Uncertainty analysis investigates the uncertainty of variables that are used in
decision-making
In psychology, decision-making (also spelled decision making and decisionmaking) is regarded as the Cognition, cognitive process resulting in the selection of a belief or a course of action among several possible alternative options. It could be ...
problems in which observations and models represent the
knowledge base
A knowledge base (KB) is a technology used to store complex structured and unstructured information used by a computer system. The initial use of the term was in connection with expert systems, which were the first knowledge-based systems.
Ori ...
. In other words, uncertainty analysis aims to make a technical contribution to decision-making through the quantification of uncertainties in the relevant variables.
Physical experiments
In physical
experiment
An experiment is a procedure carried out to support or refute a hypothesis, or determine the efficacy or likelihood of something previously untried. Experiments provide insight into Causality, cause-and-effect by demonstrating what outcome oc ...
s uncertainty analysis, or experimental uncertainty assessment, deals with assessing the
uncertainty
Uncertainty refers to epistemic situations involving imperfect or unknown information. It applies to predictions of future events, to physical measurements that are already made, or to the unknown. Uncertainty arises in partially observable or ...
in a
measurement
Measurement is the quantification of attributes of an object or event, which can be used to compare with other objects or events.
In other words, measurement is a process of determining how large or small a physical quantity is as compared ...
. An experiment designed to determine an effect, demonstrate a law, or estimate the numerical value of a
physical variable will be affected by
error
An error (from the Latin ''error'', meaning "wandering") is an action which is inaccurate or incorrect. In some usages, an error is synonymous with a mistake. The etymology derives from the Latin term 'errare', meaning 'to stray'.
In statistics ...
s due to instrumentation, methodology, presence of confounding effects and so on. Experimental uncertainty estimates are needed to assess the
confidence
Confidence is a state of being clear-headed either that a hypothesis or prediction is correct or that a chosen course of action is the best or most effective. Confidence comes from a Latin word 'fidere' which means "to trust"; therefore, having ...
in the results. A related field is
design of experiments
The design of experiments (DOE, DOX, or experimental design) is the design of any task that aims to describe and explain the variation of information under conditions that are hypothesized to reflect the variation. The term is generally associ ...
.
Mathematical modelling
Likewise in numerical experiments and
modelling uncertainty analysis draws upon a number of techniques for determining the reliability of model predictions, accounting for various sources of uncertainty in model input and design. A related field is
sensitivity analysis
Sensitivity analysis is the study of how the uncertainty in the output of a mathematical model or system (numerical or otherwise) can be divided and allocated to different sources of uncertainty in its inputs. A related practice is uncertainty anal ...
.
Calibrated parameters and output
A
calibrate
In measurement technology and metrology, calibration is the comparison of measurement values delivered by a device under test with those of a calibration standard of known accuracy. Such a standard could be another measurement device of known a ...
d
parameter
A parameter (), generally, is any characteristic that can help in defining or classifying a particular system (meaning an event, project, object, situation, etc.). That is, a parameter is an element of a system that is useful, or critical, when ...
does not necessarily represent
reality
Reality is the sum or aggregate of all that is real or existent within a system, as opposed to that which is only imaginary. The term is also used to refer to the ontological status of things, indicating their existence. In physical terms, r ...
, as reality is much more complex. Any prediction has its own complexities of reality that cannot be represented uniquely in the calibrated model; therefore, there is a potential error. Such errors must be accounted for when making management decisions on the basis of model outcomes.
See also
*
Interval finite element method
*
Uncertainty quantification
Uncertainty quantification (UQ) is the science of quantitative characterization and reduction of uncertainties in both computational and real world applications. It tries to determine how likely certain outcomes are if some aspects of the system a ...
*
Propagation of uncertainty
In statistics, propagation of uncertainty (or propagation of error) is the effect of variables' uncertainties (or errors, more specifically random errors) on the uncertainty of a function based on them. When the variables are the values of exp ...
*
Measurement uncertainty#Uncertainty evaluation
References
{{Reflist
Bibliography
*Etienne de Rocquigny, Nicolas, Devictor, Stefano, Tarantola (Editors), ''Uncertainty in Industrial Practice: A Guide to Quantitative Uncertainty Management'', Wiley & Sons Publishers, 2008.
*J.C. Helton, J.D. Johnson, C.J. Salaberry, and C.B. Storlie, 2006, Survey of sampling based methods for uncertainty and sensitivity analysis. ''Reliability Engineering and System Safety'', 91:1175–1209.
*Santner, T. J.; Williams, B. J.; Notz, W.I. ''Design and Analysis of Computer Experiments''; Springer-Verlag, 2003.
Measurement
Decision-making