A Gray System Modeling Approach To The Prediction of Calibration Intervals
A Gray System Modeling Approach To The Prediction of Calibration Intervals
Abstract—This paper discusses a class of data-preprocessed sta- stochastic model that can be tailored to the given measuring in-
tistical models for evaluating the optimal calibration interval of a strument.
measuring instrument. These models are based on the assumption Useful stochastic methods for data management and time se-
that the calibration status of a measuring instrument can be pre-
dicted using the instrument’s historical calibration data. On the ries analysis exist [3], [4]. In 1991, Stuckman et al. [5] pro-
basis of the gray threshold value prediction method, a series of his- posed a Wiener process model for the calibration drift of an
torical calibration data are preprocessed so that a monotone-in- electrical meter. In 1997, Bobbio et al. [6] proposed a class of
creasing series of data points will be created. Then, the first-order stochastic methods for modeling the drift of one observable pa-
gray model, exponential regression, linear regression, and general rameter of an instrument. However, these statistical approaches
polynomial regression are applied to fit the series of preprocessed
data points to predict the time at which the measured value of the require large amounts of data and need a typical procedure such
instrument will be outside of the allowable tolerance range. The as Gauss distribution or Markov procedure so that percentiles
effectiveness of each developed model was evaluated through the can be used.
actual data collected in a calibration laboratory. Results demon- In system theories, incomplete information for a given system
strate that the gray threshold value prediction based on second- is often called “the black box.” “Black” means that the informa-
order polynomial model, a modified autoregressive model, is the
best method for forecasting the calibration interval of a measuring tion is not entirely available. Conversely, “white” means that the
instrument. required information is complete. The meaning of “gray” can be
expressed as the characteristic between black and white. In other
Index Terms—Calibration interval, gray system theory, gray
threshold value prediction method, statistical model. words, the information is poor or uncertain. The purpose of the
“gray” system and its applications is to bridge the gap between
“black” and “white” (i.e., a “gray” system can be called a par-
I. INTRODUCTION tially known and partially unknown system). In the real word, it
is difficult to describe a proper mathematical expression, which
T HE characteristics of a measuring instrument are specified
immediately after calibration. Owing to factors such as
aging, mechanical wear, and long-term environmental changes,
becomes the model to express the dynamic behavior of a com-
plex system. The focal point of the “gray” system theory in-
the characteristics of a measuring instrument change over a pe- volves using a finite amount of available information to build
riod of time. A reliable estimation approach for determining the a “gray” model (GM) in order to approximate the dynamic be-
optimized calibration intervals (the time between two consec- havior of a system [7]. The “gray” system theory was pioneered
utive calibrations made by a measuring instrument) is a very by Deng in 1982 [8]. The modeling techniques are characterized
crucial problem in any quality assurance program. However, by by the following.
international standards, there is a lack of well-established and • The original data series does not require a probability dis-
recommended methods of determining the calibration intervals tribution.
for a measuring instrument [1]. The methods surveyed in [1] are • A minimum of three data points are required for modeling.
mostly of a statistical nature and can be applied to the same cate- • Little computational effort is needed to constitute the
gory of measuring instruments. In an alternative approach based model.
upon calibration drift, measurement nonlinearity, and measure- • The accumulating generation is provided to adapt system
ment uncertainty, the manufacturers of electrical instruments dynamic behavior.
specify some recommended calibration intervals. In effect, this The gray prediction, the most important section in the gray
mode of specification tends to be quite conservative and cannot system theory, is based on some treatments of the original data
be considered a real operation environment for the measuring and the establishments of the gray model to discover and to con-
system [2]. Therefore, it is practical to resort to a satisfactory trol the development laws of the system. The gray prediction
method has been applied broadly in academic fields, and all of
the resulting research has reached good results [9]–[14]. Five
Manuscript received October 30, 2003; revised May 15, 2004. kinds of gray prediction methods have been proposed for their
K.-H. Lin was with the Department of Electrical Engineering, National Cheng respective application [15], from which the gray threshold value
Kung University, Tainan, Taiwan 701, R.O.C. He is now with the Department of
Electrical Engineering, National Huwei University of Science and Technology, prediction was adopted for our prediction problem.
