Szczegóły

Tytuł artykułu

Estimation of Conditional Expected Value for Exponentially Autocorrelated Data

Tytuł czasopisma

Metrology and Measurement Systems

Rocznik

2017

Wolumin

vol. 24

Numer

No 1

Autorzy

Słowa kluczowe

conditional averaging ; conditional expected value ; auto-correlated data ; random signals

Wydział PAN

Nauki Techniczne

Wydawca

Polish Academy of Sciences Committee on Metrology and Scientific Instrumentation

Data

2017.03.30

Typ

Artykuły / Articles

Identyfikator

DOI: 10.1515/mms-2017-0005 ; ISSN 2080-9050, e-ISSN 2300-1941

Źródło

Metrology and Measurement Systems; 2017; vol. 24; No 1

Strony

69-78

Referencje

Bayley (1946), The effective number of independent observations in an autocorrelated time - series, Stat Soc Suppl, 8, 184, doi.org/10.2307/2983560 ; Zięba (2011), Standard deviation of the mean of autocorrelated observations estimated with the use of the autocorrelation function estimated from the data, Metrol Meas Syst, 18, 529, doi.org/10.2478/v10178-011-0052-x ; Kowalczyk (2012), Standard uncertainty determination of the mean for correlated data using conditional averaging, Metrol Meas Syst, 19, 787. ; Zhang (2008), Allan variance of time series models for measurement data, Metrologia, 45, 549, doi.org/10.1088/0026-1394/45/5/009 ; Witt (2007), Using the autocorrelation function to characterize time series of voltage measurements, Metrologia, 44, 201, doi.org/10.1088/0026-1394/44/3/006 ; Zięba (2010), Effective number of observations and unbiased estimators of variance for autocorrelated data an overview, Metrol Meas Syst, 17. ; Zhang (2006), Calculation of the uncertainty of the mean of autocorrelated measurements, Metrologia, 43, 276, doi.org/10.1088/0026-1394/43/4/S15

Polityka Open Access

Metrology and Measurement Systems is an open access journal with all content available with no charge in full text version.


The journal content is available under the license CC BY-NC-ND 4.0. https://creativecommons.org/licenses/by-nc-nd/4.0/
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