Error Analysis of Flow Experiments André Strupstad Norwegian University of Science and Technology Department of Petroleum Engineering and Applied Geophysics Trondheim May, 2009 ii Contents Contents iii List of Tables v 1 Error Analysis of Flow Experiments 1.1 Measures of error . . . . . . . . . . . . . . . . . . . . . . . 1.1.1 Error estimate from measurements . . . . . . . . . . 1.1.2 Error estimate from measuring instruments . . . . . 1.2 Propagation of errors . . . . . . . . . . . . . . . . . . . . . . 1.3 Error in the di¤erence between two measurements . . . . . 1.4 Error in measured quantities . . . . . . . . . . . . . . . . . 1.4.1 Error in pipe diameters . . . . . . . . . . . . . . . . 1.4.2 Error in length of the di¤erential pressure section . . 1.4.3 Error in the gas mass ‡ow . . . . . . . . . . . . . . . 1.4.4 Error in pressure measurements . . . . . . . . . . . . 1.4.5 Error in absolute pressure . . . . . . . . . . . . . . . 1.4.6 Error in di¤erential pressure . . . . . . . . . . . . . . 1.4.7 Error in temperature . . . . . . . . . . . . . . . . . . 1.5 Error in calculated quantities . . . . . . . . . . . . . . . . . 1.5.1 Error in density . . . . . . . . . . . . . . . . . . . . . 1.5.2 Error in viscosity . . . . . . . . . . . . . . . . . . . . 1.5.3 Error in Reynolds number . . . . . . . . . . . . . . . 1.5.4 Error in friction factor and friction factor di¤erence 1.6 Data …tting . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.6.1 Fitting experimental data . . . . . . . . . . . . . . . 1.6.2 Evaluating the goodness of …t . . . . . . . . . . . . . 1.6.3 Con…dence bounds . . . . . . . . . . . . . . . . . . . References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 2 2 2 3 3 3 3 4 5 5 5 6 6 6 6 7 8 9 10 11 11 13 15 iii iv CONTENTS List of Tables 1.1 1.2 1.3 1.4 1.5 1.6 Error in the indirectly measured pipe diameters. . . . . . . . . . . . . . . . . . . 4 Relative error in the length of the two di¤erential pressure sections one each pipe. 4 Error in the gas Reynolds number for three typical gas mass ‡ows used in the ‡ow experiments. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 Relative error, best estimate and absolute error in the friction factor for some typically interdependent values of di¤erential pressure, mass ‡ow and temperature. 10 Di¤erent contributions to the relative error in the friction factor from the measured and calculated quantities used to calculate the friction factor. . . . . . . . . . . . 10 Relative error, best estimate and absolute error in the friction factor di¤erence for some typically interdependent values of di¤erential pressure, mass ‡ow and temperature. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11 v vi LIST OF TABLES 1 Error Analysis of Flow Experiments This note concerning experimental uncertainty or experimental error is based on Chapter "Error Analysis" in Strupstad (2009). It contains a short theoretical introduction to error analysis and the use of this theory on the results from a pipe ‡ow experiment. For further information about the experiment and theoretical background information consult Strupstad (2009). When reporting experimental results it is important to include the experimental uncertainty, also called the experimental error, of these results. An error in a scienti…c context is not a blunder or mistake, but points to the uncertainty that a¤ects all measurement. Since errors are inevitable, the best one can do is to ensure that the errors are as small as reasonably possible and have estimates on how large they are [Taylor (1997)]. Experimental errors are divided into two types of errors; namely indeterminate (frequently called random) and determinate (frequently called systematic) errors. Indeterminate errors are present in all experimental measurements. There is no way to determine the size or sign of an error in any individual measurement. The size of indeterminate errors can usually be reduced somewhat by taking repeated measurements and then