Sensitivity Analysis of Dynamic Models to Uncertainties in Inputs Data With Time-Varying Variances

Technometrics ◽  
2006 ◽  
Vol 48 (1) ◽  
pp. 74-87 ◽  
Author(s):  
Nacim Ramdani ◽  
Yves Candau ◽  
Gilles Guyon ◽  
Christophe Dalibart
Keyword(s):  
Sensitivity Analysis ◽  
Dynamic Models ◽  
Time Varying

scholarly journals Advanced Performance Metrics and Sensitivity Analysis for Model Validation and Calibration

2020 ◽  
Author(s):  
Urmila Agrawal ◽  
Pavel Etingov ◽  
Renke Huang
Keyword(s):  
Sensitivity Analysis ◽  
Power Systems ◽  
Model Validation ◽  
Real World ◽  
Model Calibration ◽  
Dynamic Models ◽  
Performance Metrics ◽  
Step Response ◽  
Response Characteristics ◽  
Oscillatory Response

<pre>High quality generator dynamic models are critical to reliable and accurate power systems studies and planning. With the availability of PMU measurements, measurement-based approach for model validation has gained significant prominence. Currently, the model validation results are analyzed by visually comparing real--world PMU measurements with the model-based response measurements, and parameter adjustments rely mostly on engineering experience. This paper proposes advanced performance metrics to systematically quantify the generator dynamic model validation results by separately taking into consideration slow governor response and comparatively fast oscillatory response. The performance metric for governor response is based on the step response characteristics of a system and the metric for oscillatory response is based on the response of generator to each system mode calculated using modal analysis. The proposed metrics in this paper is aimed at providing critical information to help with the selection of parameters to be tuned for model calibration by performing enhanced sensitivity analysis, and also help with rule-based model calibration. Results obtained using both simulated and real-world measurements validate the effectiveness of the proposed performance metrics and sensitivity analysis for model validation and calibration.</pre>

Linear Dynamic Models

1999 ◽  
Author(s):  
Ronald K. Pearson
Keyword(s):  
Linear Model ◽  
Discrete Time ◽  
Continuous Time ◽  
Dynamic Models ◽  
Linear Models ◽  
Time Varying ◽  
Infinite Dimensional ◽  
Linear Dynamic ◽  
Time Invariant ◽  
Linear Dynamic Models

It was emphasized in Chapter 1 that low-order, linear time-invariant models provide the foundation for much intuition about dynamic phenomena in the real world. This chapter provides a brief review of the characteristics and behavior of linear models, beginning with these simple cases and then progressing to more complex examples where this intuition no longer holds: infinite-dimensional and time-varying linear models. In continuous time, infinite-dimensional linear models arise naturally from linear partial differential equations whereas in discrete time, infinite-dimensional linear models may be used to represent a variety of “slow decay” effects. Time-varying linear models are also extremely flexible: In the continuous-time case, many of the ordinary differential equations defining special functions (e.g., the equations defining Bessel functions) may be viewed as time-varying linear models; in the discrete case, the gamma function arises naturally as the solution of a time-varying difference equation. Sec. 2.1 gives a brief discussion of low-order, time-invariant linear dynamic models, using second-order examples to illustrate both the “typical” and “less typical” behavior that is possible for these models. One of the most powerful results of linear system theory is that any time-invariant linear dynamic system may be represented as either a moving average (i.e., convolution-type) model or an autoregressive one. Sec. 2.2 presents a short review of these ideas, which will serve to establish both notation and a certain amount of useful intuition for the discussion of NARMAX models presented in Chapter 4. Sec. 2.3 then briefly considers the problem of characterizing linear models, introducing four standard input sequences that are typical of those used in linear model characterization. These standard sequences are then used in subsequent chapters to illustrate differences between nonlinear model behavior and linear model behavior. Sec. 2.4 provides a brief introduction to infinite-dimensional linear systems, including both continuous-time and discrete-time examples. Sec. 2.5 provides a similar introduction to the subject of time-varying linear systems, emphasizing the flexibility of this class. Finally, Sec. 2.6 briefly considers the nature of linearity, presenting some results that may be used to define useful classes of nonlinear models.

scholarly journals A Simple Time-Varying Sensitivity Analysis (TVSA) for Assessment of Temporal Variability of Hydrological Processes

Water ◽  
2020 ◽  
Vol 12 (9) ◽  
pp. 2463 ◽  
Author(s):  
Yelena Medina ◽  
Enrique Muñoz
Keyword(s):  
Sensitivity Analysis ◽  
Temporal Variability ◽  
Time Windows ◽  
Computational Cost ◽  
Time Varying ◽  
Moving Window ◽  
Time Sensitivity ◽  
Annual Time ◽  
Low Computational Cost ◽  
High Computational Cost

Time-varying sensitivity analysis (TVSA) allows sensitivity in a moving window to be estimated and the time periods in which the specific components of a model can affect its performance to be identified. However, one of the disadvantages of TVSA is its high computational cost, as it estimates sensitivity in a moving window within an analyzed series, performing a series of repetitive calculations. In this article a function to implement a simple TVSA with a low computational cost using regional sensitivity analysis is presented. As an example of its application, an analysis of hydrological model results in daily, monthly, and annual time windows is carried out. The results show that the model allows the time sensitivity of a model with respect to its parameters to be detected, making it a suitable tool for the assessment of temporal variability of processes in models that include time series analysis. In addition, it is observed that the size of the moving window can influence the estimated sensitivity; therefore, analysis of different time windows is recommended.

scholarly journals Limits of variance-based sensitivity analysis for non-identifiability testing in high dimensional dynamic models

Automatica ◽  
2012 ◽  
Vol 48 (11) ◽  
pp. 2740-2749 ◽  
Author(s):  
Simona Dobre ◽  
Thierry Bastogne ◽  
Christophe Profeta ◽  
Muriel Barberi-Heyob ◽  
Alain Richard
Keyword(s):  
Sensitivity Analysis ◽  
Dynamic Models ◽  
High Dimensional

Efficient multivariate sensitivity analysis for dynamic models based on cubature formula

2020 ◽  
Vol 206 ◽  
pp. 110164 ◽  
Author(s):  
Yushan Liu ◽  
Luyi Li ◽  
Changcong Zhou ◽  
Haodong Zhao
Keyword(s):  
Sensitivity Analysis ◽  
Dynamic Models ◽  
Cubature Formula
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