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Latin Hypercube Sampling for uncertainty analysis

Latin Hypercube Sampling for uncertainty analysis

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Published by Iis Yulia
Journal of Theoretical and Computational Studies - Latin Hypercube Sampling for uncertainty analysis
Journal of Theoretical and Computational Studies - Latin Hypercube Sampling for uncertainty analysis

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Published by: Iis Yulia on Jan 28, 2010
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07/02/2013

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Volume 8 Number 0408 ISSN 1979-3898
Journal of 
Theoretical and ComputationalStudies
Latin Hypercube Sampling for uncertainty analysis
N. A. Wahanani, A. Purwaningsih, T. Setiadipura 
J. Theor. Comput. Stud.
8
(2009) 0408Received: July 7
th
, 2009; Accepted for publication: August 30
th
, 2009
Published by 
Indonesian Theoretical Physicist Group Indonesian Computational Society
http://situs.opi.lipi.go.id/gfti/ http://situs.opi.lipi.go.id/mki/
 
Journal of Theoretical and Computational Studies
Journal devoted to theoretical study, computational science and its cross-disciplinary studie
URL :
http://situs.jurnal.lipi.go.id/jtcs/
Editors
A. Purwanto (ITS) J.M. Tuwankotta (ITB)A. S. Nugroho (BPPT) L.T. Handoko (LIPI)A. Sopaheluwakan (LabMath) M. Nurhuda (UNIBRAW)A. Sulaksono (UI) M. Sadly (BPPT)B. E. Gunara (ITB) M. Satriawan (UGM)B. Tambunan (BPPT) P. Nurwantoro (UGM)F.P. Zen (ITB) P. W. Premadi (ITB)H. Alatas (IPB) R.K. Lestari (ITB)I.A. Dharmawan (UNPAD) T. Mart (UI)I. Fachrudin (UI) Y. Susilowati (LIPI)Z. Su’ud (ITB)
Honorary Editors
B.S. Brotosiswojo (ITB) M.O. Tjia (ITB)M. Barmawi (ITB) P. Anggraita (BATAN)M.S. Ardisasmita (BATAN) T.H. Liong (ITB)
Guest Editors
H. Zainuddin (UPM) K. Yamamoto (Hiroshima)T. Morozumi (Hiroshima)
Coverage area
1.
Theoretical study 
: employing mathematical models and abstractions of a particular field in an attempt to explain known orpredicted phenomenon. E.g. : theoretical physics, mathematical physics, biomatter modeling, etc.2.
Computational science 
: constructing mathematical models, numerical solution techniques and using computers to analyzeand solve natural science, social science and engineering problems. E.g. : numerical simulations, model fitting and dataanalysis, optimization, etc.3.
Cross-disciplinary studies
: inter-disciplinary studies between theoretical study and computational science, including thedevelopment of computing tools and apparatus. E.g. : macro development of Matlab, paralel processing, grid infrastructure,etc.
Types of paper
1.
Regular 
: an article contains an original work.2.
Comment
: an article responding to another one which has been published before.3.
Review 
: an article which is a compilation of recent knowledges in a particular topic. This type of article is only by invitation.4.
Proceedings
: an article which has been presented in a scientific meeting.
Paper Submission
The submitted paper should be written in English using the L
A
TEX template provided in the web. All communication thereaftershould be done only through the online submission page of each paper.
Referees
All submitted papers are subject to a refereeing process by an appropriate referee. The editor has an absolute right to make thefinal decision on the paper.
Reprints
Electronic reprints including covers for each article and content pages of the volume are available from the journal site for free.
Indonesian Theoretical Physicist Group Indonesian Computational Society
Secretariat Office :
c/o Group for Theoretical and Computational Physics, Research Center for Physics -LIPI, Kompleks Puspiptek Serpong, Tangerang 15310, Indonesia
http://situs.opi.lipi.go.id/gfti/ http://situs.opi.lipi.go.id/mki/
c
2009 GFTI & MKI
ISSN 1979-3898
 
J. Theor. Comput. Stud. Volume
8
(2009) 0408
Latin Hypercube Sampling for uncertainty analysis
N. A. Wahanani, A. Purwaningsih and T. Setiadipura
Pusat Pengembangan Informatika Nuklir BATAN, Kawasan Puspiptek Serpong Gedung 71 (lt. 1), Tangerang 15314, Indonesia 
Abstract :
The assessment and presentation of the effects of uncertainty are now widely recognized as importantparts of anlysis for complex system. Thus, uncertainty analysis is an important tools for a wide area of application, fromthe nuclear reactor waste analysis to economic calculation. Sampling-based method is one of the powerful method forthe uncertainty analysis. There are several steps needed to run an uncertainty analysis,(i) construction of distribution tocharacterize subjective uncertainty, (ii) sampling procedures, (iii) propagation of uncertainty through model, (iv) displayof uncertainty in model prediction. In this paper, development of the Latin Hypercube Sampling (LHS) module at PPIN-BATAN as the sampling procedure in the uncertainty analysis is reported. The LHS module is able to demonstrate thestability of the LHS method in estimating the cumulative density function. This development is a platform for furtheradvance sampling analysis method, and a step to build an in-house complete tool of uncertainty analysis. Review of theLHS method and its superior to standard random sampling and importance sampling is also discussed.
Keywords :
sampling-based uncertainty analysis, Latin Hypercube Sampling
E-mail :
sintaadi@batan.go.id
Received: July 7
th
, 2009; Accepted for publication: August 30
th
, 2009
1 INTRODUCTION
The assessment and presentation of the effects of uncertainty are now widely recognized as importantparts of anlysis for complex system1. Thus, uncer-tainty analysis is an important tools for a wide areaof application, from the nuclear reactor waste analysisto economic calculation.Specifically, uncertainty analysis refers to the de-termination of the uncertainty in analysis results thatderives from uncertainty in analysis inputs, slightliydifferent from sensitivity analysis which is refers tothe determination of the contributions of individualuncertain inputs to the uncertainty in analysis results.The uncertainty under consideration here is often ref-fered to as epistemic uncertainty which derives from alack of knowledge about the appropriate value to usefor a quantity that is assumed to hace a fixed value inthe context of a particular analysis.This uncertainty, in the conceptual and computa-tional organization of an analysis, is generally consid-ered to be distinct from aleatory uncertainty whicharises from an inherent randomness in the behaviourof the system under study.[2]The underlying idea is that analysis results y(x) =[y1(x), y2(x), ., ynY(x)] are functions of uncertainanalysis inputs x = [x1, x2, ., xnX]. In turn, uncer-tainty in x results in a corresponding uncertainty iny(x). This leads to two questions: (i) What is theuncertainty in y(x) given the uncertainty in x, and(ii) How important are the individual elements of xwith respect to the uncertainty in y(x) The goal of uncertainty analysis is to answer the first question,and the goal of sensitivity analysis is to answer thesecond questions.In practice, the implementation of an uncertaintyanalysis and the implementation of a sensitivity anal-ysis are very closely connected on both a conceptualand a computational level.[3] The illustration of theabove problem is depicted in Fig. 1.There are several steps for the sampling-based un-certainty analysis, as will be mentioned in the nextsection, this paper focus on the sampling phase. Theobjective of the research is to develop a sampling mod-ule using latin hypercube method as part of the un-certainty analysis tools, and to demonstrate the sta-bility of the latin hypercube sampling estimate com-pare to standard random sampling. This developmentis a platform for further advance sampling analysismethod, and a step to build an in-house complete toolof uncertainty analysis. Review of the LHS methodand its superior to standard random sampling and im-c
2009 GFTI & MKI
0408-1

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