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

Kowalczyk, Adam ; Szlachta, Anna ; Hanus, Robert ; Chorzępa, Rafał

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