Fourier amplitude sensitivity testing

id: fourier-amplitude-sensitivity-testing-289-13530911
title: Fourier amplitude sensitivity testing
text: Fourier amplitude sensitivity testing (FAST) is a variance-based global sensitivity analysis method. The sensitivity value is defined based on conditional variances which indicate the individual or joint effects of the uncertain inputs on the output. FAST first represents conditional variances via coefficients from the multiple Fourier series expansion of the output function. Then the ergodic theorem is applied to transform the multi-dimensional integral to a one-dimensional integral in evaluati
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original url: https://en.wikipedia.org/wiki/Fourier_amplitude_sensitivity_testing
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date modified: 2022-09-28T17:09:14Z
main entity: {"identifier":"Q5475788","url":"https://www.wikidata.org/entity/Q5475788"}
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integrity: 13

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