摘要
A new and convenient method is presented to calculate the total sensitivity indices defined by variance-based sensitivity analysis. By decomposing the output variance using error propagation equations, this method can transform the ＂double-loop＂ sampling procedure into ＂single-loop＂ one and obviously reduce the computation cost of analysis. In contrast with Sobors and Fourier amplitude sensitivity test （FAST） method, which is limited in non-correlated variables, the new approach is suitable for correlated input variables. An application in semiconductor assembling and test manufacturing （ATM） factory indicates that this approach has a good performance in additive model and simple non-additive model.
A new and convenient method is presented to calculate the total sensitivity indices defined by variance-based sensitivity analysis. By decomposing the output variance using error propagation equations, this method can transform the ＂double-loop＂ sampling procedure into ＂single-loop＂ one and obviously reduce the computation cost of analysis. In contrast with Sobors and Fourier amplitude sensitivity test （FAST） method, which is limited in non-correlated variables, the new approach is suitable for correlated input variables. An application in semiconductor assembling and test manufacturing （ATM） factory indicates that this approach has a good performance in additive model and simple non-additive model.
