TSA Confidence Limits VI

Owning Palette: Statistical Analysis VIs

Requires: Advanced Signal Processing Toolkit

Computes confidence limits of the mean and standard deviation values of the univariate or multivariate (vector) time series. Wire data to the Xt input to determine the polymorphic instance to use or manually select the instance.

Details  Example

TSA Confidence Limits (Waveform)

	Xt specifies the univariate time series.
	confidence level specifies the level of confidence, as a percentage, to use in computing the confidence limits of the mean and standard deviation values. The default is 95.
	error in describes error conditions that occur before this node runs. This input provides standard error in functionality.
	mean limits returns the confidence limits of the mean value at the specified confidence level. upper returns the upper confidence limit of the mean value at the specified confidence level. lower returns the lower confidence limit of the mean value at the specified confidence level.
	std deviation limits returns the confidence limits of the standard deviation value at the specified confidence level. upper returns the upper confidence limit of the standard deviation value at the specified confidence level. lower returns the lower confidence limit of the standard deviation value at the specified confidence level.
	error out contains error information. This output provides standard error out functionality.

TSA Confidence Limits (Array)

	Xt specifies the univariate time series.
	confidence level specifies the level of confidence, as a percentage, to use in computing the confidence limits of the mean and standard deviation values. The default is 95.
	error in describes error conditions that occur before this node runs. This input provides standard error in functionality.
	mean limits returns the confidence limits of the mean value at the specified confidence level. upper returns the upper confidence limit of the mean value at the specified confidence level. lower returns the lower confidence limit of the mean value at the specified confidence level.
	std deviation limits returns the confidence limits of the standard deviation value at the specified confidence level. upper returns the upper confidence limit of the standard deviation value at the specified confidence level. lower returns the lower confidence limit of the standard deviation value at the specified confidence level.
	error out contains error information. This output provides standard error out functionality.

TSA Vector Confidence Limits (Waveform)

	Xt specifies the multivariate (vector) time series.
	confidence level specifies the level of confidence, as a percentage, to use in computing the confidence limits of the mean and standard deviation values. The default is 95.
	error in describes error conditions that occur before this node runs. This input provides standard error in functionality.
	mean limits returns the confidence limits of the mean value at the specified confidence level. upper returns the upper confidence limit of the mean value at the specified confidence level. lower returns the lower confidence limit of the mean value at the specified confidence level.
	std deviation limits returns the confidence limits of the standard deviation value at the specified confidence level. upper returns the upper confidence limit of the standard deviation value at the specified confidence level. lower returns the lower confidence limit of the standard deviation value at the specified confidence level.
	error out contains error information. This output provides standard error out functionality.

TSA Vector Confidence Limits (Array)

	Xt specifies the multivariate (vector) time series. Each column of the 2D array represents a vector at certain time.
	confidence level specifies the level of confidence, as a percentage, to use in computing the confidence limits of the mean and standard deviation values. The default is 95.
	error in describes error conditions that occur before this node runs. This input provides standard error in functionality.
	mean limits returns the confidence limits of the mean value at the specified confidence level. upper returns the upper confidence limit of the mean value at the specified confidence level. lower returns the lower confidence limit of the mean value at the specified confidence level.
	std deviation limits returns the confidence limits of the standard deviation value at the specified confidence level. upper returns the upper confidence limit of the standard deviation value at the specified confidence level. lower returns the lower confidence limit of the standard deviation value at the specified confidence level.
	error out contains error information. This output provides standard error out functionality.

TSA Confidence Limits Details

Confidence limits of the mean

This VI calculates confidence limits of the mean according to a test of the t distribution. If a time series satisfies the normal distribution with mean m and variance s², the statistical value satisfies t(n–1) distribution, where is the estimation of m, is the estimation of s, and n is the number of univariate time series X_t.

Given the confidence level a,

Confidence limits of the standard deviation

This VI calculates confidence limits of the standard deviation according to a test of c distribution. If a time series satisfies normal distribution with mean m and variance s², then the statistical value satisfies c²(n–1) distribution, where is the estimate of s, and n is the number of univariate time series X_t.

Given the confidence level a,

Reference:

NIST/SEMATECH e-Handbook of Statistical Methods, http://www.itl.nist.gov/div898/handbook, 2005.

Example

Refer to the Series Statistical Analysis VI in the labview\examples\Time Series Analysis\TSAGettingStarted directory for an example of using the TSA Confidence Limits VI.