal biogeochemical processes with a forest of 1‐D statistical emulators," Environmetrics, John Wiley & Sons, Ltd., vol. 24(1), pages 1-12, February.
    5. Mark Strong & Jeremy E. Oakley & Alan Brennan, 2014. "Estimating Multiparameter Partial Expected Value of Perfect Information from a Probabilistic Sensitivity Analysis Sample," Medical Decision Making, , vol. 34(3), pages 311-326, April.
    6. Marco Ratto, 2008. "Analysing DSGE Models with Global Sensitivity Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 31(2), pages 115-139, March.
    7. Probert, M. E. & Dimes, J. P. & Keating, B. A. & Dalal, R. C. & Strong, W. M., 1998. "APSIM's water and nitrogen modules and simulation of the dynamics of water and nitrogen in fallow systems," Agricultural Systems, Elsevier, vol. 56(1), pages 1-28, January.
    8. Storlie, Curtis B. & Helton, Jon C., 2008. "Multiple predictor smoothing methods for sensitivity analysis: Description of techniques," Reliability Engineering and System Safety, Elsevier, vol. 93(1), pages 28-54.
    9. Li, Luyi & Lu, Zhenzhou & Wu, Danqing, 2016. "A new kind of sensitivity index for multivariate output," Reliability Engineering and System Safety, Elsevier, vol. 147(C), pages 123-131.
    10. Sudret, Bruno, 2008. "Global sensitivity analysis using polynomial chaos expansions," Reliability Engineering and System Safety, Elsevier, vol. 93(7), pages 964-979.
    11. Zhao, Gang & Bryan, Brett A. & Song, Xiaodong, 2014. "Sensitivity and uncertainty analysis of the APSIM-wheat model: Interactions between cultivar, environmental, and management parameters," Ecological Modelling, Elsevier, vol. 279(C), pages 1-11.
    12. Daniel W. Gladish & Daniel E. Pagendam & Luk J. M. Peeters & Petra M. Kuhnert & Jai Vaze, 2018. "Emulation Engines: Choice and Quantification of Uncertainty for Complex Hydrological Models," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 23(1), pages 39-62, March.
    13. Lamboni, Matieyendou & Monod, Hervé & Makowski, David, 2011. "Multivariate sensitivity analysis to measure global contribution of input factors in dynamic models," Reliability Engineering and System Safety, Elsevier, vol. 96(4), pages 450-459.
    14. Jeremy E. Oakley & Anthony O'Hagan, 2004. "Probabilistic sensitivity analysis of complex models: a Bayesian approach," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(3), pages 751-769, August.
    15. Makowski, David & Naud, Cédric & Jeuffroy, Marie-Hélène & Barbottin, Aude & Monod, Hervé, 2006. "Global sensitivity analysis for calculating the contribution of genetic parameters to the variance of crop model prediction," Reliability Engineering and System Safety, Elsevier, vol. 91(10), pages 1142-1147.
    16. Higdon, Dave & Gattiker, James & Williams, Brian & Rightley, Maria, 2008. "Computer Model Calibration Using High-Dimensional Output," Journal of the American Statistical Association, American Statistical Association, vol. 103, pages 570-583, June.
    17. J. Q. Shi & B. Wang & R. Murray-Smith & D. M. Titterington, 2007. "Gaussian Process Functional Regression Modeling for Batch Data," Biometrics, The International Biometric Society, vol. 63(3), pages 714-723, September.
    18. Xiao, Sinan & Lu, Zhenzhou & Wang, Pan, 2018. "Multivariate global sensitivity analysis for dynamic models based on wavelet analysis," Reliability Engineering and System Safety, Elsevier, vol. 170(C), pages 20-30.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Chen, Xin & Molina-Cristóbal, Arturo & Guenov, Marin D. & Riaz, Atif, 2019. "Efficient method for variance-based sensitivity analysis," Reliability Engineering and System Safety, Elsevier, vol. 181(C), pages 97-115.
    2. Wei, Pengfei & Lu, Zhenzhou & Song, Jingwen, 2015. "Variable importance analysis: A comprehensive review," Reliability Engineering and System Safety, Elsevier, vol. 142(C), pages 399-432.
    3. Daniel W. Gladish & Daniel E. Pagendam & Luk J. M. Peeters & Petra M. Kuhnert & Jai Vaze, 2018. "Emulation Engines: Choice and Quantification of Uncertainty for Complex Hydrological Models," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 23(1), pages 39-62, March.
