Chemical Engineering Science, Vol.57, No.21, 4445-4460, 2002
Global uncertainty assessments by high dimensional model representations (HDMR)
A general set of quantitative model assessment and analysis tools, termed high-dimensional model representations (HDMR), have been introduced recently for high dimensional input-output systems. HDMR are a particular family of representations where each term in the representation reflects the independent and cooperative contributions of the inputs upon the output. When data are randomly sampled, a RS(random sampling)-HDMR can be constructed, which is an efficient tool to provide a fully global statistical analysis of a model. The individual RS-HDMR component functions have a direct statistical correlation interpretation. This relation permits the model output variance sigma(2) to be decomposed into its input contributions sigma(2) = Sigma(i) sigma(i)(2) + Sigma(i