sensitivty analysis

© All Rights Reserved

5 views

sensitivty analysis

© All Rights Reserved

- API 580 Closed Book Questions
- Homer Help Manual
- MSC.Nastran 2014 Design Sensitivity and Optimization User’s Guide.pdf
- 4.1. Uncertainty.pptx
- PMP Sample Questions Set 2
- MMP using ACE
- SPSS
- Monte Carlo Measurement Uncertainty
- 2013_19_4_279_292_Franklin
- MEPDG Birds Eye View
- IISGT-L03-DesignOfExperiments_Bio_32P.pptx
- MB0024+Statistics+for+Management
- hongen
- Decision Tree Problems
- Sensitivity Analysis of a Mixed Integer Linear Programming Model for Optimal Hydrothermal Energy Generation for Ghana
- Interpretation of the correlation coefficient - a basic review.pdf
- 00093554.pdf
- SMPS Testing Pcim97
- Factor Productivity
- 2012 - MAK336E - Project Study Layout

You are on page 1of 20

ANALYSIS

Presented by BHARGAV SEERAM, 121202079

DEFINITION

A technique used to determine how different values of an

variable under a given set of assumptions. This technique is

used within specific boundaries that will depend on one or

more input variables, such as the effect that changes in

interest rates will have on a bond's price.

the key prediction(s).

SENSITIVITY ANALYSIS ANYTIME YOU

Create A Model

Write A Set Of Requirements

Design A System

Make A Decision

Do A Tradeoff Study

Originate A Risk Analysis

Want To Discover The Cost Drivers

3

Uncertainty in various parameters used in Simulation Models

in model components.

SENSITIVITY ANALYSES

The genetics studies on the pea by Gregor Mendel, 1865.

The statistics studies on the Irish hops crops by Gosset

The problematic behavior is tried to be explained by system

structure.

this approach is more significant

6

SYSTEM OSCILLATION

System oscillation is the characteristic symptom of negative

goal-seeking action is delayed

SYSTEM OSCILLATION

SENSITIVITY ANALYSIS IN

LITERATURE

In the study conducted by Ford (1990), sensitivity of results are

strength of linear relationship between two variables after the

effects of other variables are removed

This method is named as screening

as models in physics or light simulators.

9

BEHAVIOR PATTERN

SENSITIVITY

Behavior measures are the subject matter of system dynamics

its structure.

vanishing birth rate.

10

BEHAVIOR SENSITIVITY

ANALYSIS METHODOLOGY

SEPARATE

DIFFERENT

BEHAVIOR

MODES

Define

CHOOSE THE

ANALYSIS

PARAMETERS

OF THE

MODEL

DETERMINE

PARAMETER

RANGES AND

DISTRIBUTION

MAKE

SENSITIVITY

SIMULATION

S

EXPLORE

POSSIBLE

BEHAVIORS

Are

there

any

Differen

t

Behavio

r Modes

Behavior

Measure For

Each

Different

Behavior

MAKE

REGRESSION

ANALYSIS

FOR EACH

Calculate

MODE

Behavior

Pattern

Measures for

Each

Behavior

11

SENSITIVITY ANALYSIS

METHODS

Correlation & Screening Method

In this method, correlation coefficients between the output and each

parameter are calculated and plotted against simulation time

Parameters that have high correlation with output variable are concluded

to be the high sensitivity ones

Regression Method

Another convenient method assuming linear relationship between

variables is regression.

In this method, an equation that minimizes the sum of squares of residual

terms is calculated by using ordinary least squares algorithm (Draper and

Smith, 1998).

When a nonlinear relationship is detected at the diagnosis of regression

12

SENSITIVITY ANALYSIS

METHODS (2)

Statistical Analysis (ANOVA) of Clusters in Scatter Plots

Another efficient way of dealing with nonlinearity between system output

and parameters is using statistical analysis of clusters in which output

variable y is plotted against each parameter xj and this plot is subject to

statistical analysis after it is divided into several clusters (Kleijnen and

Helton, 1999a).

This method is a more general way of one-variate sensitivity analysis

since it does not have the linearity assumption between dependent and

independent variables, i.e. this is a statistical model independent

method" (Saltelli et al., 2000).

The scatter plot for each parameter is subject to statistical analysis in

order to detect any non-random pattern.

13

MODEL

Figure: Stock Flow Structure of Simple Supply Line Model by Sterman (2000)

14

SENSITIVITY ANALYSIS OF A

BASIC OSCILLATION SUPPLY

CHAIN

MODEL

Supply chains are good examples of material delay formulations that

decision rules governing these flows

Interaction between negative feedback loops and the time lag may

yield oscillations

15

OSCILLATION OF SIMPLE SUPPLY LINE

MODEL

Oscillations are cyclic behavior patterns which are difficult to analyze with

amplitude slope.

troughs.

This pattern measure indicates how much the system oscillates under

certain circumstances.

16

SENSITIVITY ANALYSIS OF

OSCILLATION PERIOD

In this thesis, periods are estimated by autocorrelation function in BTSII

models.

time lag in supply line. Increasing values of this parameter yields longerperiod oscillatory systems.

