A Caltech Library Service

Uncertainty Propagation and Feature Selection for Loss Estimation in Performance-based Earthquake Engineering

Ching, Jianye and Porter, Keith A. and Beck, James L. (2004) Uncertainty Propagation and Feature Selection for Loss Estimation in Performance-based Earthquake Engineering. California Institute of Technology , Pasadena, California.

PDF - Published Version
See Usage Policy.


Use this Persistent URL to link to this item:


This report presents a new methodology, called moment matching, of propagating the uncertainties in estimating repair costs of a building due to future earthquake excitation, which is required, for example, when assessing a design in performance-based earthquake engineering. Besides excitation uncertainties, other uncertain model variables are considered, including uncertainties in the structural model parameters and in the capacity and repair costs of structural and non-structural components. Using the first few moments of these uncertain variables, moment matching requires only a few well-chosen point estimates to propagate the uncertainties to estimate the first few moments of the repair costs with high accuracy. Furthermore, the use of moment matching to estimate the exceedance probability of the repair costs is also addressed. These examples illustrate that the moment-matching approach is quite general; for example, it can be applied to any decision variable in performance-based earthquake engineering. Two buildings are chosen as illustrative examples to demonstrate the use of moment matching, a hypothetical three-story shear building and a real seven-story hotel building. For these two examples, the assembly-based vulnerability approach is employed when calculating repair costs. It is shown that the moment-matching technique is much more accurate than the well-known First-Order-Second-Moment approach when propagating the first two moments, while the resulting computational cost is of the same order. The repair-cost moments and exceedance probability estimated by the moment-matching technique are also compared with those by Monte Carlo simulation. It is concluded that as long as the order of the moment matching is sufficient, the comparison is satisfactory. Furthermore, the amount of computation for moment matching scales only linearly with the number of uncertain input variables. Last but not least, a procedure for feature selection is presented and illustrated for the second example. The conclusion is that the most important uncertain input variables among the many influencing the uncertainty in future repair costs are, in order of importance, ground-motion spectral acceleration, component capacity, ground-motion details and unit repair costs.

Item Type:Report or Paper (Technical Report)
Group:Earthquake Engineering Research Laboratory
Record Number:CaltechEERL:EERL-2004-02
Persistent URL:
Usage Policy:You are granted permission for individual, educational, research and non-commercial reproduction, distribution, display and performance of this work in any format.
ID Code:26557
Deposited By: Imported from CaltechEERL
Deposited On:23 Mar 2007
Last Modified:03 Oct 2019 03:15

Repository Staff Only: item control page