Parameter Screening in Statistical Dynamic Computer Model Calibration Using Global Sensitivities

2012 ◽  
Vol 134 (8) ◽  
Author(s):  
Dorin Drignei ◽  
Zissimos P. Mourelatos

Computer, or simulation, models are ubiquitous in science and engineering. Two research topics in building computer models, generally treated separately, are sensitivity analysis and computer model calibration. In sensitivity analysis, one quantifies the effect of each input factor on outputs, whereas in calibration, one finds the values of input factors that provide the best match to a set of test data. In this article, we show a connection between these two seemingly separate concepts for problems with transient signals. We use global sensitivity analysis for computer models with transient signals to screen out inactive input factors, thus making the calibration algorithm numerically more stable. We show that the computer model does not vary with respect to parameters having zero total sensitivity indices, indicating that such parameters are impossible to calibrate and must be screened out. Because the computer model can be computationally intensive, we construct a fast statistical surrogate of the computer model which is used for both sensitivity analysis and computer model calibration. We illustrate our approach with both a simple example and an automotive application involving a road load data acquisition (RLDA) computer model.

Author(s):  
Dorin Drignei ◽  
Zissimos P. Mourelatos ◽  
Ramesh Rebba

Sensitivity analysis and computer model calibration are generally treated as two separate topics. In sensitivity analysis one quantifies the effect of each input factor on outputs, whereas in calibration one finds the values of input factors that provide the best match to a set of field data. In this paper we show a connection between these two seemingly separate concepts, and illustrate it with an automotive industry application involving a Road Load Acquisition Data (RLDA) computer model. We use global sensitivity analysis for computer models with transient responses to screen out inactive input parameters and make the calibration algorithm numerically more stable. Because the computer model can be computationally intensive, we construct a fast statistical surrogate for the computer model with transient responses. This fast surrogate is used for both sensitivity analysis and RLDA computer model calibration.


Author(s):  
Dorin Drignei ◽  
Zissimos Mourelatos ◽  
Zhen Hu

This paper addresses the sensitivity analysis of time-dependent computer models. Often, in practice, we partition the inputs into a subset of inputs relevant to the application studied, and a complement subset of nuisance inputs that are not of interest. We propose sensitivity measures for the relevant inputs of such dynamic computer models. The subset of nuisance inputs is used to create replication-type information to help quantify the uncertainty of sensitivity measures (or indices) for the relevant inputs. The method is first demonstrated on an analytical example. Then we use the proposed method in an application about the safety of restraint systems in light tactical vehicles. The method indicates that chest deflection curves are more sensitive to the addition of pretensioners and load limiters than to the type of seatbelt.


