@article{Haghnegahdar-2017-Insights,
title = "Insights into sensitivity analysis of Earth and environmental systems models: On the impact of parameter perturbation scale",
author = "Haghnegahdar, Amin and
Razavi, Saman",
journal = "Environmental Modelling {\&} Software, Volume 95",
volume = "95",
year = "2017",
publisher = "Elsevier BV",
url = "https://gwf-uwaterloo.github.io/gwf-publications/G17-13001",
doi = "10.1016/j.envsoft.2017.03.031",
pages = "115--131",
abstract = "Abstract This paper investigates the commonly overlooked {``}sensitivity{''} of sensitivity analysis (SA) to what we refer to as parameter {``}perturbation scale{''}, which can be defined as a prescribed size of the sensitivity-related neighbourhood around any point in the parameter space (analogous to step size Δ x for numerical estimation of derivatives). We discuss that perturbation scale is inherent to any (local and global) SA approach, and explain how derivative-based SA approaches (e.g., method of Morris) focus on small-scale perturbations, while variance-based approaches (e.g., method of Sobol) focus on large-scale perturbations. We employ a novel variogram-based approach, called Variogram Analysis of Response Surfaces (VARS), which bridges derivative- and variance-based approaches. Our analyses with different real-world environmental models demonstrate significant implications of subjectivity in the perturbation-scale choice and the need for strategies to address these implications. It is further shown how VARS can uniquely characterize the perturbation-scale dependency and generate sensitivity measures that encompass all sensitivity-related information across the full spectrum of perturbation scales.",
}
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<abstract>Abstract This paper investigates the commonly overlooked “sensitivity” of sensitivity analysis (SA) to what we refer to as parameter “perturbation scale”, which can be defined as a prescribed size of the sensitivity-related neighbourhood around any point in the parameter space (analogous to step size Δ x for numerical estimation of derivatives). We discuss that perturbation scale is inherent to any (local and global) SA approach, and explain how derivative-based SA approaches (e.g., method of Morris) focus on small-scale perturbations, while variance-based approaches (e.g., method of Sobol) focus on large-scale perturbations. We employ a novel variogram-based approach, called Variogram Analysis of Response Surfaces (VARS), which bridges derivative- and variance-based approaches. Our analyses with different real-world environmental models demonstrate significant implications of subjectivity in the perturbation-scale choice and the need for strategies to address these implications. It is further shown how VARS can uniquely characterize the perturbation-scale dependency and generate sensitivity measures that encompass all sensitivity-related information across the full spectrum of perturbation scales.</abstract>
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%0 Journal Article
%T Insights into sensitivity analysis of Earth and environmental systems models: On the impact of parameter perturbation scale
%A Haghnegahdar, Amin
%A Razavi, Saman
%J Environmental Modelling & Software, Volume 95
%D 2017
%V 95
%I Elsevier BV
%F Haghnegahdar-2017-Insights
%X Abstract This paper investigates the commonly overlooked “sensitivity” of sensitivity analysis (SA) to what we refer to as parameter “perturbation scale”, which can be defined as a prescribed size of the sensitivity-related neighbourhood around any point in the parameter space (analogous to step size Δ x for numerical estimation of derivatives). We discuss that perturbation scale is inherent to any (local and global) SA approach, and explain how derivative-based SA approaches (e.g., method of Morris) focus on small-scale perturbations, while variance-based approaches (e.g., method of Sobol) focus on large-scale perturbations. We employ a novel variogram-based approach, called Variogram Analysis of Response Surfaces (VARS), which bridges derivative- and variance-based approaches. Our analyses with different real-world environmental models demonstrate significant implications of subjectivity in the perturbation-scale choice and the need for strategies to address these implications. It is further shown how VARS can uniquely characterize the perturbation-scale dependency and generate sensitivity measures that encompass all sensitivity-related information across the full spectrum of perturbation scales.
%R 10.1016/j.envsoft.2017.03.031
%U https://gwf-uwaterloo.github.io/gwf-publications/G17-13001
%U https://doi.org/10.1016/j.envsoft.2017.03.031
%P 115-131
Markdown (Informal)
[Insights into sensitivity analysis of Earth and environmental systems models: On the impact of parameter perturbation scale](https://gwf-uwaterloo.github.io/gwf-publications/G17-13001) (Haghnegahdar & Razavi, GWF 2017)
ACL
- Amin Haghnegahdar and Saman Razavi. 2017. Insights into sensitivity analysis of Earth and environmental systems models: On the impact of parameter perturbation scale. Environmental Modelling & Software, Volume 95, 95:115–131.