Sensitivity and Uncertainty Analyses in Performability modelling

Boudewijn R.H.M. Haverkort, Adrianus M.H. Meeuwissen

Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

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Abstract

The authors present an exact Taylor series model of steady state performability measures and discuss the validity region of this approximation. They also describe an uncertainty analysis approach based on Monte Carlo simulation, apply both approaches to a performability mode, and discuss their relative merits. They vary the dependencies between model parameters and discuss their influence. For the case studies done, the sensitivity analysis overestimated the mean performability and underestimated its variance
Original languageUndefined
Title of host publicationProceedings of the 11th symposium on reliable distributed systems
Place of PublicationHouston
PublisherIEEE
Pages93-102
Number of pages10
ISBN (Print)1060-9857
DOIs
Publication statusPublished - 17 Oct 1992

Publication series

Name
PublisherIEEE

Keywords

  • IR-18957
  • METIS-119479

Cite this

Haverkort, B. R. H. M., & Meeuwissen, A. M. H. (1992). Sensitivity and Uncertainty Analyses in Performability modelling. In Proceedings of the 11th symposium on reliable distributed systems (pp. 93-102). Houston: IEEE. https://doi.org/10.1109/RELDIS.1992.235138
Haverkort, Boudewijn R.H.M. ; Meeuwissen, Adrianus M.H. / Sensitivity and Uncertainty Analyses in Performability modelling. Proceedings of the 11th symposium on reliable distributed systems. Houston : IEEE, 1992. pp. 93-102
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Haverkort, BRHM & Meeuwissen, AMH 1992, Sensitivity and Uncertainty Analyses in Performability modelling. in Proceedings of the 11th symposium on reliable distributed systems. IEEE, Houston, pp. 93-102. https://doi.org/10.1109/RELDIS.1992.235138

Sensitivity and Uncertainty Analyses in Performability modelling. / Haverkort, Boudewijn R.H.M.; Meeuwissen, Adrianus M.H.

Proceedings of the 11th symposium on reliable distributed systems. Houston : IEEE, 1992. p. 93-102.

Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

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T1 - Sensitivity and Uncertainty Analyses in Performability modelling

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N2 - The authors present an exact Taylor series model of steady state performability measures and discuss the validity region of this approximation. They also describe an uncertainty analysis approach based on Monte Carlo simulation, apply both approaches to a performability mode, and discuss their relative merits. They vary the dependencies between model parameters and discuss their influence. For the case studies done, the sensitivity analysis overestimated the mean performability and underestimated its variance

AB - The authors present an exact Taylor series model of steady state performability measures and discuss the validity region of this approximation. They also describe an uncertainty analysis approach based on Monte Carlo simulation, apply both approaches to a performability mode, and discuss their relative merits. They vary the dependencies between model parameters and discuss their influence. For the case studies done, the sensitivity analysis overestimated the mean performability and underestimated its variance

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KW - METIS-119479

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M3 - Conference contribution

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BT - Proceedings of the 11th symposium on reliable distributed systems

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Haverkort BRHM, Meeuwissen AMH. Sensitivity and Uncertainty Analyses in Performability modelling. In Proceedings of the 11th symposium on reliable distributed systems. Houston: IEEE. 1992. p. 93-102 https://doi.org/10.1109/RELDIS.1992.235138