calculating their average values. This average value is generally considered to be a better representation of the true value. If measurements have relatively small indeterminate errors they are said to have high precision. Determinate errors have the same size and algebraic sign for every measurement and the size and sign are determinable. A common case of determinate error is instrumental or procedural bias, typical a miscalibrated scale or instrument. If measurements have small indeterminate errors and small determinate errors they are said to have high accuracy. One should note that precision does not necessarily imply accuracy; precise measurements may be inaccurate if they have a determinate error. While working on this chapter about error analysis the book by Taylor (1997) were repeatedly consulted. For further insight the books by Rabinovich (2000) and International Organization for Standardization (1995) were consulted. To get a wider pictures of the subject several internet sources were also consulted, among them Simanek (2008). Experimental error and experimental uncertainty represents the same concept and in this text we use the terms error and uncertainty interchangeably. 1 2 1.1 1.1.1 1. ERROR ANALYSIS OF FLOW EXPERIMENTS Measures of error Error estimate from measurements There are several di¤erent standard ways in which an experimental error ( x) in a distribution of measurements can be expressed. Two frequently used methods are the absolute error method and the statistical uncertainty concept. The absolute error method use absolute limits as its measure of error; the measured quantity is assumed to never fall outside these bounds. The random nature of errors in typical experiments, results in a so-called normal, or bell-shaped distribution curves around the true values. Therefore, it is not likely that the worst possible error will actually occur, making the absolute error method too conservative. In the statistical uncertainty concept we assume that the errors in the measured quantities have normal distribution and are statistically independent. With this assumptions it is known that the best estimate (x) for the true value (X) of a physical quantity based on n measurements (x1 ; x2 ; :::; xn ) is the mean value of these measurements, given by Taylor (1997) as: P xi x= : (1.1) n The standard deviation is an estimate of the average uncertainty of a measurement. The best estimate for the standard deviation ( x ) of the above set of measurements is given by Taylor (1997) as: v u n u 1 X 2 t (1.2) (xi x) : x = n 1 i=1 We use the factor n 1 instead of n, because this corrects for the error introduced by using our best estimate (x), instead of the true value (X). With the assumption of normal distribution of the measurements, approximately 68% of our measurements will fall within a distance of x from the best estimate x. The probability that a measurement will fall inside 2 x is 95%, and within 3 x is 99:7%. The fractional uncertainty of the uncertainty ( x ), or the fractional standard deviation of the standard deviation is only dependent on the number of measurements n, and is given by Taylor (1997) as: 1 : (1.3) x = p 2 (n 1) This result indicates strongly the need for numerous measurements before the uncertainty can be known reliably, and that the probabilities of …nding measurements within ; 2 and 3 quoted above can only be used as approximations in real experimental situations. One needs to decide on the accepted percentage of the events that probably will falls inside the error estimate ( x), before one can use these values to calculate the error of a computed quantity. 1.1.2 Error estimate from measuring instruments When using a measuring instrument to perform a measurement of a quantity, the experimental error ( x) in the measurements is usually given in the instruction manual supplied by the manufacturer. In the manual it is usually distinguish between the accuracy and the precision, usually called the repeatability, of the measurement. The repeatability (precision) has always a smaller value than the accuracy. 