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Final Dissertation William Groves.pdf (1.37 MB)

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A Practical and Fast Numerical Method for Calculating Global Sensitivity with Examples from Supply Chain and Measurement Applications

Groves, William Alan
http://orcid.org/0009-0006-6294-7410
http://rave.ohiolink.edu/etdc/view?acc_num=frank1690492824536608

Abstract Details

2023, Doctorate of Business Administration, Franklin University, Business Administration.
Global sensitivity analysis (GSA) is an essential tool for understanding, verifying, and improving mathematical models of stochastic systems. In GSA the influence of a model’s output uncertainty is apportioned among the model’s inputs and, the influence of each input is ranked with a sensitivity index. The Sobol sensitivity indices are cited frequently in the literature due to their effectiveness and sound theoretical basis. It is common practice to calculate the Sobol first-order and total effect indices (called the First_Total method). Following the design science methodology for information science, a new method, called First_CMD, is presented which provides a sensitivity ranking similar to the First_Total, but can be computed in orders of magnitude less time. A review of supply chain models shows that interest in uncertainty analysis is growing, especially for green (sustainable) supply chains. However, GSA is rarely mentioned in supply chain literature. It is shown how GSA, using First_Total or First_CMD can be applied to an existing model which determines sustainability metrics for international biodiesel supply chains. The computational time and rankings are compared for GSAs carried out using both First_Total and First_CMD for a complex model developed by Keysight Technologies. The model contains 176 stochastic inputs and simulates the uncertainty of measurements taken by an electronic system. It is shown that First_CMD yields similar information as First_Total, but the computation time of uncertainty and sensitivity analysis is reduced from approximately one year to one day due to fewer model evaluations.
Todd Whittaker (Committee Chair)
Ladorian Williams (Committee Member)
Brian Gregory (Committee Member)
84 p.
Statistics
global sensitivity analysis sobol indices

Recommended Citations

Citations

  • Groves, W. A. (2023). A Practical and Fast Numerical Method for Calculating Global Sensitivity with Examples from Supply Chain and Measurement Applications [Doctoral dissertation, Franklin University]. OhioLINK Electronic Theses and Dissertations Center. http://rave.ohiolink.edu/etdc/view?acc_num=frank1690492824536608

    APA Style (7th edition)

  • Groves, William. A Practical and Fast Numerical Method for Calculating Global Sensitivity with Examples from Supply Chain and Measurement Applications. 2023. Franklin University, Doctoral dissertation. OhioLINK Electronic Theses and Dissertations Center, http://rave.ohiolink.edu/etdc/view?acc_num=frank1690492824536608.

    MLA Style (8th edition)

  • Groves, William. "A Practical and Fast Numerical Method for Calculating Global Sensitivity with Examples from Supply Chain and Measurement Applications." Doctoral dissertation, Franklin University, 2023. http://rave.ohiolink.edu/etdc/view?acc_num=frank1690492824536608

    Chicago Manual of Style (17th edition)

frank1690492824536608
110
© 2023, some rights reserved.Creative Commons License A Practical and Fast Numerical Method for Calculating Global Sensitivity with Examples from Supply Chain and Measurement Applications by William Alan Groves is licensed under a Creative Commons Attribution-NonCommercial-NoDerivs 3.0 Unported License. Based on a work at etd.ohiolink.edu.
This open access ETD is published by Franklin University and OhioLINK.