Journal of Theoretical and Computational Studies
LATIN HYPERCUBE SAMPLING FOR UNCERTAINTY ANALYSIS
Nursinta A. Wahanani, Anik Purwaningsih and Topan Setiadipura
Pusat Pengembangan Informatika Nuklir BATAN, Kawasan Puspiptek Serpong Gedung 71 (lt. 1), Tangerang 15314, Indonesia
The assessment and presentation of the effects of uncertainty are now widely recognized as important parts of anlysis for complex system. Thus, uncertainty analysis is an important tools for a wide area of application, from the nuclear reactor waste analysis to economic calculation. Sampling-based method is one of the powerful method for the uncertainty analysis. There are several steps needed to run an uncertainty analysis,(i) construction of distribution to characterize subjective uncertainty, (ii) sampling procedures, (iii) propagation of uncertainty through model, (iv) display of uncertainty in model prediction. In this paper, development of the Latin Hypercube Sampling (LHS) module at PPIN-BATAN as the sampling procedure in the uncertainty analysis is reported. The LHS module is able to demonstrate the stability of the LHS method in estimating the cumulative density function. This development is a platform for further advance sampling analysis method, and a step to build an in-house complete tool of uncertainty analysis. Review of the LHS method and its superior to standard random sampling and importance sampling is also discussed.