TY - JOUR
T1 - A new kind of regional importance measure of the input variable and its state dependent parameter solution
AU - Li, Luyi
AU - Lu, Zhenzhou
AU - Hu, Jixiang
PY - 2014/8
Y1 - 2014/8
N2 - To further analyze the effect of different regions within input variable on the variance and mean of the model output, two new regional importance measures (RIMs) are proposed, which are the "contribution to variance of conditional mean (CVCM)" and the "contribution to mean of conditional mean (CMCM)". The properties of the two RIMs are analyzed and their relationships with the existing contribution to sample variance (CSV) and contribution to sample mean (CSM) are derived. Based on their characteristics, the highly efficient state dependent parameter (SDP) method is introduced to estimate them. By virtue of the advantages of the SDP-based method, the same set of sample points utilized for solving CSM and CSV is enough to estimate CVCM and CMCM. Several examples demonstrate that CVCM can provide further information on the existing CSV, which can effectively instruct the engineer on how to achieve a targeted reduction of the main effect of each input variable. CMCM can act as effectively as the CSM, but the convergence and stability for estimating CMCM by numerical simulation is better than those for estimating CSM. Besides, the efficiency and accuracy of the SDP-based method are also testified by the examples.
AB - To further analyze the effect of different regions within input variable on the variance and mean of the model output, two new regional importance measures (RIMs) are proposed, which are the "contribution to variance of conditional mean (CVCM)" and the "contribution to mean of conditional mean (CMCM)". The properties of the two RIMs are analyzed and their relationships with the existing contribution to sample variance (CSV) and contribution to sample mean (CSM) are derived. Based on their characteristics, the highly efficient state dependent parameter (SDP) method is introduced to estimate them. By virtue of the advantages of the SDP-based method, the same set of sample points utilized for solving CSM and CSV is enough to estimate CVCM and CMCM. Several examples demonstrate that CVCM can provide further information on the existing CSV, which can effectively instruct the engineer on how to achieve a targeted reduction of the main effect of each input variable. CMCM can act as effectively as the CSM, but the convergence and stability for estimating CMCM by numerical simulation is better than those for estimating CSM. Besides, the efficiency and accuracy of the SDP-based method are also testified by the examples.
KW - First order variance
KW - Input variable
KW - Main effect
KW - Regional importance
KW - State dependent parameter method
KW - Variance decomposition
UR - http://www.scopus.com/inward/record.url?scp=84899680995&partnerID=8YFLogxK
U2 - 10.1016/j.ress.2014.03.008
DO - 10.1016/j.ress.2014.03.008
M3 - 文章
AN - SCOPUS:84899680995
SN - 0951-8320
VL - 128
SP - 1
EP - 16
JO - Reliability Engineering and System Safety
JF - Reliability Engineering and System Safety
ER -