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Theoretic and empirical data‐inclusive process characterization
Author(s) -
Bokov Vladimir B.
Publication year - 2007
Publication title -
journal of the royal statistical society: series a (statistics in society)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.103
H-Index - 84
eISSN - 1467-985X
pISSN - 0964-1998
DOI - 10.1111/j.1467-985x.2007.00474.x
Subject(s) - computer science , inference , multiplicative function , statistical inference , statistical model , empirical research , process (computing) , econometrics , mathematics , artificial intelligence , statistics , mathematical analysis , operating system
Summary. In process characterization the quality of information that is obtained depends directly on the quality of process model. The current quality revolution is now providing a strong stimulus for rethinking and re‐evaluating many statistical ideas. Among these are the role of theoretic knowledge and data in statistical inference and some issues in theoretic–empirical modelling. With this concern the paper takes a broad, pragmatic view of statistical inference to include all aspects of model formulation. The estimation of model parameters traditionally assumes that a model has a prespecified known form and takes no account of possible uncertainty regarding model structure. But in practice model structural uncertainty is a fact of life and is likely to be more serious than other sources of uncertainty which have received far more attention. This is true whether the model is specified on subject‐matter grounds or when a model is formulated, fitted and checked on the same data set in an iterative interactive way. For that reason novel modelling techniques have been fashioned for reducing model uncertainty. Using available knowledge for theoretic model elaboration the techniques that have been created approximate the exact unknown process model concurrently by accessible theoretic and polynomial empirical functions. The paper examines the effects of uncertainty for hybrid theoretic–empirical models and, for reducing uncertainty, additive and multiplicative methods of model formulation are fashioned. Such modelling techniques have been successfully applied to perfect a steady flow model for an air gauge sensor. Validation of the models elaborated has revealed that the multiplicative modelling approach allows us to attain a satisfactory model with small discrepancy from empirical evidence.