Generalized error-dependent prediction uncertainty in multivariate calibration
Autor: | Franco Allegrini, Alejandro C. Olivieri, Peter D. Wentzell |
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Rok vydání: | 2016 |
Předmět: |
Independent and identically distributed random variables
Multivariate statistics Heteroscedasticity Context (language use) 02 engineering and technology 01 natural sciences Biochemistry Analytical Chemistry HETEROSCEDASTIC ERRORS Statistics Environmental Chemistry MULTIVARIATE CALIBRATION Spectroscopy Propagation of uncertainty ERROR PROPAGATION Observational error Chemistry Otras Ciencias Químicas 010401 analytical chemistry Ciencias Químicas 021001 nanoscience & nanotechnology 0104 chemical sciences MEASUREMENT NOISE Noise Standard error PREDICTION ERRORS CORRELATED ERRORS 0210 nano-technology CIENCIAS NATURALES Y EXACTAS |
Zdroj: | Analytica Chimica Acta. 903:51-60 |
ISSN: | 0003-2670 |
DOI: | 10.1016/j.aca.2015.11.028 |
Popis: | Most of the current expressions used to calculate figures of merit in multivariate calibration have been derived assuming independent and identically distributed (iid) measurement errors. However, it is well known that this condition is not always valid for real data sets, where the existence of many external factors can lead to correlated and/or heteroscedastic noise structures. In this report, the influence of the deviations from the classical iid paradigm is analyzed in the context of error propagation theory. New expressions have been derived to calculate sample dependent prediction standard errors under different scenarios. These expressions allow for a quantitative study of the influence of the different sources of instrumental error affecting the system under analysis. Significant differences are observed when the prediction error is estimated in each of the studied scenarios using the most popular first-order multivariate algorithms, under both simulated and experimental conditions. Fil: Allegrini, Franco. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Rosario. Instituto de Química Rosario. Universidad Nacional de Rosario. Facultad de Ciencias Bioquímicas y Farmacéuticas. Instituto de Química Rosario; Argentina Fil: Wentzell, Peter D.. Dalhousie University Halifax; Canadá Fil: Olivieri, Alejandro Cesar. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Rosario. Instituto de Química Rosario. Universidad Nacional de Rosario. Facultad de Ciencias Bioquímicas y Farmacéuticas. Instituto de Química Rosario; Argentina |
Databáze: | OpenAIRE |
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