一种改进的全局重要性测度  

An Improved Global Uncertainty Importance Measure

作　　者：许鑫[1] 吕震宙[1] 袁修开[1] 

机构地区：[1]西北工业大学航空学院,西安710072

出　　处：《力学季刊》2010年第2期272-281,共10页Chinese Quarterly of Mechanics

基　　金：国家自然科学基金(10572117)

摘　　要：基本输入变量对其响应量影响的重要度的量化问题是概率风险评估以及灵敏度分析重要组成部分。针对矩独立重要性测度和基于方差的重要性测度的不足,在Borgonovo重要性测度的基础之上,提出了一种新的全局重要性测度指标。该指标将矩独立方法与基于方差方法思想相结合,既考虑基本输入变量对输出响应量整个分布的平均影响,又考虑了这种影响的分散程度,并且还避免采用单一的矩作为其输出响应量不确定性的评价标准。这在一定程度上增加了决策时的信息,避免决策错误。通过Ishigami检验函数模型算例以及Iman模型算例说明该指标的正确性,同时,通过九盒段机翼结构以及悬臂梁结构两个力学模型来说明该指标的合理性。The quantification of the input uncertainty importance on the output is an essential part in the probabilistic risk assessment and sensitivity analysis.Based on the lack of moment-independent importance measure and the variance-based one,a new global uncertainty importance measure was proposed on Borgonovo uncertainty importance measure.This proposed measure combines the moment-independent approach with variance-based method,which consider at the average influence of input uncertainty on the entire output distribution and its deviation,as well as avoids a sole variance as an evaluation.It will increases the information of the decision-making state,but would not lead the decisionmaker to noninformative conclusions to a great extent.Four examples are illustrated the validity and feasibility of the present measure.

关 键 词：重要性测度 不确定性分析 全局灵敏度 概率风险评估 

分 类 号：TB114.3[理学—概率论与数理统计]