1.2. PROPAGATION OF ERRORS 3 If the instrument is installed and used correctly, this error estimate is usually a bit conservative. Typically will all measurements fall well inside the error limits. In this thesis we have used the information from the manufacturer of the instrument to estimate the error in the quantity measured with a particular instrument. 1.2 Propagation of errors A function q (x; :::; z) is computed from the measured quantities x; :::; z with uncertainties x; :::; z. Assuming that the errors in the measured quantities are random and statistically independent, the total uncertainty of a computed result ( q) is given by Doebelin (2004) as: s 2 2 @q @q x + ::: + z : (1.4) q= @x @z If all the quantities (x; :::; z) enter into the function q (x; :::; z) raised to a power of orders nx ; :::; nz , i.e. q (x; :::; z) / xnx ::: z nz ; (1.5) the relative uncertainty1 may be given as s q x = nx q x 2 + ::: + nz z z 2 ; (1.6) where the x; :::; z is the best estimate, typically the mean value (x = x; :::; z = z), of the measured quantities. 1.3 Error in the di¤erence between two measurements If one is looking at the error in the di¤erence between two values calculated with the same equations, based on the same quantities, which are measured with the same experimental setup and procedures, one would expect the error in the di¤erence only to contain the indeterminate errors and that the determinate errors will cancel out. It is only the precision and not the accuracy of the measurements that are important in this case. Since the main results from our measurements are the change in the friction factor from measurements without and with particles, the determinate errors e¤ectively drop out of the calculations, and we are left only with the indeterminate errors. Therefore, it is important to identify the di¤erent error sources as either indeterminate or determinate, before calculating the error in a di¤erence between two measurements. 1.4 1.4.1 Error in measured quantities Error in pipe diameters The mean diameters (Dpipe ) of the test pipes (pipe 5, 10, 11 and 14) used in the ‡ow experiments in this thesis were calculated from measurements of the height (hwater ) of the water column given 1 The relative uncertainty (or error) is also called fractional uncertainty (or error). The uncertainty ( q) is sometimes called the absolute uncertainty to avoid confusion with the fractional uncertainty. 4 1. ERROR ANALYSIS OF FLOW EXPERIMENTS Table 1.1: Error in the indirectly measured pipe diameters. hwater Dpipe Dpipe Dpipe hwater Pipe hwater Dpipe [mm] [mm] [mm] 5 3278 3 :051 10 4 24:144 3:67 10 4 0:009 4 10 3282 3:047 10 24:129 3:67 10 4 0:009 11 3275 3:053 10 4 24:155 3:67 10 4 0:009 14 3276 3:053 10 4 24:151 3:67 10 4 0:009 Table 1.2: Relative error in the length of the two di¤erential pressure sections one each pipe. Ldp1 Ldp2 Ldp1 Ldp2 Pipe Ldp1 Ldp2 [mm] [mm] 5 1900 5:26 10 4 1900 5:26 10 4 4 10 1904 5:25 10 1904 5:25 10 4 4 11 1958 5:11 10 1851 5:40 10 4 4 14 1900 5:26 10 1900 5:26 10 4 by a speci…c volume of water (Vwater = 1500): Dpipe = r 4Vwater : hwater (1.7) The volume of the water was measured with a measuring glass with uncertainty of 0:75 ml. Including also the fact that small amounts of water remained inside the measuring glass when poured into the pipes, the uncertainty of the measured water volume was estimated to be 1 ml. This gave the relative uncertainty of the measured water volume: 1:0 ml Vwater = Vwater 1500 ml 6:67 10 4 : (1.8) The height of the water columns were measured with a yardstick and the uncertainty of the height measurement was estimated to be hwater = 1 mm. Applying Equation 1.6 we found the following equation which can be used to calculated the relative inaccuracy of the pipe diameter; Dpipe = Dpipe s 1 Vwater 2 Vwater 2 + 1 hwater 2 hwater 2 : (1.9) Table 1.1 shows the error in the indirectly measured pipe diameters. 