接受域类型差异对多重备选假设数据探测法的影响分析

Analyses of the Impact of Different Types of Acceptance Regions on Data Snooping with Multiple Alternative Hypotheses

  • 摘要: 当先验单位权方差因子已知时,超椭球体或超多面体接受域常被用于多重备选假设数据探测法,以探测与识别观测值中的粗差,但不同接受域类型对该方法的影响缺乏分析。首先,分别基于残差和闭合差构建的Baarda w-检验统计量,综合分析接受域类型的差异对检验空间、检验决策概率计算、最小可探测偏差(minimal detectable bias,MDB)及正确识别概率的影响。总结了目前三种计算检验决策概率的方法。然后,以二维闭合差的检验空间为基础,揭示了不同接受域类型导致的正确识别率差异与函数模型几何间的对应关系。数值实验结果表明,不同接受域类型不仅会导致MDB的不同,还会影响检验决策概率的大小,导致正确识别率存在差异。通过分析该差异与模型几何间的关系,有助于改善网形设计,减小因接受域类型的差异对备选模型正确识别率的影响。

     

    Abstract: Objectives: When the a priori variance factor is known, hyperellipsoidal or hyperpolyhedral acceptance regions are frequently utilized for data snooping with multiple alternative hypotheses to pinpoint potential outliers in the observations. Despite their prevalence, there is a dearth of research examining how these regions affect the efficacy of data snooping. Methods: This study employs residual- and misclosurebased Baarda w-test statistics to provide a comprehensive analysis of the impact of different acceptance regions on the testing space, decision probabilities, the minimal detectable bias (MDB), and the probability of correctly identifying an alternative hypothesis. It also explores how the geometry of the functional model impacts the correct identification probabilities in a two-dimensional misclosure-based testing space. Results: The results show that different types of acceptance regions have a certain impact on the size of the MDB and the testing decision probabilities, but it is not significant. However, under certain geometric conditions, the variation in correct identification probabilities is significant, with a theoretical difference of nearly 3% in single-point positioning scenarios. From the geometric perspective of partitioning of the misclosure space, the difference in acceptance regions will change the subspaces of the critical regions, thereby affecting the results of outlier detection and identification. Conclusions: Analyzing the relationship between different types of acceptance regions and model geometry can help improve the model geometry and reduce its impact on the probability of correct identification. The findings of this research are informative for the selection of hyperellipsoid and hyperpolyhedral acceptance regions, when employing data snooping with multiple alternative hypotheses in scenarios where the a priori variance factor is known.

     

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