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Tolerance Intervals in a Heteroscedastic Linear Regression Context with Applications to Aerospace Equipment Surveillance

机译:异方差线性回归上下文中的公差区间及其在航空航天设备监视中的应用

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摘要

A heteroscedastic linear regression model is developed from plausible assumptions that describe the time evolution of performance metrics for equipment. The inherited motivation for the related weighted least squares analysis of the model is an essential and attractive selling point to engineers with interest in equipment surveillance methodologies. A simple test for the significance of the heteroscedasticity suggested by a data set is derived and a simulation study is used to evaluate the power of the test and compare it with several other applicable tests that were designed under different contexts. Tolerance intervals within the context of the model are derived, thus generalizing well-known tolerance intervals for ordinary least squares regression. Use of the model and its associated analyses is illustrated with an aerospace application where hundreds of electronic components are continuously monitored by an automated system that flags components that are suspected of unusual degradation patterns.
机译:从描述设备性能指标的时间演变的合理假设中发展了异方差线性回归模型。对于模型的相关加权最小二乘分析,其继承的动机对于对设备监视方法感兴趣的工程师来说是必不可少的诱人卖点。得出了一个关于数据集所建议的异方差意义的简单测试,并使用仿真研究评估了测试的功效并将其与在不同情况下设计的其他几种适用的测试进行比较。得出模型上下文中的公差区间,从而针对普通最小二乘回归归纳了众所周知的公差区间。该模型及其相关分析的用法在航空航天应用中得到了说明,其中自动化系统连续监视数百个电子组件,该系统会标记怀疑存在异常降解模式的组件。

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    Reed Institute for Applied Statistics, Claremont McKenna College, Claremont, CA 91711, USA;

    Department of Statistics, University of California, Riverside, CA 92521, USA;

    Mathematical Research and Analysis Corporation, Claremont, CA 91711, USA;

    Department of Statistics, University of California, Riverside, CA 92521, USA;

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