1.4.2 Error in length of the di¤erential pressure section The length between the pressure taps used for the di¤erential pressure measurements (Ldp ) were measured with a yardstick. On each pipe we had three pressure taps, which we used to create two consecutive di¤erential pressure measurements sections. The uncertainty of the length measurements were estimated to be less than Ldp = 1 mm. Table 1.2 shows the relative error of the length of the two di¤erential pressure sections on each pipe. 1.4. ERROR IN MEASURED QUANTITIES 1.4.3 5 Error in the gas mass ‡ow The gas mass ‡ow rate was measured with a Bronkhorst Hi-Tec ‡ow meter F-106B. The ‡ow me: ter has according to the producer an accuracy of 0:5% of reading plus 0:1% of full scale mmax = 453:27 kg=h : : : : m = 0:005m + 0:001mmax = 0:005m + 0:45327 kg=h: (1.10) The relative error in the gas mass ‡ow measurements were given by : : m mmax : : = 0:005 + 0:001 : m m (1.11) The relative error in the gas mass ‡ow instrument decreases continuously as the gas mass ‡ow increases towards its maximum ‡ow: : m : m = 0:005 min 453:27 + 0:45327 = 6:0 453:27 10 3 : (1.12) The repeatability of the Bronkhorst Hi-Tec ‡ow meter F-106B was according to the producer better than 0:2% of reading. This means that the precision and, consequently, also the indeterminate error of the gas mass ‡ow measurements were : m : m <2 10 3 ; (1.13) indeterm inate which will be important when we were calculating the error in the di¤erence between to friction factors. 1.4.4 Error in pressure measurements Wall tap error The wall tap error was considered and the maximum error in the static pressure due to pressure taps was found to be less than 0:041 %. It is assumed that the measured di¤erential pressure should be independent of the geometry and the hole size as long as the wall taps were uniform, because the same error then would occur at both wall taps. Burrs on the edge of the pressure taps would however in‡uence both the absolute pressure and the pressure drop. Therefore, all wall taps were inspected before use, and eventual burrs were removed prior to ‡ow experiments. See Strupstad (2009) for a further discussion about wall tap error. Information about wall tap error can be found in Shaw (1960), Benedict (1984) and McKeon and Smith (2002). 1.4.5 Error in absolute pressure The accuracy in the absolute pressure ( p) measured with pressure sensor P15RVA2 from Hottinger Baldwin Messtechnic Gmbh were reported by the producer to be less than 1% of reading, typical 0:5%. After performing a calibration of the pressure sensors, we choose to use the value p = 0:005 = 5 p 10 3 : (1.14) Even though the tap diameter sizes were slightly larger than the recommended size, the error due to wall taps were insigni…cant compared with the sensor inaccuracy. 6 1.4.6 1. ERROR ANALYSIS OF FLOW EXPERIMENTS Error in di¤erential pressure The total operating performance for the di¤erential pressure transmitters (Rosemount 3051 CD) were reported to be 0:15% of span. The span used was 62 mbar, resulting in an error in the di¤erential pressure measurements ( ( p)) of ( p) = 0:0015 span = 0:0015 62 mbar = 0:093 mbar: (1.15) The relative error in the di¤erential pressure measurement depends on the value of the di¤erential pressure 0:093 mbar ( p) = ; (1.16) p p normally ranging from about 2 to 50 mbar, resulting in a relative error from ( p) 0:093 = = 46:5 p 2 1.4.7 10 3 ( p) 0:093 = = 1:5 p 62 down to 10 3 : (1.17) Error in temperature The temperatures were measured with PT100 elements, with an uncertainty in the temperature measurements of T = 0:1 C. All the experiments were performed around a temperature of about 20 C, resulting in a typical relative error in the temperature measurements of T 0:1 C = =5 T 20 C 3 10 : (1.18) Using degrees Kelvin as the unit for temperature the relative error becomes 0:1 K T = = 3:4 T 273:15K + 20K 1.5 1.5.1 10 4 : (1.19) Error in calculated quantities Error in density The density was calculated from the