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Measurement Techniques

, Volume 62, Issue 5, pp 410–414 | Cite as

Estimation of Conformance Bands for Linear Regression with Correlated Input Data

  • A. V. Stepanov
  • A. G. ChunovkinaEmail author
Article
  • 13 Downloads

The problem of calculating the uncertainty bands for a linear regression with correlated initial data is considered. The conformance factors for regression uncertainty bands with different models of errors in the initial data are obtained by the Monte-Carlo method. The linear regression coefficients are estimated by the generalized method of least squares. The following models of measurement error are considered: Gaussian white noise, exponentially correlated noise, and flicker noise. A comparative analysis of the uncertainty bands of linear drift is conducted for these models.

Keywords

uncertainty uncertainty bands of linear regression estimation of linear drift correlated noise 

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Copyright information

© Springer Science+Business Media, LLC, part of Springer Nature 2019

Authors and Affiliations

  1. 1.Mendeleev All-Russia Research Institute of Metrology (VNIIM)St. PetersburgRussia

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