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- Fourier_amplitude_sensitivity_testing abstract "Fourier amplitude sensitivity testing (FAST) is a variance-based global sensitivity analysis method. The sensitivity value is defined based on conditional variances which indicate the individual or joint effects of the uncertain inputs on the output.FAST first represents conditional variances via coefficients from the multiple Fourier series expansion of the output function. Then the ergodic theorem is applied to transform the multi-dimensional integral to a one-dimensional integral in evaluation of the Fourier coefficients. A set of incommensurate frequencies is required to perform the transform and most frequencies are irrational. To facilitate computation a set of integer frequencies is selected instead of the irrational frequencies. The integer frequencies are not strictly incommensurate, resulting in an error between the multi-dimensional integral and the transformed one-dimensional integral. However, the integer frequencies can be selected to be incommensurate to any order so that the error can be controlled meeting any precision requirement in theory. Using integer frequencies in the integral transform, the resulted function in the one-dimensional integral is periodic and the integral only needs to evaluate in a single period. Next, since the continuous integral function can be recovered from a set of finite sampling points if the Nyquist–Shannon sampling theorem is satisfied, the one-dimensional integral is evaluated from the summation of function values at the generated sampling points.FAST is more efficient to calculate sensitivities than other variance-based global sensitivity analysis methods via Monte Carlo integration. However the calculation by FAST is usually limited to sensitivities referring to “main effect” or “total effect”.".
- Fourier_amplitude_sensitivity_testing wikiPageID "28304158".
- Fourier_amplitude_sensitivity_testing wikiPageLength "15722".
- Fourier_amplitude_sensitivity_testing wikiPageOutDegree "11".
- Fourier_amplitude_sensitivity_testing wikiPageRevisionID "598690842".
- Fourier_amplitude_sensitivity_testing wikiPageWikiLink Analysis_of_variance.
- Fourier_amplitude_sensitivity_testing wikiPageWikiLink Category:Fourier_series.
- Fourier_amplitude_sensitivity_testing wikiPageWikiLink Category:Sensitivity_analysis.
- Fourier_amplitude_sensitivity_testing wikiPageWikiLink Conditional_variance.
- Fourier_amplitude_sensitivity_testing wikiPageWikiLink Ergodic_theory.
- Fourier_amplitude_sensitivity_testing wikiPageWikiLink Fortran.
- Fourier_amplitude_sensitivity_testing wikiPageWikiLink Fourier_series.
- Fourier_amplitude_sensitivity_testing wikiPageWikiLink Monte_Carlo_integration.
- Fourier_amplitude_sensitivity_testing wikiPageWikiLink Monte_Carlo_method.
- Fourier_amplitude_sensitivity_testing wikiPageWikiLink Nyquist–Shannon_sampling_theorem.
- Fourier_amplitude_sensitivity_testing wikiPageWikiLink Sensitivity_analysis.
- Fourier_amplitude_sensitivity_testing wikiPageWikiLinkText "Fourier amplitude sensitivity testing".
- Fourier_amplitude_sensitivity_testing wikiPageUsesTemplate Template:Main.
- Fourier_amplitude_sensitivity_testing subject Category:Fourier_series.
- Fourier_amplitude_sensitivity_testing subject Category:Sensitivity_analysis.
- Fourier_amplitude_sensitivity_testing hypernym Method.
- Fourier_amplitude_sensitivity_testing type Software.
- Fourier_amplitude_sensitivity_testing type Redirect.
- Fourier_amplitude_sensitivity_testing comment "Fourier amplitude sensitivity testing (FAST) is a variance-based global sensitivity analysis method. The sensitivity value is defined based on conditional variances which indicate the individual or joint effects of the uncertain inputs on the output.FAST first represents conditional variances via coefficients from the multiple Fourier series expansion of the output function.".
- Fourier_amplitude_sensitivity_testing label "Fourier amplitude sensitivity testing".
- Fourier_amplitude_sensitivity_testing sameAs Q5475788.
- Fourier_amplitude_sensitivity_testing sameAs m.0cn__39.
- Fourier_amplitude_sensitivity_testing sameAs Q5475788.
- Fourier_amplitude_sensitivity_testing wasDerivedFrom Fourier_amplitude_sensitivity_testing?oldid=598690842.
- Fourier_amplitude_sensitivity_testing isPrimaryTopicOf Fourier_amplitude_sensitivity_testing.