An Extreme-Value Approach to Anomaly Vulnerability Identification

The objective of this paper is to present a method for importance analysis in parametric probabilistic modeling where the result of interest is the identification of potential engineering vulnerabilities associated with postulated anomalies in system behavior. In the context of Accident Precursor Analysis (APA), under which this method has been developed, these vulnerabilities, designated as anomaly vulnerabilities, are conditions that produce high risk in the presence of anomalous system behavior. The method defines a parameter-specific Parameter Vulnerability Importance measure (PVI), which identifies anomaly risk-model parameter values that indicate the potential presence of anomaly vulnerabilities, and allows them to be prioritized for further investigation. This entails analyzing each uncertain risk-model parameter over its credible range of values to determine where it produces the maximum risk. A parameter that produces high system risk for a particular range of values suggests that the system is vulnerable to the modeled anomalous conditions, if indeed the true parameter value lies in that range. Thus, PVI analysis provides a means of identifying and prioritizing anomaly-related engineering issues that at the very least warrant improved understanding to reduce uncertainty, such that true vulnerabilities may be identified and proper corrective actions taken.