Sensitivity and Uncertainty Analyses in Performability modelling

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

doi:10.1109/RELDIS.1992.235138

Sensitivity and Uncertainty Analyses in Performability modelling

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

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

6 Citations (Scopus)

321 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 language	Undefined
Title of host publication	Proceedings of the 11th symposium on reliable distributed systems
Place of Publication	Houston
Publisher	IEEE
Pages	93-102
Number of pages	10
ISBN (Print)	1060-9857
DOIs	https://doi.org/10.1109/RELDIS.1992.235138
Publication status	Published - 17 Oct 1992
Event	11th IEEE Symposium on Reliable Distributed Systems, SRDS 1992 - Houston, United States Duration: 5 Oct 1992 → 7 Oct 1992 Conference number: 11

Publication series

Name
Publisher	IEEE

Conference

Conference	11th IEEE Symposium on Reliable Distributed Systems, SRDS 1992
Abbreviated title	SRDS
Country/Territory	United States
City	Houston
Period	5/10/92 → 7/10/92

Keywords

IR-18957
METIS-119479

Access to Document

10.1109/RELDIS.1992.235138

Sensitivity_and_uncertainty_-_haverkort

Cite this

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title = "Sensitivity and Uncertainty Analyses in Performability modelling",

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",

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year = "1992",

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doi = "10.1109/RELDIS.1992.235138",

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isbn = "1060-9857",

publisher = "IEEE",

pages = "93--102",

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AU - Haverkort, Boudewijn R.H.M.

AU - Meeuwissen, Adrianus M.H.

N1 - Conference code: 11

PY - 1992/10/17

Y1 - 1992/10/17

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

KW - IR-18957

KW - METIS-119479

U2 - 10.1109/RELDIS.1992.235138

DO - 10.1109/RELDIS.1992.235138

M3 - Conference contribution

SN - 1060-9857

SP - 93

EP - 102

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

PB - IEEE

CY - Houston

T2 - 11th IEEE Symposium on Reliable Distributed Systems, SRDS 1992

Y2 - 5 October 1992 through 7 October 1992

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