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

    4 Citations (Scopus)
    13 Downloads (Pure)

    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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    keywords = "IR-18957, METIS-119479",
    author = "Haverkort, {Boudewijn R.H.M.} and Meeuwissen, {Adrianus M.H.}",
    year = "1992",
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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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    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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    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