Morris method

Подпись: d, (x) Подпись: [ y ( x,.. .Xj_ і, Xj + A, Xj+1,..., xk ) - y (x)] A Подпись: (1)

This method is qualitative and only ranks parameters by its importance which means influence on the target function [2]. However, it also allows to determine whether the parameters have linear or non­linear effects on the target function or if they are involved in interactions with other parameters. The Morris method is based on the so-called elementary effects, defined for the ith parameter as follows:

The elementary effects dt(xm) are calculated at different parameter configurations xm, m = 1,…,M and then the distribution F of the elementary effects d; or the distribution G; of their absolute values is examined. The most informative sensitivity measures are the mean ц of the distribution G; and the standard deviation a of the distribution F. The mean ц is used to detect overall influence of the ith parameter on the target function y. The deviation a is used to detect the parameters involved in interaction with other parameters or those, whose influence on y is non-linear.

Updated: July 15, 2015 — 12:40 pm