multiconstant equation of state for air given by Reynolds (1979) " # 5 X 2 1=2 3 i p = Rdens T + A1 T + A2 T + Ai T i=3 + 3 + +[ + + 9 X Ai T 7 i 4 Ai T 11 i + 5 A13 i=6 i=10 6 (A14 =T + A15 =T 2 ) + 7 A16 =T + 8 (A17 =T + A18 =T 2 ) + 9 A19 =T 2 3 (A20 =T 2 + A21 =T 3 ) + 5 (A22 =T 2 + A23 =T 4 ) + 7 (A24 =T 2 + A25 =T 3 ) 9 (A26 =T 2 + A27 =T 4 ) + 11 (A28 =T 2 + A29 =T 3 ) 13 + 12 X (A30 =T 2 + A31 =T 3 + A32 =T 4 )]e( 2 ) ; (1.20) where p is the pressure [P a], is the density kg=m3 , T is the temperature [K] and Rdens = 287:0686 is a constant (not the universal gas constant). The coe¢ cients in Equation 1.20 are given in Reynolds (1979) and can also be found in Strupstad (2009). 1.5. ERROR IN CALCULATED QUANTITIES 7 In Straus (2004) the Reynolds equation was compared with the experimental data in the relevant temperature and pressure range. From this we found the relative error from the density equation to be [Straus (2004)] < 1:5 10 4 ; (1.21) Equation in the relevant temperature and pressure range. The dominant term in the density equation is the …rst term on the right hand side in Equation 1.20 which is = p Rdens T ; (1.22) where is the ‡uid density kg=m3 , p is the absolute pressure [P a], T is the temperature [K] and Rdens is a constant. From this we found the relative error in the calculated density due to the errors in the pressure and temperature measurements were approximately given by: s 2 2 p T = + p T s 2 2 0:005p 0:1 K + = p T s 2 0:1 K 2 (5 10 3 ) + = : (1.23) T Inserting a typical temperature from the experiments (T = 20 C = 293:15 K) : = q (5 5 10 10 3 3 )2 + (3:4 10 4 )2 : (1.24) By comparing Equation 1.24 with Equation 1.21, it was evident that the relative error in the calculated density was dominated by the error in the pressure measurements, while the error in the temperature measurements and from the Reynolds density equation was negligible. 1.5.2 Error in viscosity The viscosity was calculated from the Jones equation = 1:70257 10 5 + 6:05434 10 8 T +8:08321 10 10 p + 5:97259 10 1:33200 13 2 p ; 10 10 T2 (1.25) where T is the temperature in [ C], p is the pressure in [bara], and is the viscosity in [P a s]. In Straus (2004) the Jones equation was compared with the experimental data in the relevant temperature and pressure range. From this comparison we found that the relative error in the Jones viscosity equation will be [Straus (2004)] <5 Equation 10 3 ; (1.26) 8 1. ERROR ANALYSIS OF FLOW EXPERIMENTS in the relevant temperature and pressure range. The error in calculated viscosity ( ) due to the errors in the measured temperatures [ C] and pressures [bara] was given by Equation 1.4: s 2 2 @ @ + T p = @T @p = ( 6:05434 + 8 10 8:08321 2:66400 10 10 + 1:1945 10 10 10 12 T T 2 2 p )1=2 : p Inserting typical values for temperature (T = 20 C), pressure (p = 1:5 bara) and viscosity from our experiments: = = 5:5215 5:5215 9 2 10 10 9 + 6:0758 10 (1.27) = 1:818 1=2 12 2 P a s; (1.28) we found that the relative error in the calculated viscosity due to errors in temperature and pressure measurements typically was = 5:5215 10 1:818 10 9 5 = 3:0371 10 4 : (1.29) We observed that the error in viscosity is dominated by the error in the Jones viscosity equation (see Equation 1.26), and that the error in the temperature measurements were almost insigni…cant and that the error in the pressure measurements were totally insigni…cant (Equation 1.29). We concluded that the relative error in the viscosity in our experiments was given by the error in the Jones viscosity equation: < 5:0 1.5.3 10 3 = 0:5%: (1.30) Error in Reynolds number The Reynolds number can be given in the useful form : Re = 4 m : Dpipe (1.31) The relative error in the calculated gas Reynolds number was given by s : 2 2 2 Dp Re m = + + : Re D m : = [ 0:005m + 0:4512 kg=h : m + 4:52 10 4 2 1=2 ] : 2 + 5:0 10 3 2 (1.32) Table 1.3 show the relative errors in, the best estimates of, and the absolute errors in the gas Reynolds number for di¤erent gas mass ‡ows. From