Error Estimates Derived from the Data for Least-Squares Spline Fitting

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The use of least-squares fitting by cubic splines for the purpose of noise reduction in measured data is studied. Splines with variable mesh size are considered. The error, the difference between the input signal and its estimate, is divided into two sources: the R-error, which depends only on the noise and increases with decreasing mesh size, and the Ferror, which depends only on the signal and decreases with decreasing mesh size. The estimation of both errors as a function of time is demonstrated. The R-error estimation requires knowledge of the statistics of the noise and uses well-known methods. The primary ... continued below

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Blair, Jerome June 25, 2007.

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The use of least-squares fitting by cubic splines for the purpose of noise reduction in measured data is studied. Splines with variable mesh size are considered. The error, the difference between the input signal and its estimate, is divided into two sources: the R-error, which depends only on the noise and increases with decreasing mesh size, and the Ferror, which depends only on the signal and decreases with decreasing mesh size. The estimation of both errors as a function of time is demonstrated. The R-error estimation requires knowledge of the statistics of the noise and uses well-known methods. The primary contribution of the paper is a method for estimating the F-error that requires no prior knowledge of the signal except that it has four derivatives. It is calculated from the difference between two different spline fits to the data and is illustrated with Monte Carlo simulations and with an example.

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  • Journal Name: IEEE Instrumentation and Measurement Technology Proceedings, 2007, IMTC 2007; Conference: 2007 IEEE Instrumentation and Measurement Technology Conference; Warsaw, Poland; May 1-3, 2007

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  • Report No.: DOE/NV/25946--132
  • Grant Number: DE-AC52-06NA25946
  • DOI: 10.1109/IMTC.2007.379416 | External Link
  • Office of Scientific & Technical Information Report Number: 934781
  • Archival Resource Key: ark:/67531/metadc896715

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  • June 25, 2007

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  • Sept. 27, 2016, 1:39 a.m.

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  • Oct. 31, 2016, 8:10 p.m.

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Blair, Jerome. Error Estimates Derived from the Data for Least-Squares Spline Fitting, article, June 25, 2007; United States. (digital.library.unt.edu/ark:/67531/metadc896715/: accessed October 19, 2017), University of North Texas Libraries, Digital Library, digital.library.unt.edu; crediting UNT Libraries Government Documents Department.