Shape invariant model approach for functional data analysis in uncertainty and sensitivity studies

Dynamic simulators model systems evolving over time. Often, it operates iteratively over fixed number of time-steps. The output of such simulator can be considered as time series or discrete functional outputs. Metamodeling is an e ective method to approximate demanding computer codes. Numerous metamodeling techniques are developed for simulators with a single output. Standard approach to model a dynamic simulator uses the same method also for multi-time series outputs: the metamodel is evaluated independently at every time step. This can be computationally demanding in case of large number of time steps. In some cases, simulator outputs for di erent combinations of input parameters have quite similar behaviour. In this paper, we propose an application of shape invariant model approach to model dynamic simulators. This model assumes a common pattern shape curve and curve-specific di erences in amplitude and timing are modelled with linear transformations. We provide an e cient algorithm of transformation parameters estimation and subsequent prediction algorithm. The method was tested with a CO2 storage reservoir case using an industrial commercial simulator and compared with a standard single step approach. The method provides satisfactory predictivity and it does not depend on the number of involved time steps.

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Source https://hal.science/hal-00806562
Author Sergienko, Ekaterina, Gamboa, Fabrice, Busby, Daniel
Maintainer CCSD
Last Updated May 11, 2026, 19:39 (UTC)
Created May 11, 2026, 19:39 (UTC)
Identifier hal-00806562
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Méthodes d'Analyse Stochastique des Codes et Traitements Numériques (GdR MASCOT-NUM) ; Institut National des Sciences Mathématiques et de leurs Interactions - CNRS Mathématiques (INSMI-CNRS)-Centre National de la Recherche Scientifique (CNRS)
creator Sergienko, Ekaterina
date 2012-03-01T00:00:00
harvest_object_id 9300f35f-350b-4c6a-a7f2-aa4d87720cdb
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2026-04-02T00:00:00
relation info:eu-repo/semantics/altIdentifier/arxiv/1304.0861
set_spec type:UNDEFINED