Performing T-tests to Compare Autocorrelated Time Series Data Collected from Direct-Reading Instruments
Performing T-tests to Compare Autocorrelated Time Series Data Collected from Direct-Reading Instruments
复制标题
执行 T 检验以比较从直读仪器收集的自相关时间序列数据
DOI：
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发表时间：
2015
影响因子：
2
通讯作者：
J. Cavanaugh
中科院分区：
文献类型：
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作者：
P. O’Shaughnessy;J. Cavanaugh
工业化学家现在通常使用直接读取仪器来评估工作场所的危险。来自这些仪器的随时间的存储值构成通常自相关的测量的时间序列。由于需要使用直接读取仪器的值对两个职业场景进行统计比较，t检验必须考虑测量自相关性，否则由此产生的检验将具有很大程度上夸大的第1类错误概率（零假设的错误拒绝）。一种方法描述了一个样本和两个样本的情况下，适当地调整自相关。该方法涉及“等效样本量”的计算，在确定时间序列平均值的标准误差时，等效样本量有效地减少了实际样本量。提供了一个例子为单样本的情况下，并给出了一个例子，其中两个自相关的时间序列组成的对数正态分布的测量进行双样本t检验。
Industrial hygienists now commonly use direct-reading instruments to evaluate hazards in the workplace. The stored values over time from these instruments constitute a time series of measurements that are often autocorrelated. Given the need to statistically compare two occupational scenarios using values from a direct-reading instrument, a t-test must consider measurement autocorrelation or the resulting test will have a largely inflated type-1 error probability (false rejection of the null hypothesis). A method is described for both the one-sample and two-sample cases which properly adjusts for autocorrelation. This method involves the computation of an “equivalent sample size” that effectively decreases the actual sample size when determining the standard error of the mean for the time series. An example is provided for the one-sample case, and an example is given where a two-sample t-test is conducted for two autocorrelated time series comprised of lognormally distributed measurements.