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// Workers AI · dad joke modeWhat did uncertainty analysis say to its date? You're probably the one.

From Wikipedia, the free encyclopedia

Uncertainty analysis investigates the uncertainty of variables that are used in decision-making problems in which observations and models represent the knowledge base. In other words, uncertainty analysis aims to make a technical contribution to decision-making through the quantification of uncertainties in the relevant variables.

Physical experiments

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In physical experiments uncertainty analysis, or experimental uncertainty assessment, deals with assessing the uncertainty in a measurement. An experiment designed to determine an effect, demonstrate a law, or estimate the numerical value of a physical variable will be affected by errors due to instrumentation, methodology, presence of confounding effects and so on. Experimental uncertainty estimates are needed to assess the confidence in the results.[1] A related field is the design of experiments.

Mathematical modelling

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Likewise in numerical experiments and modelling uncertainty analysis draws upon a number of techniques for determining the reliability of model predictions, accounting for various sources of uncertainty in model input and design. A related field is sensitivity analysis.

Calibrated parameters and output

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A calibrated parameter does not necessarily represent reality, as reality is much more complex. Any prediction has its complexities of reality that cannot be represented uniquely in the calibrated model; therefore, there is a potential error. Such errors must be accounted for when making management decisions on the basis of model outcomes. [2]

See also

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References

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  1. "Summary of experimental uncertainty assessment methodology with example" (PDF). Archived from the original (PDF) on 2008-12-30. Retrieved 2008-05-23.
  2. "PEST Uncertainty Analysis". www.pesthomepage.org. Archived from the original on 2020-07-26. Retrieved 2011-11-07.

Bibliography

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  • Etienne de Rocquigny, Nicolas, Devictor, Stefano, Tarantola (Editors), Uncertainty in Industrial Practice: A Guide to Quantitative Uncertainty Management, Wiley & Sons Publishers, 2008.
  • J.C. Helton, J.D. Johnson, C.J. Salaberry, and C.B. Storlie, 2006, Survey of sampling based methods for uncertainty and sensitivity analysis. Reliability Engineering and System Safety, 91:11751209.
  • Santner, T. J.; Williams, B. J.; Notz, W.I. Design and Analysis of Computer Experiments; Springer-Verlag, 2003.