17

18

19

REFERENCES

A methodology for statistical sensitivity analysis of system dynamics

(www.Ie.Boun.Edu.Tr/labs/sesdyn/publications/theses/ms_hekimoglu.Pdf)

20

- API 580 Closed Book QuestionsUploaded byRavindra S. Jivani
- Homer Help ManualUploaded byAnnisa Fadia Deliana
- MSC.Nastran 2014 Design Sensitivity and Optimization User’s Guide.pdfUploaded byFei
- 4.1. Uncertainty.pptxUploaded byanima1982
- PMP Sample Questions Set 2Uploaded byCornelius Fichtner, PMP, CSM
- MMP using ACEUploaded byMaqsood Iqbal
- SPSSUploaded byAmrita Dhasmana
- Monte Carlo Measurement UncertaintyUploaded bysweetpea555
- 2013_19_4_279_292_FranklinUploaded bySreenivasa Krishna Chaitanya
- MEPDG Birds Eye ViewUploaded byNarendra Goud
- IISGT-L03-DesignOfExperiments_Bio_32P.pptxUploaded byhufaye
- MB0024+Statistics+for+ManagementUploaded byanup
- hongenUploaded byInocencio Tiburcio
- Decision Tree ProblemsUploaded byMeraman Odedra
- Sensitivity Analysis of a Mixed Integer Linear Programming Model for Optimal Hydrothermal Energy Generation for GhanaUploaded byIJSTR Research Publication
- Interpretation of the correlation coefficient - a basic review.pdfUploaded byLam KC
- 00093554.pdfUploaded bymsmsoft90
- SMPS Testing Pcim97Uploaded byrockies123
- Factor ProductivityUploaded byanjanjen
- 2012 - MAK336E - Project Study LayoutUploaded bycakarenes
- Final ReportUploaded byred8blue8
- 105Uploaded byFlyNarutoFly27
- CH02_withFiguresUploaded bySomaya Timraz
- alrubayi-2016-ijca-912382Uploaded byHemang Patel
- P97-4-2011Uploaded byJeff Bybe
- 2011 Event DrivenDemandResponseUploaded byJAMESJANUSGENIUS5678
- Spss Last AsignmentUploaded byaminasaeed
- finalreportUploaded byapi-321015378
- Output yyUploaded byHira Damayanti
- 04 Correlation RegressionUploaded bymonuagar

- meaning-nature-scope-of-ir.pdfUploaded byHamad Tariq Awan
- Nation state system in IRUploaded bySohail Ahmed Soomro
- 5 the British Plan of the Partition of the Punjab in 1947Uploaded byMohammad Waqas Saram
- Nation StateUploaded byShabnam
- 2-Introduction Foundation EnggUploaded bySohail Ahmed Soomro
- AnalogiesUploaded byMD Matos
- 2-INTRODUCTION Foundation ENGG.pdfUploaded bySohail Ahmed Soomro
- Internship ReportUploaded bykhawaja Zubair Ahmad

- FffUploaded byMaria Cârlan
- Question BankUploaded byAvinash Chauhan
- Intro 2 NetlabUploaded byBhaumik Bhuva
- Ricardo Vargas Pmbok FlowChart ColorUploaded byHany Zayed
- 5 REACTIVE-PLANNING METHODSUploaded byashish.bms9
- Black Box Testing DocumentUploaded bySimran Radheshyam Soni
- Process Improvement Methodology OverviewUploaded byVrn Sitaram
- A New Back-propagation Neural Network optimized with Cuckoo Search Algorithm[ver 1].pdfUploaded byAnonymous 80NFKS1IH
- Module 5 SlidesUploaded byEdda Castillo
- IBM RUP PrototypeUploaded byJúlio César Lopes Caldas
- Case 9 1Uploaded bytruongngv
- BPMN TutorialUploaded byfbxurumela
- Project Manager 101 Guide for Automation_paperUploaded byMatias Romero
- Scheduled Sampling for Sequence Prediction With Recurrent Neural NetworksUploaded byShantanu Sharma
- Software Quality EngineeringUploaded byArushi Agarwal
- GUIDELINES FOR DRAWING A FLOW CHARTUploaded byMaedenne Jamne
- Reliability and Maintainability Program Plan TemplateUploaded byzhangjie
- 6Uploaded byKaren Villafuerte
- 9A05502 Software EngineeringUploaded bysivabharathamurthy
- Lecture 1Uploaded byZahraa AlQallaf
- Foundation Level Learning ObjectivesUploaded byRoshni Biju
- Linear and Digital Control SystemsUploaded byTashi Dendup
- system & chaos theoryUploaded byCommunication Management UI
- Rr311201 Software EngineeringUploaded bySrinivasa Rao G
- BIM 3D,4D, 5D, 6D 7DUploaded bySakthi.p
- MPC_BookUploaded byNilay Saraf
- HAZOP (Hazard and Operability) Study_ a Brief Introduction – What is PipingUploaded bys_baishya
- LQR Tuning of Power System Stabilizer for Damping OscillationsUploaded by●●●●●●●1
- gfhjUploaded bynitinpandhi
- Software Testing, Software Quality AssuranceUploaded bySeun -nuga Daniel