Analytical approach to probabilistic uncertainty and sensitivity analysis

Esa Peltola, J. Rouvali

    Research output: Chapter in Book/Report/Conference proceedingConference article in proceedingsScientificpeer-review

    1 Citation (Scopus)

    Abstract

    An analytical method, called APUA, to calculate the properties of algrebraic function of random variables is presented. The principle of the method is briefly described and compared to other techniques. Two examples of application are presented. The results are compared to those given by Monte-Carlo-simulation and first-order Taylor-series. The method seems to give reasonable results and it can be used to estimate the total uncertainty caused by many variables or by a subset of them.

    Original languageEnglish
    Title of host publication1991 Third International Conference on Probabilistic Methods Applied To Electric Power Systems
    Pages261-266
    Number of pages6
    Publication statusPublished - 1 Jan 1991
    MoE publication typeA4 Article in a conference publication
    EventThird International Conference on Probabilistic Methods Applied to Electric Power Systems - London, United Kingdom
    Duration: 3 Jul 19915 Jul 1991

    Publication series

    SeriesIEE Conference Publication
    ISSN0537-9989

    Conference

    ConferenceThird International Conference on Probabilistic Methods Applied to Electric Power Systems
    CountryUnited Kingdom
    CityLondon
    Period3/07/915/07/91

    Fingerprint

    Uncertainty Analysis
    Probabilistic Analysis
    Sensitivity Analysis
    Taylor series
    Analytical Methods
    Monte Carlo Simulation
    Random variable
    First-order
    Uncertainty
    Calculate
    Subset
    Estimate

    Cite this

    Peltola, E., & Rouvali, J. (1991). Analytical approach to probabilistic uncertainty and sensitivity analysis. In 1991 Third International Conference on Probabilistic Methods Applied To Electric Power Systems (pp. 261-266). IEE Conference Publication
    Peltola, Esa ; Rouvali, J. / Analytical approach to probabilistic uncertainty and sensitivity analysis. 1991 Third International Conference on Probabilistic Methods Applied To Electric Power Systems. 1991. pp. 261-266 (IEE Conference Publication).
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    Peltola, E & Rouvali, J 1991, Analytical approach to probabilistic uncertainty and sensitivity analysis. in 1991 Third International Conference on Probabilistic Methods Applied To Electric Power Systems. IEE Conference Publication, pp. 261-266, Third International Conference on Probabilistic Methods Applied to Electric Power Systems, London, United Kingdom, 3/07/91.

    Analytical approach to probabilistic uncertainty and sensitivity analysis. / Peltola, Esa; Rouvali, J.

    1991 Third International Conference on Probabilistic Methods Applied To Electric Power Systems. 1991. p. 261-266 (IEE Conference Publication).

    Research output: Chapter in Book/Report/Conference proceedingConference article in proceedingsScientificpeer-review

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    Peltola E, Rouvali J. Analytical approach to probabilistic uncertainty and sensitivity analysis. In 1991 Third International Conference on Probabilistic Methods Applied To Electric Power Systems. 1991. p. 261-266. (IEE Conference Publication).