    4. Zhang, Kaichao & Lu, Zhenzhou & Cheng, Kai & Wang, Laijun & Guo, Yanling, 2020. "Global sensitivity analysis for multivariate output model and dynamic models," Reliability Engineering and System Safety, Elsevier, vol. 204(C).
    5. Sinan Xiao & Zhenzhou Lu & Pan Wang, 2018. "Multivariate Global Sensitivity Analysis Based on Distance Components Decomposition," Risk Analysis, John Wiley & Sons, vol. 38(12), pages 2703-2721, December.
    6. Nagel, Joseph B. & Rieckermann, Jörg & Sudret, Bruno, 2020. "Principal component analysis and sparse polynomial chaos expansions for global sensitivity analysis and model calibration: Application to urban drainage simulation," Reliability Engineering and System Safety, Elsevier, vol. 195(C).
    7. Garcia-Cabrejo, Oscar & Valocchi, Albert, 2014. "Global Sensitivity Analysis for multivariate output using Polynomial Chaos Expansion," Reliability Engineering and System Safety, Elsevier, vol. 126(C), pages 25-36.
    8. Matieyendou Lamboni, 2020. "Uncertainty quantification: a minimum variance unbiased (joint) estimator of the non-normalized Sobol’ indices," Statistical Papers, Springer, vol. 61(5), pages 1939-1970, October.
    9. Touzani, Samir & Busby, Daniel, 2013. "Smoothing spline analysis of variance approach for global sensitivity analysis of computer codes," Reliability Engineering and System Safety, Elsevier, vol. 112(C), pages 67-81.
    10. Matieyendou Lamboni, 2018. "Global sensitivity analysis: a generalized, unbiased and optimal estimator of total-effect variance," Statistical Papers, Springer, vol. 59(1), pages 361-386, March.
    11. Soha Saad & Florence Ossart & Jean Bigeon & Etienne Sourdille & Harold Gance, 2021. "Global Sensitivity Analysis Applied to Train Traffic Rescheduling: A Comparative Study," Energies, MDPI, vol. 14(19), pages 1-29, October.
    12. Jeremy Rohmer, 2014. "Dynamic sensitivity analysis of long-running landslide models through basis set expansion and meta-modelling," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 73(1), pages 5-22, August.
    13. Xiao, Sinan & Lu, Zhenzhou & Xu, Liyang, 2017. "Multivariate sensitivity analysis based on the direction of eigen space through principal component analysis," Reliability Engineering and System Safety, Elsevier, vol. 165(C), pages 1-10.
    14. Li, Min & Wang, Ruo-Qian & Jia, Gaofeng, 2020. "Efficient dimension reduction and surrogate-based sensitivity analysis for expensive models with high-dimensional outputs," Reliability Engineering and System Safety, Elsevier, vol. 195(C).
    15. Yicheng Zhou & Zhenzhou Lu & Yan Shi & Kai Cheng, 2019. "A vine copula–based method for analyzing the moment-independent importance measure of the multivariate output," Journal of Risk and Reliability, , vol. 233(3), pages 338-354, June.
    16. Liu, Fuchao & Wei, Pengfei & Tang, Chenghu & Wang, Pan & Yue, Zhufeng, 2019. "Global sensitivity analysis for multivariate outputs based on multiple response Gaussian process model," Reliability Engineering and System Safety, Elsevier, vol. 189(C), pages 287-298.
    17. Blatman, Géraud & Sudret, Bruno, 2010. "Efficient computation of global sensitivity indices using sparse polynomial chaos expansions," Reliability Engineering and System Safety, Elsevier, vol. 95(11), pages 1216-1229.
    18. Xiao, Sinan & Lu, Zhenzhou & Wang, Pan, 2018. "Multivariate global sensitivity analysis for dynamic models based on wavelet analysis," Reliability Engineering and System Safety, Elsevier, vol. 170(C), pages 20-30.
    19. Mirko Ginocchi & Ferdinanda Ponci & Antonello Monti, 2021. "Sensitivity Analysis and Power Systems: Can We Bridge the Gap? A Review and a Guide to Getting Started," Energies, MDPI, vol. 14(24), pages 1-59, December.
    20. Lamboni, Matieyendou, 2019. "Multivariate sensitivity analysis: Minimum variance unbiased estimators of the first-order and total-effect covariance matrices," Reliability Engineering and System Safety, Elsevier, vol. 187(C), pages 67-92.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:jagbes:v:24:y:2019:i:1:d:10.1007_s13253-018-00346-y. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.