Comparison of straight line curve fit approaches for determining parameter variances and covariances

Q3 Engineering
V. Ramnath
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引用次数: 0

Abstract

Pressure balances are known to have a linear straight line equation of the formy = ax + bthat relates the applied pressurexto the effective areay, and recent work has investigated the use of Ordinary Least Squares (OLS), Weighted Least Squares (WLS), and Generalized Least Squares (GLS) regression schemes in order to quantify the expected values of the zero-pressure areaA0 = band distortion coefficientλ = a/bin pressure balance models of the formy = A0(1 + λx). The limitations with conventional OLS, WLS and GLS approaches is that whilst they may be used to quantify the uncertaintiesu(a) andu(b) and the covariancecov(a,b), it is technically challenging to analytically quantify the covariance termcov(A0,λ) without additional Monte Carlo simulations. In this paper, we revisit an earlier Weighted Total Least Squares with Correlation (WTLSC) algorithm to determine the variancesu2(a) andu2(b) along with the covariancecov(a,b), and develop a simple analytical approach to directly infer the corresponding covariancecov(A0,λ) for pressure metrology uncertainty analysis work. Results are compared to OLS, WLS and GLS approaches and indicate that the WTLSC approach may be preferable as it avoids the need for Monte Carlo simulations and additional numerical post-processing to fit and quantify the covariance term, and is thus simpler and more suitable for industrial metrology pressure calibration laboratories. Novel aspects is that a Gnu Octave/Matlab program for easily implementing the WTLSC algorithm to calculate parameter expected values, variances and covariances is also supplied and reported.
确定参数方差和协方差的直线曲线拟合方法的比较
压力平衡已知有一个线性的直线方程,形式= ax + b,将施加的压力x与有效面积联系起来,最近的工作研究了使用普通最小二乘法(OLS),加权最小二乘法(WLS)和广义最小二乘法(GLS)回归方案,以量化形式= A0(1 + λx)的零压力区域的期望值aa0 =带失真系数λ = a/bin压力平衡模型。传统的OLS、WLS和GLS方法的局限性在于,虽然它们可以用于量化不确定性u(a)和u(b)以及协方差ecov(a,b),但在没有额外的蒙特卡罗模拟的情况下,分析量化协方差项cov(A0,λ)在技术上具有挑战性。在本文中,我们回顾了早期的加权总最小二乘与相关(WTLSC)算法来确定方差u2(a)和u2(b)以及协方差ecov(a,b),并开发了一种简单的分析方法来直接推断相应的协方差ecov(A0,λ)用于压力计量不确定性分析工作。结果与OLS、WLS和GLS方法进行了比较,表明WTLSC方法可能更可取,因为它避免了蒙特卡罗模拟和额外的数值后处理来拟合和量化协方差项,因此更简单,更适合工业计量压力校准实验室。新颖之处在于,本文还提供并报告了一个Gnu Octave/Matlab程序,用于方便地实现WTLSC算法来计算参数期望值、方差和协方差。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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来源期刊
International Journal of Metrology and Quality Engineering
International Journal of Metrology and Quality Engineering Engineering-Safety, Risk, Reliability and Quality
CiteScore
1.70
自引率
0.00%
发文量
8
审稿时长
8 weeks
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