2020 ◽  
Author(s):  
Monica Riva ◽  
Aronne Dell'Oca ◽  
Alberto Guadagnini

<p>Modern models of environmental and industrial systems have reached a relatively high level of complexity. The latter aspect could hamper an unambiguous understanding of the functioning of a model, i.e., how it drives relationships and dependencies among inputs and outputs of interest. Sensitivity Analysis tools can be employed to examine this issue.</p><p>Global sensitivity analysis (GSA) approaches rest on the evaluation of sensitivity across the entire support within which system model parameters are supposed to vary. In this broad context, it is important to note that the definition of a sensitivity metric must be linked to the nature of the question(s) the GSA is meant to address. These include, for example: (i) which are the most important model parameters with respect to given model output(s)?; (ii) could we set some parameter(s) (thus assisting model calibration) at prescribed value(s) without significantly affecting model results?; (iii) at which space/time locations can one expect the highest sensitivity of model output(s) to model parameters and/or knowledge of which parameter(s) could be most beneficial for model calibration?</p><p>The variance-based Sobol’ Indices (e.g., Sobol, 2001) represent one of the most widespread GSA metrics, quantifying the average reduction in the variance of a model output stemming from knowledge of the input. Amongst other techniques, Dell’Oca et al. [2017] proposed a moment-based GSA approach which enables one to quantify the influence of uncertain model parameters on the (statistical) moments of a target model output.</p><p>Here, we embed in these sensitivity indices the effect of uncertainties both in the system model conceptualization and in the ensuing model(s) parameters. The study is grounded on the observation that physical processes and natural systems within which they take place are complex, rendering target state variables amenable to multiple interpretations and mathematical descriptions. As such, predictions and uncertainty analyses based on a single model formulation can result in statistical bias and possible misrepresentation of the total uncertainty, thus justifying the assessment of multiple model system conceptualizations. We then introduce copula-based sensitivity metrics which allow characterizing the global (with respect to the input) value of the sensitivity and the degree of variability (across the whole range of the input values) of the sensitivity for each value that the prescribed model output can possibly undertake, as driven by a governing model. In this sense, such an approach to sensitivity is global with respect to model input(s) and local with respect to model output, thus enabling one to discriminate the relevance of an input across the entire range of values of the modeling goal of interest. The methodology is demonstrated in the context of flow and reactive transport scenarios.</p><p> </p><p><strong>References</strong></p><p>Sobol, I. M., 2001. Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates. Math. Comput. Sim., 55, 271-280.</p><p>Dell’Oca, A., Riva, M., Guadagnini, A., 2017. Moment-based metrics for global sensitivity analysis of hydrological systems. Hydr. Earth Syst. Sci., 21, 6219-6234.</p>


Author(s):  
Mahmoud Awad ◽  
Agus Sudjianto ◽  
Nanua Singh

With the advent of highly complex engineering simulation models that describe the relationship between input variables and output response, the need for an efficient and effective sensitivity analysis is more demanding. In this article, a generalized approach that can provide efficient as well as accurate global sensitivity indices is developed. The approach consists of two steps: running an orthogonal array based experiment using moment-matched levels of the input variables and followed by a variance contribution analysis. The benefits of the approach are demonstrated through three different examples.


2020 ◽  
Vol 38 (6A) ◽  
pp. 896-909
Author(s):  
Thair S. Khayyun ◽  
Imzahim A. Alwan ◽  
Ali M. Hayder

In this study, the watershed’s runoff of Derbendi-Khan dam reservoir within the upper part of Diyala River reach the northeast of Iraq was modeled by Soil Water Assessment Tool (SWAT). The model calibration and validation were based on monthly measured inflow to the dam reservoir. They extended for a period between 1979 and 2008 with a warm-up period of two years, twenty-year for calibration, and eight-year for validation. Sequential Uncertainty Fitting version 2 (SUFI2) automatic calibration algorithm method used for model calibration and sensitivity analysis. Results demonstrate that the model performance for the studied watershed which is evaluated, with many statistical criteria, was very good. The sensitivity analysis pointed parameters (CH_K2, CN2 ALPHA_BF, SFTMP, SOL_AWC, and CH_N2) are the most useful parameters on runoff calibration for the studied watershed. Moreover, it was found that the average annual areal snowmelt ratio to the average annual areal precipitation during the simulation period is approximately 24%. 


2020 ◽  
Author(s):  
Haifan Liu ◽  
Heng Dai ◽  
Jie Niu ◽  
Bill X. Hu ◽  
Han Qiu ◽  
...  