the numbers in the table it was evident that, the main contribution to the error in the Reynolds number at low mass ‡ow was the uncertainty in the gas mass ‡ow measurement. As the gas mass ‡ow increased, the relative error in the gas mass ‡ow decreased towards its minimum value; 6:0 10 3 (see Equation 1.12), and the relative error from the viscosity equation 5:0 10 3 became more signi…cant. 10 5 Pa s 1.5. ERROR IN CALCULATED QUANTITIES 9 Table 1.3: Error in the gas Reynolds number for three typical gas mass ‡ows used in the ‡ow experiments. : : Dp Re m m : Re D m Re Re 3 3 3 [kg/h] 10 10 4 10 10 12:4 57110 709 70:82 11:4 5:0 4:52 10:1 97890 985 121:40 8:72 5:0 4:52 8:83 160250 1416 198:69 7:27 5:0 4:52 1.5.4 Error in friction factor and friction factor di¤erence Assuming j pj p one can use the Darcy-Weisbach friction factor (neglecting the acceleration term (see Strupstad (2009) for further information) 2 f= 5 Dpipe : ( 8Lpipe m2 p) = Dpipe 1 2 2 ( p) : (1.33) U Lpipe Error in friction factor The acceleration term in the momentum equation was small compared to the other term; therefore, it can be neglected in the error analysis for the friction factor. The main parameters in the friction factor correlations is then given from Equation 1.33: f/ p Dp5 : m L (1.34) : 2 Applying Equation 1.6 on the friction factor gave the relative error in the calculated friction factor: s : 2 2 2 2 2 f ( p) Dp L m = + + + 5 + 2 : f p D L m : = [ 2 0:005m + 0:4512 kg=h : m + 1:835 10 3 2 + 5:40 2 10 + 5 4 2 1=2 ] 10 : 3 2 + 0:093 mbar p 2 (1.35) Table 1.4 show the relative errors in, the best estimates of, and the absolute errors in the friction factor for some typically experiments with corresponding values of di¤erential pressure, gas mass ‡ow and temperature. The relative errors in the pressures, which in‡uence the relative density error, were constant. Table 1.5 shows the di¤erent contributions to the relative error in the friction factor from the measured and calculated quantities used to calculate it. It was evident that it was the error in the gas mass ‡ow measurement that gave the dominate contribution to the error in the calculated friction factor. The error in the friction factor increased with decreasing gas mass ‡ow. Error in friction factor di¤erence When calculating the error in the calculated friction factor di¤erence ( fdif f )one can remove all determinate errors from the error estimate. Using the same pipe with and without particles, the errors in the pipe diameter and lengths will, for the purpose of calculating the change in 10 1. ERROR ANALYSIS OF FLOW EXPERIMENTS Table 1.4: Relative error, best estimate and absolute error in the friction factor for some typically interdependent values of di¤erential pressure, mass ‡ow and temperature. : f =f f f p T m [mbar] [ C] [kg/h] 10 3 10 3 10 3 24:636 21:1 0:51982 70:82 11:9 19:61 18:552 18:7 0:34692 121:40 27:3 19:65 15:597 17:0 0:26515 198:69 52:5 19:45 Table 1.5: Di¤erent contributions to the relative error in the friction factor from the measured and calculated quantities used to calculate the friction factor. : ( ) ( p) D L (m) f =f 5 Dp 2 m: L p 3 3 3 3 3 10 10 3 10 10 10 10 24:636 22:742 5 7:8151 1: 835 0:540 18:552 17:433 5 3:4066 1: 835 0:540 15:597 14:542 5 1:7714 1:835 0:540 friction factor, be considered as constants containing only determinate errors. Assuming that the determinate errors were constant in all measurements, we were left with the indeterminate : errors in gas mass ‡ow m , di¤erential pressure ( p) and density ( (p; T )). According to Equation 1.13, the indeterminate error in the gas mass ‡ow measurements were less than 0:2%. It was more di¢ cult to distinguish between the determinate and indeterminate errors in the di¤erential pressure and pressure measurements; therefore, we will use the full error values for these parameters. Applying Equation 1.6 on the calculated friction factor di¤erence (fdif f ) we get the relative error in the calculated friction factor