Abstract
The formalism is proposed for assessing the accuracy of simple regression takes into account both the correlation of the Y variable data and the impact of type B uncertainty in routine measurements.This is the continuation of authors’ work considering the data with type B uncertainty and uncorrelated random errors. The essence, criteria and dependencies of the regression method were examined. Simulated examples of determining uncertainty bands of the regression line fitted to measured points with different cases of correlated values of dependent Y variable are considered. The recommendations of GUM Guide [1] was referred to and the type B not discussed yet in the literature was considered. The proposed formalism is illustrated by examples the precisely know abscissa and ordinates with different correlation, and absolute and relative uncertainties type A and type B.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
GUM JCGM100: Guide to the expression of uncertainty in measurement. + S1: JCGM101:2008; Suppl.1. Propagation of distributions using a Monte Carlo method; + S2: JCGM102:2011; Suppl. 2 - Extension to any number of output quantities. BIPM Paris (2008)
Draper, R.D., Smith, H.: Applied Regression Analysis, 3rd edn. Wiley, New York (1973)
Piotrowski, J.: Theory of Physical and Technical Measurement. PWN-Elsevier, Amsterdam (1992)
Sanford, W.: Applied Linear Regression, 3rd edn. J, Willey and Sons (2005)
Zięba, A.: Analysis of Experimental Data in Science and Technology PWN 2013 (book in Polish. Extended English version by Cambridge Scholars Publishing, Newcastle GB in print)
Dorozhovets, M., Warsza, Z.L.: Uncertainty type A evaluation of autocorrelated measurement observations. Biuletyn of Military Tech. Acad. Warsaw LVII(2), 143–152 (2008)
Kessel R., Kacker R.: Correlation in uncertainty of measurement - a discussion of state-of-the-art techniques. In: Proceedings of XIX IMEKO World Congress Lisbon Portugal, p. 2352 (2009)
Elster, C., Toman, B.: Bayesian uncertainty analysis for a regression model versus application of GUM Supplement 1 to the least-squares estimate. Metrologia 48, 233–240 (2011)
Bich, W., Cox, M., Michotte, C.: Towards a new GUM-an update. Metrologia 53, 149 (2016)
White, D.R.: In pursuit of a fit-for-purpose uncertainty. Metrologia 53(01), 107 (2016)
Amiri-Simkooei, A.R., et al.: Estimation of straight-line parameters with fully correlated coordinates. Measurement 48, 378–386 (2014)
Chunovkina, A., Stepanov, A.: Estimation of linear regression confidence bands in case of correlated noise. In: Proceedings of the 12th International Conference Measurement 2019 in Smolenice Castle, Slovak Academy of Sciences, pp. 58–61 (2019). ISBN 978-80-972629-2-1
Warsza, Z.L.: Evaluation of the type a uncertainty in measurements with autocorrelated observations. In: Journal of Physics. Conference Series 459 Joint IMEKO TC1+TC7+TC13 Symposium: Measurement Across Physical and Behavioral Sciences, Genova, Italy (2013)
Warsza, Z.L.: Methods of extending the analysis of measurement uncertainty. Monograph. PIAP 2016 (in Polish with abstracts of chapters in English)
Warsza, Z.L., Puchalski, J.: Estimation of uncertainties in indirect parameter measurements of correlated quantities. In: Proceedings of 12th International Conference “Measurement 2019” Slovak Academy of Sciences, Slovakia, pp. 51–57 (2019)
Warsza, Z.L., Puchalski, J., Idzkowski, A.: Application of the vector method for estimating characteristic function based on measurements uncertainty at two control points. In: Proceedings of AMSA V 2019 18–20 Sept. Novosibirsk NSTU, pp. 60–73 (2019). ISSN 2313-870X (amsa.conf.nstu.ru)
Warsza, Z.L., Puchalski, J.: Estimation of uncertainties in indirect multivariable measurements Part 1. Case of correlated quantities. In: Szewczyk, R., et al. (eds.) Proceedings of Automation 2020, Towards Industry of the Future. AISIC Series, vol. 1140, pp. 309–325. Springer (2020)
Warsza, Z.L., Puchalski, J.: Dependence of the uncertainty bands of the regression line on uncertainties of types A and B of measured variable Y. Paper 32 in this book
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2021 The Author(s), under exclusive license to Springer Nature Switzerland AG
About this paper
Cite this paper
Warsza, Z.L., Puchalski, J. (2021). Uncertainty Bands of the Regression Line for Autocorrelated Data of Dependent Variable Y. In: Szewczyk, R., Zieliński, C., Kaliczyńska, M. (eds) Automation 2021: Recent Achievements in Automation, Robotics and Measurement Techniques. AUTOMATION 2021. Advances in Intelligent Systems and Computing, vol 1390. Springer, Cham. https://doi.org/10.1007/978-3-030-74893-7_33
Download citation
DOI: https://doi.org/10.1007/978-3-030-74893-7_33
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-030-74892-0
Online ISBN: 978-3-030-74893-7
eBook Packages: Intelligent Technologies and RoboticsIntelligent Technologies and Robotics (R0)