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Casestudie Breakdown prediction Contell PILOT - Transumo

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Another group of mean values are the weighted and moving ones. A weighted<br />

arithmetic mean, for instance, can be used to calculate a correct mean temperature,<br />

if the underlying dataset contains different time ranges. It is also possible to assign a<br />

higher importance to newer values (e.g. current outliers). The moving arithmetic<br />

mean always calculates a mean value by using the same number of values.<br />

Typically, the newest values are taken. As long as monitoring data is saved within<br />

constant time ranges, this method allows a calculation of mean values for a defined<br />

time span, e.g. the last three hours. Furthermore, it is also possible to add weighting<br />

to this kind of mean.<br />

Up to now, the presented statistical values just analyzed an average behavior. It was<br />

not possible to get further information of outliers. Therefore, the standard deviation is<br />

needed. It describes the mean variation of data values and is calculated by using the<br />

Formula 5-3. ([Eckey02], p. 71)<br />

σ =<br />

∑<br />

(<br />

X i<br />

n<br />

− X )<br />

2<br />

Formula 5-3: The Standard Deviation Formula<br />

This measure offers quite a lot of information in combination with the arithmetic<br />

mean. A low standard deviation indicates only slight changes around the mean value.<br />

By contrast, a high standard deviation indicates greater changes.<br />

Section 5.10.1 describes a promising approach, how these just presented basic<br />

statistical measures can be used to improve the current situation of insufficient<br />

information.<br />

5.4 Regression<br />

The general idea of regression is to describe a dataset of value pairs (x, y) by a<br />

functional model, as described in section 5.1 ([Gentle02], p. 301). Looking at time<br />

series data, regression tries to determine a functional model that describes the<br />

change of a value y over time x. Figure 5-1 pictures two examples of regression.<br />

60

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