Huwei, Taiwan 632, R.O.C. As mentioned in [5] and [6], this paper also addresses the
B.-D. Liu is with the Department of Electrical Engineering, National problem of modeling calibration drift in a measuring instru-
Cheng Kung University, Tainan, Taiwan 701, R.O.C. (e-mail: [email protected].
ncku.edu.tw). ment. A class of data-preprocessed statistical models will be
Digital Object Identifier 10.1109/TIM.2004.840234 presented to predict the time when the measuring instrument
0018-9456/$20.00 © 2005 IEEE
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298 IEEE TRANSACTIONS ON INSTRUMENTATION AND MEASUREMENT, VOL. 54, NO. 1, FEBRUARY 2005
needs to be recalibrated. The modeling process starts with the solution for the first-order differential equation is also in the ex-
gray threshold value prediction method adopted to preprocess ponential form, thus, many workers in system research are in-
the series of historical measuring instrument calibration records. terested in differential equations with the belief that differential
Four statistical methods, i.e., the first-order gray model, expo- equations deeply describe the essence of system development.
nential regression, linear regression, and polynomial regression The concept of gray derivatives is introduced so that we can
are then applied to fit the series of preprocessed data. Each fitting establish models similar to differential equations for sequences
equation is used to predict the calibration interval for the mea- of discrete data. Thus, an ordinary first-order differential equa-
suring instrument. By using the actual data from St. John’s and tion can be taken into consideration to approximate the behavior
St. Mary’s Institute of Technology (SJSMIT) Calibration Lab- of . According to GM(1, 1), we can form the following
oratory, three examples are given to demonstrate the validity of first-order gray differential equation:
fitting error and forecasting error for each modeling technique.
(5)
II. GRAY THRESHOLD VALUE PREDICTION BASED ON
STATISTICAL MODELS where the parameters and in the GM(1, 1) are, respectively,
In this section, we will discuss the gray modeling technique, called the development coefficient and gray action quantity. By
gray threshold value prediction method, and curve-fitting anal- solving the differential equation, we can get the prediction func-
ysis applied in this study. tion for the gray system. The sequence given by
(10)
where
Summarizing the above descriptions, Appendix A shows an ex-
(3) ample of the description for steps of building the GM(1, 1)
model.
After the process of accumulating generation was applied, the B. Gray Threshold Value Prediction Method
inverse accumulated generating operation (IAGO) plays the role
of returning the data to the original condition. So, AGO, and The gray threshold value prediction is appropriate for the pre-
IAGO are a pair of inverse sequence operators. The operation diction of a “disaster” that may occur in a certain period of time.
of IAGO for the first-order series is defined as follows: The task of the disaster prediction is to pinpoint the time mo-
ment(s) for one or several threshold values to occur so that rel-
and evant parties can have enough time to do preparations for disas-
for ters to come [15]. Assume that a time series data expressed as
(4) (11)
Obviously, for a non-negative original data series , the is a sequence of raw data. For a given upper threshold value ,
exhibits the increased data series and becomes more reg- the subsequence of
ular than . Suppose that we treat the accumulated result
as an exponentially behaved increasing energy, the tendency of
can be approximated using an exponential function. The (12)
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LIN AND LIU: A GRAY SYSTEM MODELING APPROACH TO THE PREDICTION OF CALIBRATION INTERVALS 299
(13)
(14)
C. Curve-fitting
Curve-fitting is a technique for extracting a set of curve pa-
rameters from the data series to obtain a functional description
of the data series. The algorithm that fits a curve to a particular
data series is known as the least squared method. The curve-fit-
ting error is defined as
(15)
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Fig. 3. Exponential model in experiment one. Fig. 6. Third-order polynomial model in experiment one.
Fig. 4. Linear fit model in experiment one. Fig. 7. Fourth-order polynomial model in experiment one.
TABLE I
FITTING MSE AND FORECASTING MSE OF HP3478A MULTIMETER FOR
DIFFERENT MODELS
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LIN AND LIU: A GRAY SYSTEM MODELING APPROACH TO THE PREDICTION OF CALIBRATION INTERVALS 301
TABLE II
FITTING MSE AND FORECASTING MSE OF FLUKE 45 MULTIMETER FOR
DIFFERENT MODELS
Fig. 11. Actual values of MT800 and gray threshold value prediction method.