di¤erence: fdif f fdif f v u u = t 2 = [ 4 + : m : m 10 !2 3 2 ( ) + + 5 0:093 mbar p 10 2 + ( p) p 2 3 2 2 1=2 ] : (1.36) Table 1.6 show the relative errors in, the best estimates of, and the absolute errors in the friction factor di¤erence for some typically experiments with corresponding values of di¤erential pressure, gas mass ‡ow and temperature. Comparing these values for the error in the friction factor di¤erence with the values for the error in the friction factor from Table 1.4, the errors were reduced with approximately 60% compared with the errors in the friction factors. The main contributor to this reduction was the removing of the determinate errors in the gas mass ‡ow measurements. 1.6 Data …tting In this thesis the …tting of curves are preformed using either Microsoft Excel or Matlab. In Matlab either a self-made script or the statistical GUI ’cftool’were used. 1.6. DATA FITTING 11 Table 1.6: Relative error, best estimate and absolute error in the friction factor di¤erence for some typically interdependent values of di¤erential pressure, mass ‡ow and temperature. : f dif f =f f dif f f p T m [mbar] [ C] [kg/h] 10 3 10 3 10 3 10:103 21:1 0:23881 70:82 11:9 19:61 7:2529 18:7 0:16571 121:40 27:3 19:65 6:6436 17:0 0:14283 198:69 52:5 19:45 1.6.1 Fitting experimental data Experimental data can be …tted using the least squares method. Having n experimental data points (xi ; yi ) ; where i = 1; :::; n, that can be modeled by a function g (x; pm ) with m adjustable coe¢ cients. We wish to …nd those coe¢ cients values for which the model "best" …ts the data. The least squares method de…nes "best" as when the sum, Sres , of squared residuals is a minimum: Sres = n X i=1 ri2 = n X (yi 2 g(xi ; pm )) : (1.37) i=1 A residual (ri ) is de…ned as the di¤erence between the values of the dependent variable (yi ) and the predicted values from the estimated model (g(xi ; pm )). If n is greater than the number of unknowns (m), then the system of equations is overdetermined. Least squares problems fall into two categories, linear and non-linear. The linear least squares problem has a closed form solution, but the non-linear problem does not and is usually solved by iterative re…nement; at each iteration the system is approximated by a linear one, so the core calculation is similar in both cases. Because the least squares …tting process minimizes the summed square of the residuals, the coe¢ cients are determined by di¤erentiating S with respect to each parameter, and setting the result equal to zero: @Sres = @pm 2 n X i=1 (yi g(xi ; pm )) @g(xi ; pm ) = 0; @pm f or all m: (1.38) Solving these equations simultaneously either directly or by regression gives the coe¢ cients which give the best …t to the data set. 1.6.2 Evaluating the goodness of …t In this thesis the goodness of the …t statistics were found using the Curve Fitting Toolbox ’cftool’ in Matlab. The goodness of the …t statistics is typically reported as R-square. Description of R-square together with some other variables describing the goodness of …t statistics is given below. The descriptions given below were mainly found in Matlab (2007). SSE SSE is the sum of squares due to error. This statistic measures the total deviation of the response values (experimental data points) from the …t to the response values (points calculated from the correlation). A value closer to 0 indicates a better …t. It is also called the summed square of 12 1. ERROR ANALYSIS OF FLOW EXPERIMENTS residuals and is usually labeled as SSE. SSE is de…ned as SSE = n X 2 ybi ) ; wi (yi i=1 (1.39) where yi is the experimental data point and ybi (= g(xi ; pm )) is the point calculated from the correlation. If the experimental data is not of equal quality, the …t might be unduly in‡uenced by data of poor quality. In such data one can use weights (wi ) to improve the quality of the …t. In this thesis we assume the quality of the data included in …ttings are of equal quality resulting in wi = 1. R-square R-square R2 is