Abstract. Sensitivity analysis is an effective tool for identifying important uncertainty sources and improving model calibration and predictions, especially for integrated systems with heterogeneous parameter inputs and complex process coevolution. In this work, an advanced hierarchical global sensitivity analysis framework, which integrates the concept of variance-based global sensitivity analysis with a hierarchical uncertainty framework, was implemented to quantitatively analyse several uncertainties associated with a three-dimensional, process-based hydrologic model (PAWS). The uncertainty sources considered include model parameters (three vadose zone parameters, two groundwater parameters, and one overland flow parameter), model structure (different thicknesses to represent unconfined and confined aquifer layers) and climate scenarios. We apply the approach to an ~ 9,000 km2 Amazon catchment modeled at 1 km resolution to provide a demonstration of multiple uncertainty source quantification using a large-scale process-based hydrologic model. The sensitivity indices are assessed based on two important hydrologic outputs: evapotranspiration (ET) and groundwater contribution to streamflow (QG). It was found that, in general, parameters, especially the vadose zone parameters, are the most important uncertainty contributors for all sensitivity indices. In addition, the influence of climate scenarios on ET predictions is also nonignorable. Furthermore, the thickness of the aquifers along the river grid cells is important for both ET and QG. These results can assist in model calibration and provide modelers with a better understanding of the general sources of uncertainty in predictions associated with complex hydrological systems in Amazonia. We demonstrated a pilot example of comprehensive global sensitivity analysis of large-scale, complex hydrological and environmental models in this study. The hierarchical sensitivity analysis methodology used is mathematically rigorous and capable of being implemented in a variety of large-scale hydrological models with various sources of uncertainty.


2012 ◽  
Vol 12 (6) ◽  
pp. 2003-2018 ◽  
Author(s):  
A. Sarri ◽  
S. Guillas ◽  
F. Dias

Abstract. Due to the catastrophic consequences of tsunamis, early warnings need to be issued quickly in order to mitigate the hazard. Additionally, there is a need to represent the uncertainty in the predictions of tsunami characteristics corresponding to the uncertain trigger features (e.g. either position, shape and speed of a landslide, or sea floor deformation associated with an earthquake). Unfortunately, computer models are expensive to run. This leads to significant delays in predictions and makes the uncertainty quantification impractical. Statistical emulators run almost instantaneously and may represent well the outputs of the computer model. In this paper, we use the outer product emulator to build a fast statistical surrogate of a landslide-generated tsunami computer model. This Bayesian framework enables us to build the emulator by combining prior knowledge of the computer model properties with a few carefully chosen model evaluations. The good performance of the emulator is validated using the leave-one-out method.


2014 ◽  
Vol 7 (3) ◽  
pp. 3867-3888 ◽  
Author(s):  
M. Liu ◽  
B. He ◽  
A. Lü ◽  
L. Zhou ◽  
J. Wu

Abstract. Parameters sensitivity analysis is a crucial step in effective model calibration. It quantitatively apportions the variation of model output to different sources of variation, and identifies how "sensitive" a model is to changes in the values of model parameters. Through calibration of parameters that are sensitive to model outputs, parameter estimation becomes more efficient. Due to uncertainties associated with yield estimates in a regional assessment, field-based models that perform well at field scale are not accurate enough to model at regional scale. Conducting parameters sensitivity analysis at the regional scale and analyzing the differences of parameter sensitivity between stations would make model calibration and validation in different sub-regions more efficient. Further, it would benefit the model applied to the regional scale. Through simulating 2000 × 22 samples for 10 stations in the Huanghuaihai Plain, this study discovered that TB (Optimal temperature), HI (Normal harvest index), WA (Potential radiation use efficiency), BN2 (Normal fraction of N in crop biomass at mid-season) and RWPC1 (Fraction of root weight at emergency) are more sensitive than other parameters. Parameters that determine nutrition supplement and LAI development have higher global sensitivity indices than first-order indices. For spatial application, soil diversity is crucial because soil is responsible for crop parameters sensitivity index differences between sites.


1997 ◽  
Vol 36 (04/05) ◽  
pp. 237-240
Author(s):  
P. Hammer ◽  
D. Litvack ◽  
J. P. Saul

Abstract:A computer model of cardiovascular control has been developed based on the response characteristics of cardiovascular control components derived from experiments in animals and humans. Results from the model were compared to those obtained experimentally in humans, and the similarities and differences were used to identify both the strengths and inadequacies of the concepts used to form the model. Findings were confirmatory of some concepts but contrary to some which are firmly held in the literature, indicating that understanding the complexity of cardiovascular control probably requires a combination of experiments and computer models which integrate multiple systems and allow for determination of sufficiency and necessity.


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