New Spearman Correlation Based Sensitivity Index and Its Unscented Transformation Solutions
Publication: Journal of Engineering Mechanics
Volume 142, Issue 2
Abstract
For consideration of the wide applications of concordance and order information in global sensitivity analysis (SA), a new sensitivity index based on the spearman correlation coefficient (S-CC) is presented in this article. S-CC can reflect the linear order correlation between variables; thus the proposed sensitivity index can be used to measure the influence of input on the linear order of output. Then the main task becomes efficiently estimating the defined index. Here the authors introduce the basic unscented transformation (UT) to compute the index with high efficiency, and high order unscented transformation (HOUT) is also employed to further improve the computational accuracy. Several examples, including the commonly used Ishigami test function and other engineering examples, are used to demonstrate the validity of the proposed sensitivity index and the efficiency of the proposed UT-based methods.
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Acknowledgments
This work was supported by the National Natural Science Foundation of China (Grants No. NSFC 51175425 and No. NSFC 51475370), and the Innovation Foundation for Doctor Dissertation of Northwestern Polytechnical University (CX201509).
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Published In
Journal of Engineering Mechanics
Volume 142 • Issue 2 • February 2016
Copyright
© 2015 American Society of Civil Engineers.
History
Received: Mar 10, 2015
Accepted: Jun 16, 2015
Published online: Jul 23, 2015
Discussion open until: Dec 23, 2015
Published in print: Feb 1, 2016
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