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Abstract

The concept of reference-reliability relates variability that is due to change to variability that is due to change and error. It is suitable for deciding whether some suspected change can reliably be differentiated from random fluctuations. This task requires a means by which to measure the process of change at different points in time. Aggregating the data in various ways is used to average out various sources of variation. The variation due to change and/or error is estimated via that part of variation that is not due to individual stability. The many ways to arrange the data yield the possibility to screen them for different kinds of fluctuations. Empirical findings support the usefulness of the coefficient of reference-reliability.

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Reference-Reliability as a Concept of Reliability of Change in Times Series Data

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