the coe¢ cient of multiple determination. This statistic measures how successful the …t is in explaining the variation of the data. A value closer to 1 indicates a better …t. Put another way, R-square is the square of the correlation between the response values and the predicted response values. It is also called the square of the multiple correlation coe¢ cients and the coe¢ cient of multiple determination. R-square is de…ned as the ratio of the sum of squares of the regression (SSR) and the : R2 = SSE ; SST SSR =1 SST where SSR is de…ned as SSR = n X wi (b yi 2 y) ; (1.40) i=1 and SST, also called the sum of squares about the mean, is de…ned as SST = n X wi (yi 2 y) ; (1.41) i=1 SST = SSR + SSE: (1.42) y is the overall mean de…ned as y n P i=1 n yi : (1.43) R-square can take on any value between 0 and 1, with a value closer to 1 indicating a better …t. For example, a R-square value of 0.8234 means that the …t explains 82.34% of the total variation in the data about the average. If you increase the number of …tted coe¢ cients in your model, R-square might increase although the …t may not improve. To avoid this situation, you should use the degrees of freedom adjusted R-square statistic described below. Note that it is possible to get a negative R-square for equations that do not contain a constant term. If R-square is de…ned as the proportion of variance explained by the …t, and if the …t is actually worse than just …tting a horizontal line, then R-square is negative. In this case, R-square cannot be interpreted as the square of a correlation. 1.6. DATA FITTING 13 Adjusted R-square 2 Adjusted R-square Radj is the degree of freedom adjusted R-square. The adjusted R-square statistic can take on any value less than or equal to 1, with a value closer to 1 indicating a better …t. It is generally the best indicator of the …t quality when you add additional coe¢ cients to your model. This statistic uses the R-square statistic de…ned above, and adjusts it based on the residual degrees of freedom. The residual degrees of freedom (v) is de…ned as the number of response values n (experimental points) minus the number of …tted coe¢ cients m (number of free coef…cients pm , that is, coe¢ cients which are not forced to one speci…c value) estimated from the response values: vr = n m: (1.44) vr indicates the number of independent pieces of information involving the n data points that is required to calculate the sum of squares. Note that if parameters are bounded and one or more of the estimates are at their bounds, then those estimates are regarded as …xed. The degree of freedom is increased by the number of such parameters. The adjusted R-square statistic is generally the best indicator of the …t quality when you add additional coe¢ cients to your model. The adjusted R-square is de…ned as 2 Radj =1 SSE (n SST (vr 1) : 1) (1.45) In this thesis we only reported the adjusted R-square when it has a value which was di¤erent from the R-square value. RMSE RMSE is the root mean squared error. RMSE is de…ned as p RM SE = M SE; (1.46) where MSE is the mean square error or the residual mean square M SE = SSE : vr (1.47) A value closer to 0 indicates a better …t. This statistic is also known as the …t standard error and the standard error of the regression. In this thesis we used RMSE instead of SSE when we reported the goodness of the …t statistic. 1.6.3 Con…dence bounds Con…dence (and prediction) bounds de…ne the lower and upper values of the associated interval, and de…ne the width of the interval. The width of the interval indicates how uncertain you are about the …tted coe¢ cients, the predicted observation, or the predicted …t. For example, a very wide interval for the …tted coe¢ cients can indicate that you should use more data when …tting before you can say anything very de…nite about the coe¢ cients. The level of certainty is often 95%, but it can be any value such as 90%, 99%, 99.9%, and so on. 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