Sensitivity and Uncertainty Analyses in Performability modelling

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

Research output: Other contributionOther research output

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 languageEnglish
PublisherInstitute of Electrical and Electronics Engineers ( IEEE )
Number of pages10
Place of PublicationHouston
ISBN (Print)1060-9857
DOIs
Publication statusPublished - 17 Oct 1992
Externally publishedYes

Fingerprint

uncertainty analysis
modeling
sensitivity analysis
simulation
parameter

Keywords

  • IR-18957
  • METIS-119479

Cite this

Haverkort, B. R. H. M., & Meeuwissen, A. M. H. (1992, Oct 17). Sensitivity and Uncertainty Analyses in Performability modelling. Houston: Institute of Electrical and Electronics Engineers ( IEEE ). https://doi.org/10.1109/RELDIS.1992.235138
Haverkort, Boudewijn R.H.M. ; Meeuwissen, Adrianus M.H. / Sensitivity and Uncertainty Analyses in Performability modelling. 1992. Houston : Institute of Electrical and Electronics Engineers ( IEEE ). 10 p.
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Haverkort, BRHM & Meeuwissen, AMH 1992, Sensitivity and Uncertainty Analyses in Performability modelling. Institute of Electrical and Electronics Engineers ( IEEE ), Houston. https://doi.org/10.1109/RELDIS.1992.235138

Sensitivity and Uncertainty Analyses in Performability modelling. / Haverkort, Boudewijn R.H.M.; Meeuwissen, Adrianus M.H.

10 p. Houston : Institute of Electrical and Electronics Engineers ( IEEE ). 1992, .

Research output: Other contributionOther research output

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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

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