Uncertainty quantification via elicitation of expert judgements

Abstract

The purpose of this paper is to depict one method of quantifying uncertainty about different parameters, which is based on eliciting judgements either from a single expert or from a group of experts. The quantities obtained as a result of the elicitation are therefore used in order to fit probability density functions (PDFs) by using an in-house MATLAB model which uses appropriate fitting techniques similar to the ones suggested in the existing literature. Consequently, an initial framework has been implemented which would first of all allow the comparison of elicited data with the experimental results. The underlying theory behind the elicitation process is being presented and subsequently an aero-engine Fan Blade Off (FBO) case study is presented. The framework is used to illustrate the way in which expert judgements are implemented as inputs into the MATLAB model which is used to predict different parameters of interest associated to FBO events such as probabilities of having a particular speed during an event as well as what are the characteristics of the most likely events to occur. Those are taken into consideration in order to allow the designer to perform relevant and more detailed analysis on the fan subsystem during the preliminary design process