[quote author=Youri Amerlinck link=topic=1471.msg3632#msg3632 date=1371044591]
[quote]
Quote from: I.Totaro on June 08, 2013, 10:00:08 AM
Then I would also like to define a ranking of sensitivity by the various parameters, so I can choose which ones I must calibrate.
Is this not what one would typically do in a Global Sensitivity Analysis rather? In GSA, you have what we termed "Tornado" plots which compare the sensitivities of a variables to a set of parameters. There you could establish a threshold: anything beyond that is worth calibrating.
[/quote]
Of course this is something that is typically done with Global Sensitivity Analysis. But you can do that with Local sensitivity analysis as well. But then you have to reduce your time series to one value, which is not done yet in the LSA (opposed to GSA), right?
[/quote]
I would say it is. LSA aggregates the differences between the reference time series and the perturbed time series (backward and forward), at the selected time points, into a number of values (MAE - Mean Absolute Error, MRE - Mean Relative Error, RMSE - Root Mean Squared Error, ...) that are presented in a table at the end the LSA experiment's execution (Analysis/Runs). This table can be used for ranking. Note that there is only one perturbation factor for each parameter / variable combination. Each such combination therefore only has one set (backward and forward) of perturbed time series.
In case a GSA experiment is set up in such a way that the difference between a reference time series (i.e. the "non-perturbed" series) and a number of perturbed series is used as an objective function, it could be considered similar to an LSA experiment, provided the perturbations are as small as the ones normally used in LSA. However, in GSA there is much more freedom & flexibility in the definition of objective functions.