P. Cappa et al., On the robust utilization of non-parametric tests for evaluation of combined cyclical and monotonic drift, MEAS SCI T, 12(9), 2001, pp. 1439-1444
Non-parametric statistical tests are usually adopted to recognize drift phe
nomena in data series acquired by automatic measuring systems. Sometimes di
fferent tests provide different responses with regard to the presence of dr
ift in data sets. In particular, the application of two commonly used stati
stical tests (i.e. the Wald-Wolfovitz test, also known as the run test, and
the Mann-Whitney test, also known as the reverse arrangement test) to data
acquired during long-term trials showed that they exhibited different beha
viours regarding shift detection. Thus, a deeper examination of previously
indicated statistical tests in real measurements appears of interest; more
precisely their effectiveness is verified (i) when cyclical and monotonous
drift are concurrently present and (ii) various levels of noise are superim
posed on the data gathered. Finally, on the basis of the theoretical result
s obtained, the statistical tests here examined are applied to the same dat
a set in order to validate their capability in on-line drift recognition.