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Global Sensitivity Analysis×실험계획법×
분야시뮬레이션실험설계
계열Process / pipelineProcess / pipeline
기원 연도1973–20011935
창시자I.M. Sobol (indices, 2001); Morris (screening, 1991); Cukier et al. (FAST, 1973)Ronald A. Fisher
유형Variance-based sensitivity decompositionExperimental planning framework
원전Sobol, I.M. (2001). Global Sensitivity Indices for Nonlinear Mathematical Models and Their Monte Carlo Estimates. Mathematics and Computers in Simulation, 55(1–3), 271–280. DOI ↗Fisher, R. A. (1935). The Design of Experiments. Oliver and Boyd. link ↗
별칭variance decomposition, Sobol indices, Morris screening, FAST methodDOE, experimental design, factorial experimentation, planned experimentation
관련43
요약Global sensitivity analysis (GSA) is a family of techniques that decompose the variance of a model's output across its input parameters, quantifying how much each input — and each combination of inputs — contributes to the total uncertainty in the result. Sobol's variance-based indices (2001), Morris's one-at-a-time (OAT) screening (1991), and the Fourier Amplitude Sensitivity Test (FAST, first proposed by Cukier et al. in 1973) are the three most widely used approaches. Together they serve as the standard toolkit for identifying which parameters drive model behaviour and which can be safely fixed.Design of Experiments (DOE) is a systematic framework for planning, conducting, and analyzing controlled experiments to determine how multiple input factors simultaneously affect one or more responses. Introduced by Ronald A. Fisher in 1935, DOE allows researchers and engineers to identify causal relationships, quantify factor effects, and find optimal settings efficiently — using far fewer runs than one-factor-at-a-time approaches. It is foundational in engineering, manufacturing, agriculture, and applied sciences.
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