 A comparison between Sobol’s indices and Shapley’s effect for global sensitivity analysis of systems with independent input variablesBruno Vuillod, Marco Montemurro, Enrico Panettieri and Ludovic Hallo Reliability Engineering and System Safety, 2023, vol. 234, issue C Abstract: The model-based system engineering approach consists of assembling subsystems together to model a complete system. In this context, some functional blocks can have a considerable influence on the overall behaviour of the system. A preliminary identification of the influence of the subsystems on the output responses can help reducing the complexity of the overall system, with a negligible impact on the overall accuracy. Therefore, pertinent indicators must be introduced to achieve this goal. To this purpose, in this work, some well-established methods and algorithms for global sensitivity analysis (GSA) of linear and non-linear systems with independent input variables, i.e., approaches based on Sobol’s indices (different algorithms are considered), and Shapley’s effect, are compared on both benchmark functions and real-world engineering problems. Keywords: Global Sensitivity Analysis; Sobol’s index; Shapley’s effect; FAST method; Modelica; Non-linear system (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:234:y:2023:i:c:s0951832023000923 DOI: 10.1016/j.ress.2023.109177 Access Statistics for this article Reliability Engineering and System Safety is currently edited by Carlos Guedes Soares More articles in Reliability Engineering and System Safety from Elsevier |
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