EVALUATION OF THE TYPE A UNCERTAINTY IN MEASUREMENTS WITH AUTOCORRELATED OBSERVATIONS
Expanding of the application range of the GUM uncertainty type A evaluation method to the case of regularly sampled autocorrelated observations is described. As the first step is the previous identification and cleaning of the raw sample data from the regularly variable components. Then formulas for standard deviation of the mean value are expressed with the use of the so-called "effective number" of observations. This quantity depends on number of observations and on the sample autocorrelation function and allows calculating the expanded uncertainty due GUM recommendations. Given is method of estimation of autocorrelation function for the sample data. Considerations are illustrated by examples.