Сравнение методов

	Глобальный анализ чувствительности	Планирование эксперимента
Область	Имитационное моделирование	Планирование эксперимента
Семейство	Process / pipeline	Process / pipeline
Год появления	1973–2001	1935
Автор метода	I.M. Sobol (indices, 2001); Morris (screening, 1991); Cukier et al. (FAST, 1973)	Ronald A. Fisher
Тип	Variance-based sensitivity decomposition	Experimental planning framework
Основополагающий источник	Sobol, 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.	Fisher, R. A. (1935). The Design of Experiments. Oliver and Boyd.
Другие названия	variance decomposition, Sobol indices, Morris screening, FAST method	DOE, experimental design, factorial experimentation, planned experimentation
Связанные	4	3
Сводка	Global 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.