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8. Determination of the optimal value of tex2html_wrap_inline1958

  figure1154
Figure 6: Dependence of the mean characteristics of the "wp" fit on tex2html_wrap_inline1958 for model harmonic wave with noise (left, n=300, P=30) and visual observations of RT Cyg (right, n=7154, tex2html_wrap_inline2754: 1tex2html_wrap_inline2756 2tex2html_wrap_inline2758 3tex2html_wrap_inline2760 4-R; 5tex2html_wrap_inline2764 6tex2html_wrap_inline2766 7tex2html_wrap_inline2768 8tex2html_wrap_inline2770

The characteristics of the fit are strongly dependent on tex2html_wrap_inline1958 which is a free parameter. Its determination for concrete data set is a separate problem likewise in the case of determination of the degree of polynomial or the number of harmonics for global approximations. However, in our case the free parameter tex2html_wrap_inline1958 is continuous and one may not apply the Fischer's statistics to estimate statistical significance of the fit with given tex2html_wrap_inline2160

We propose to use the value of tex2html_wrap_inline1958 which corresponds to the maximum of the ratio "signal/noise". This procedure may be illustrated by Fig. 6 (click here). For numerical study we have used two data sets. The first one is an artificial one defined at times tex2html_wrap_inline2780 with signal values being a superposition of pure sine of unit amplitude and period P=30 with normally distributed noise with rms deviation 0.2. The second set contained n=7154 visual observations of the Mira-type star RT Cyg obtained by the members of AFOEV and photographic data from the Odessa plate collection (Marsakova et al. 1997). Both sets were reduced by using the same program.

With increasing tex2html_wrap_inline2786 the values of tex2html_wrap_inline2192 and tex2html_wrap_inline2194 remain nearly the same until some value when systematic differences of the fit from the true shape become significant. One may note that tex2html_wrap_inline2194 becomes significantly larger than tex2html_wrap_inline2794 This may be interpreted by the fact that one uses the sum tex2html_wrap_inline2796 instead of tex2html_wrap_inline2134 to estimate the mean value of tex2html_wrap_inline2800 whereas the deviation of the central point of the local fit tex2html_wrap_inline2802 from the true shape is smaller than of the whole fit. For larger tex2html_wrap_inline1958 these both estimates coincide at the higher level as the fit does not response to periodic variations. The parameter tex2html_wrap_inline2196 is smaller than tex2html_wrap_inline2192 because it does not take into account the expression in brackets in the right side of Eq. (22) and thus is biased. This difference is significant for small tex2html_wrap_inline2786 when the number of the data inside the subinterval is small and decreases with increasing tex2html_wrap_inline2160 The parameter tex2html_wrap_inline2814 (Eq. 21) is equal to R00 for the "wp" fit. Its mean (over all data) value R2 is shown by line "4" in Fig. 6 (click here). The parameter R decreases with tex2html_wrap_inline1958 nearly proportionally to tex2html_wrap_inline2824 because the number of the data in the subinterval increases proportionally to tex2html_wrap_inline2160 For large tex2html_wrap_inline2786 all data are involved in the local fit, thus R is not dependent on tex2html_wrap_inline1958 and only may see a standstill. Accuracy estimates of the fit tex2html_wrap_inline2834 and tex2html_wrap_inline2836 behave in a more complex way. At first they decrease with tex2html_wrap_inline2786 as tex2html_wrap_inline2192 remain constant and R decreases. Then their increase becomes more significant than decrease of R and the product tex2html_wrap_inline2834 increases, reaches its maximum and continues to decrease because of the next standstill of tex2html_wrap_inline2192 and decrease of R. The standstill of tex2html_wrap_inline2834 occurs when R has its standstill. Thus one may conclude that the minimum value tex2html_wrap_inline2834 corresponds to tex2html_wrap_inline2858 i.e. the error estimate is the best if we use the global fit instead of local and approximate the signal by polynomial of order m. This trivial situation needs no local fits for different tex2html_wrap_inline1958 at all. However, if we are interested in the cyclic variations, we may choose tex2html_wrap_inline1958 corresponding to local minimum of tex2html_wrap_inline2866 Similarly behaves tex2html_wrap_inline2868 but this value is overestimated in the interval of tex2html_wrap_inline1958 we are interested in and thus has no practical meaning.

As the characteristic of the amplitude of the fit one may choose the rms deviation tex2html_wrap_inline2872 of the smoothed values from the mean. Its dependence on tex2html_wrap_inline1958 is shown by line "7" in Fig. 6 (click here). For small tex2html_wrap_inline2786 when systematic differences are small, it has a standstill followed by an abrupt decrease. From tex2html_wrap_inline2872 and tex2html_wrap_inline2834 we may combine a parameter tex2html_wrap_inline2882 which we call "signal/noise" (S/N) ratio. The position of its maximum may be used for determination of the optimal value of tex2html_wrap_inline2160 It is slightly smaller than that tex2html_wrap_inline2886 obtained from the minimum of tex2html_wrap_inline2834 because of decrease of R, but practically this difference does not exceed 10 per cent and may be used for control of the value tex2html_wrap_inline2892

The position of the maximum of S/N for model harmonic signal is in good agreement with that obtained for continuous approximation (Eq. (84) and the following paragraph). For RT Cyg the value tex2html_wrap_inline2894 is smaller than the expected one 0.5450P because the shape of the light curve is not sine-like and may be described by 3-harmonic fit (Marsakova et al. 1997).

Determination of the optimal value of tex2html_wrap_inline1958 needs more computational time than for the fit with fixed tex2html_wrap_inline2160 For each data set one will obtain different values. However, one should recommend to use the same tex2html_wrap_inline1958 for all runs not to change spectral properties of the fit (e.g. Tremko et al. 1996). For this purpose one may extend the summation from one run to all runs or to use some value close to the mean for different runs.


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