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

NameIEE Conference Publication
PublisherInstitution of Engineering and Technology IET
ISSN (Print)0537-9989

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).