Sensitivity and Uncertainty Analyses in Performability modelling

Boudewijn R.H.M. Haverkort; Adrianus M.H. Meeuwissen

doi:10.1109/RELDIS.1992.235138

Sensitivity and Uncertainty Analyses in Performability modelling

Boudewijn R.H.M. Haverkort, Adrianus M.H. Meeuwissen

Research output: Other contribution

5 Citations (Scopus)

Abstract

The authors present an exact Taylor series model of steady state performability measures and discuss the validity region of this approximation. They also describe an uncertainty analysis approach based on Monte Carlo simulation, apply both approaches to a performability mode, and discuss their relative merits. They vary the dependencies between model parameters and discuss their influence. For the case studies done, the sensitivity analysis overestimated the mean performability and underestimated its variance

Original language	English
Publisher	Institute of Electrical and Electronics Engineers ( IEEE )
Number of pages	10
Place of Publication	Houston
ISBN (Print)	1060-9857
DOIs	https://doi.org/10.1109/RELDIS.1992.235138
Publication status	Published - 17 Oct 1992
Externally published	Yes

Keywords

IR-18957
METIS-119479

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10.1109/RELDIS.1992.235138

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title = "Sensitivity and Uncertainty Analyses in Performability modelling",

abstract = "The authors present an exact Taylor series model of steady state performability measures and discuss the validity region of this approximation. They also describe an uncertainty analysis approach based on Monte Carlo simulation, apply both approaches to a performability mode, and discuss their relative merits. They vary the dependencies between model parameters and discuss their influence. For the case studies done, the sensitivity analysis overestimated the mean performability and underestimated its variance",

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author = "Haverkort, {Boudewijn R.H.M.} and Meeuwissen, {Adrianus M.H.}",

year = "1992",

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language = "English",

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publisher = "Institute of Electrical and Electronics Engineers ( IEEE )",

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AU - Haverkort, Boudewijn R.H.M.

AU - Meeuwissen, Adrianus M.H.

PY - 1992/10/17

Y1 - 1992/10/17

N2 - The authors present an exact Taylor series model of steady state performability measures and discuss the validity region of this approximation. They also describe an uncertainty analysis approach based on Monte Carlo simulation, apply both approaches to a performability mode, and discuss their relative merits. They vary the dependencies between model parameters and discuss their influence. For the case studies done, the sensitivity analysis overestimated the mean performability and underestimated its variance

AB - The authors present an exact Taylor series model of steady state performability measures and discuss the validity region of this approximation. They also describe an uncertainty analysis approach based on Monte Carlo simulation, apply both approaches to a performability mode, and discuss their relative merits. They vary the dependencies between model parameters and discuss their influence. For the case studies done, the sensitivity analysis overestimated the mean performability and underestimated its variance

KW - IR-18957

KW - METIS-119479

U2 - 10.1109/RELDIS.1992.235138

DO - 10.1109/RELDIS.1992.235138

M3 - Other contribution

SN - 1060-9857

PB - Institute of Electrical and Electronics Engineers ( IEEE )

CY - Houston

ER -

Sensitivity and Uncertainty Analyses in Performability modelling

Abstract

Keywords

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