Probabilistic sensitivity analysis of system availability using Gaussian processes

Alireza Daneshkhah and Tim Bedford

Reliability Engineering and System Safety, 2013, vol. 112, issue C, 82-93

Abstract: The availability of a system under a given failure/repair process is a function of time which can be determined through a set of integral equations and usually calculated numerically. We focus here on the issue of carrying out sensitivity analysis of availability to determine the influence of the input parameters. The main purpose is to study the sensitivity of the system availability with respect to the changes in the main parameters. In the simplest case that the failure repair process is (continuous time/discrete state) Markovian, explicit formulae are well known. Unfortunately, in more general cases availability is often a complicated function of the parameters without closed form solution. Thus, the computation of sensitivity measures would be time-consuming or even infeasible.

Keywords: Sensitivity analysis; Sobol indices; Dependency; Computer code model output; Emulator-based sensitivity; Gaussian process; System availability (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (7)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:112:y:2013:i:c:p:82-93

DOI: 10.1016/j.ress.2012.11.001

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