ELEUSI Research Center and Department of Decision Sciences, Room 3-D-05, Bocconi University, Via Roentgen 1, 20136 Milano, Italy.
Risk Anal. 2010 Mar;30(3):385-99. doi: 10.1111/j.1539-6924.2010.01372.x. Epub 2010 Feb 25.
In risk analysis problems, the decision-making process is supported by the utilization of quantitative models. Assessing the relevance of interactions is an essential information in the interpretation of model results. By such knowledge, analysts and decisionmakers are able to understand whether risk is apportioned by individual factor contributions or by their joint action. However, models are oftentimes large, requiring a high number of input parameters, and complex, with individual model runs being time consuming. Computational complexity leads analysts to utilize one-parameter-at-a-time sensitivity methods, which prevent one from assessing interactions. In this work, we illustrate a methodology to quantify interactions in probabilistic safety assessment (PSA) models by varying one parameter at a time. The method is based on a property of the functional ANOVA decomposition of a finite change that allows to exactly determine the relevance of factors when considered individually or together with their interactions with all other factors. A set of test cases illustrates the technique. We apply the methodology to the analysis of the core damage frequency of the large loss of coolant accident of a nuclear reactor. Numerical results reveal the nonadditive model structure, allow to quantify the relevance of interactions, and to identify the direction of change (increase or decrease in risk) implied by individual factor variations and by their cooperation.
在风险分析问题中,决策过程得到了定量模型的支持。评估相互作用的相关性是解释模型结果的重要信息。通过这些知识,分析师和决策者能够了解风险是由单个因素的贡献分配的,还是由它们的共同作用分配的。然而,模型往往很大,需要大量的输入参数,而且很复杂,单个模型运行时间很长。计算复杂性导致分析师使用逐个参数的敏感性方法,这使得人们无法评估相互作用。在这项工作中,我们通过逐个参数的变化说明了一种在概率安全评估(PSA)模型中量化相互作用的方法。该方法基于有限变化的函数方差分析分解的一个特性,该特性允许在单独考虑因素或与所有其他因素的相互作用一起考虑时,精确确定因素的相关性。一组测试案例说明了该技术。我们将该方法应用于核反应堆大型冷却剂损失事故堆芯损坏频率的分析。数值结果揭示了非加性模型结构,允许量化相互作用的相关性,并确定单个因素变化及其合作所隐含的风险变化方向(增加或减少)。