| 基于方差的相关输入变量重要性测度分析新方法 |
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| 引用本文： | 郝文锐,吕震宙,田龙飞.基于方差的相关输入变量重要性测度分析新方法[J].航空学报,2011,32(9):1637-1643. |
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| 作者姓名： | 郝文锐 吕震宙 田龙飞 |
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| 作者单位： | 西北工业大学航空学院,陕西西安,710072 |
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| 基金项目： | 国家自然科学基金(51175425)~~ |
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| 摘 要： | 为了清晰地掌握相关输入变量情况下响应量方差的来源,非常有必要将基于方差的重要性测度( VBIM)分离为相关部分和独立部分.为此,在二阶非线性回归的基础上,提出了一种适用于非线性响应量的相关变量重要性分析的新方法.一个输入变量对响应量方差的相关贡献由该变量与每一个剩余变量两两相关的贡献分量组成,所以又进一步提出了一种概念...
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| 关 键 词： | 灵敏度分析 重要性测度 相关变量 方差分解 回归分析 重要性矩阵 |
| 收稿时间： | 2010-10-28; |
A Novel Method for Analyzing Variance Based Importance Measure of Correlated Input Variables |
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| HAO Wenrui,LU Zhenzhou,TIAN Longfei.A Novel Method for Analyzing Variance Based Importance Measure of Correlated Input Variables[J].Acta Aeronautica et Astronautica Sinica,2011,32(9):1637-1643. |
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| Authors: | HAO Wenrui LU Zhenzhou TIAN Longfei |
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| Institution: | HAO Wenrui,LU Zhenzhou*,TIAN LongfeiSchool of Aeronautics,Northwestern Polytechnical University,Xi'an 710072,China |
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| Abstract: | To explore the origin of the variance of the output response in cases where the correlated input variables are involved,it is necessary to divide the variance based importance measure(VBIM) into correlated and uncorrelated contributions.For this purpose,a novel method adaptable for the nonlinear output responses is proposed based on second order nonlinear regression.The correlated contribution is composed of the components of the individual input variable correlated with each of the other input variables.An... |
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| Keywords: | sensitivity analysis importance measure correlated variable variance decomposition regression analysis importance matrix |
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