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Communication Papers of the 17th Conference on Computer Science and Intelligence Systems

Annals of Computer Science and Information Systems, Volume 32

An Optimization Technique for Estimating Sobol Sensitivity Indices


DOI: http://dx.doi.org/10.15439/2022F170

Citation: Communication Papers of the 17th Conference on Computer Science and Intelligence Systems, M. Ganzha, L. Maciaszek, M. Paprzycki, D. Ślęzak (eds). ACSIS, Vol. 32, pages 9396 ()

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Abstract. In this paper we proposed an optimization techniquefor improving the Monte Carlo algorithms based on Halton and Sobol algorithms. The novelty of the proposed approaches is that the optimization of the Halton and Sobol sequences is applied for the first time and essentially improves the results by the original sequences. The results will be of great importance for the environment protection and the trustability of forecasts.


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