Biblio

Filters: Keyword is uncertainty quantification  [Clear All Filters]
2020-10-22
Michael Rausch, William H. Sanders.  2020.  Sensitivity Analysis and Uncertainty Quantification of State-Based Discrete-Event Simulation Models through a Stacked Ensemble of Metamodels. 17th International Conference on Quantitative Evaluation of SysTems (QEST 2020).

Realistic state-based discrete-event simulation models are often quite complex. The complexity frequently manifests in models that (a) contain a large number of input variables whose values are difficult to determine precisely, and (b) take a relatively long time to solve. Traditionally, models that have a large number of input variables whose values are not well-known are understood through the use of sensitivity analysis (SA) and uncertainty quantification (UQ). However, it can be prohibitively time consuming to perform SA and UQ. In this work, we present a novel approach we developed for performing fast and thorough SA and UQ on a metamodel composed of a stacked ensemble of regressors that emulates the behavior of the base model. We demonstrate the approach using a previously published botnet model as a test case, showing that the metamodel approach is several orders of magnitude faster than the base model, more accurate than existing approaches, and amenable to SA and UQ.