Fig. 9. Actual values of Fluke 45 and gray threshold value prediction method.
Fig. 12. Fitting and forecasting curve for different prediction models in
experiment three.
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D. Discussions
Generally, the distribution of a calibration data series for a
measuring instrument always fluctuates within a certain range.
As the predicted result will follow the trajectory of the pre-
vious data, the fluctuating sequence would make the prediction
unacceptable at the inflection point of the data series. Thus, if
we can remove the fluctuation from the original curve, the pre-
For ease of exposition, the following three basic factors are em-
dicted results would become more accurate [17]. This is why the
ployed to assess the suitability of the second-order polynomial
study began with the gray threshold value prediction method to
models selected in the above-mentioned Experiments One, Two,
convert the fluctuating sequence into a monotone increasing se-
and Three: 1) coefficient of multiple determination; 2) F test;
quence. The focal point then selects a well-fitted model appro-
and 3) confidence intervals (CIs) [20]. The results are listed in
priate for the monotone data points.
Table IV. It is observed that the CIs of the model’s parameters
In general, a higher order polynomial will reduce the devia-
for each experiment are not all in the significant range. The main
tion in the points from the curve until, where the polynomial
reason for this phenomenon is that the sample sizes in Experi-
order equals ( as the number of data points), the
ments One, Two, and Three are small. However, the F test for the
polynomial passes exactly through each point. However, solving
lack of fit listed in the third column indicates that there is a re-
a higher order polynomial equation has an addition difficulty
gression relation between the dependent variable (Index Value)
in undesirable property known as ill-conditioning [18]. Conse-
and the set of independent variables (Index). In addition, the co-
quently, round-off errors cause unusually large errors in the so-
efficients of multiple determination for Experiments One, Two,
lutions. The problem is not too great until or , but be-
and Three are all greater than 0.9. This seems to support the
yond this point, special methods are needed. Otherwise, an at-
suitability of the second-order association between Index Value
tempt to make a polynomial match the data points exactly will
and Index.
cause oscillations. These oscillations become larger as the poly-
nomial order increases. This phenomenon is called the polyno-
mial wiggle problem [19]. Therefore, the solution for a poor IV. CONCLUSION
polynomial fit is not to try higher-order polynomials. In statis-
tics, one increases the order of approximating a polynomial so On the basis of the gray threshold value prediction method,
long as there is a statistically significant decrease in the variance this paper presents a gray threshold value prediction based
, which is computed by on second-order polynomial model so that the date when an
instrument needs to be recalibrated can easily be estimated. By
testing and comparing the proposed method with the existing
(18) techniques that use actual data, the effectiveness and credible
usage of the proposed approach were shown. The possibility
of improving the calibration interval forecasting using gray
where is the deviation squared for the curve-fitting error. It is threshold value prediction based on the second-order polyno-
important to realize that the numerator of (18) should continu- mial prediction technique is, thus, proven.
ally decrease as the order of the polynomial is raised, whereas LabVIEW is a general-purpose programming language, but it
the denominator of (18) makes increase as we go above also includes function libraries and development tools designed
the optimum order. The criterion for (18) chooses the optimum specifically for data acquisition and instrument control. Most
order as two [18]. This encourages us to apply the gray threshold calibration laboratories use LabVIEW to create an automatic
value prediction based on second-order polynomial model to calibration system for measuring instruments. In this study, all
predict the calibration interval. programs were designed by LabVIEW. Therefore, it is easy to
Once a regression model is selected for an application, it is combine the calibration interval prediction function with an ex-
necessary to evaluate the appropriateness for the selected model. isting automatic calibration system.
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LIN AND LIU: A GRAY SYSTEM MODELING APPROACH TO THE PREDICTION OF CALIBRATION INTERVALS 303
(A.3)
(A.14)
Then, it follows that
which can be used to check the feasibility and quality of
GM(1, 1) model.
(A.4)
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304 IEEE TRANSACTIONS ON INSTRUMENTATION AND MEASUREMENT, VOL. 54, NO. 1, FEBRUARY 2005
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