• Title/Summary/Keyword: Multivariate simulation

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Data-based On-line Diagnosis Using Multivariate Statistical Techniques (다변량 통계기법을 활용한 데이터기반 실시간 진단)

  • Cho, Hyun-Woo
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.17 no.1
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    • pp.538-543
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    • 2016
  • For a good product quality and plant safety, it is necessary to implement the on-line monitoring and diagnosis schemes of industrial processes. Combined with monitoring systems, reliable diagnosis schemes seek to find assignable causes of the process variables responsible for faults or special events in processes. This study deals with the real-time diagnosis of complicated industrial processes from the intelligent use of multivariate statistical techniques. The presented diagnosis scheme consists of a classification-based diagnosis using nonlinear representation and filtering of process data. A case study based on the simulation data was conducted, and the diagnosis results were obtained using different diagnosis schemes. In addition, the choice of future estimation methods was evaluated. The results showed that the performance of the presented scheme outperformed the other schemes.

Identification of the out-of-control variable based on Hotelling's T2 statistic (호텔링 T2의 이상신호 원인 식별)

  • Lee, Sungim
    • The Korean Journal of Applied Statistics
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    • v.31 no.6
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    • pp.811-823
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    • 2018
  • Multivariate control chart based on Hotelling's $T^2$ statistic is a powerful tool in statistical process control for identifying an out-of-control process. It is used to monitor multiple process characteristics simultaneously. Detection of the out-of-control signal with the $T^2$ chart indicates mean vector shifts. However, these multivariate signals make it difficult to interpret the cause of the out-of-control signal. In this paper, we review methods of signal interpretation based on the Mason, Young, and Tracy (MYT) decomposition of the $T^2$ statistic. We also provide an example on how to implement it using R software and demonstrate simulation studies for comparing the performance of these methods.

Fault Detection Method for Multivariate Process using Mahalanobis Distance and ICA (마할라노비스 거리와 독립성분분석을 이용한 다변량 공정 고장탐지 방법에 관한 연구)

  • Jung, Seunghwan;Kim, Sungshin
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.14 no.1
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    • pp.22-28
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    • 2021
  • Multivariate processes, such as chemical and mechanical process, power plants are operated in a state where several facilities are complexly connected, the fault of a particular system can also have fatal consequences for the entire process. In addition, since process data is measured in an unstable environment, outlier is likely to be include in the data. Therefore, monitoring technology is essential, which can remove outlier from measured data and detect failures in advance. In this paper, data obtained from dynamic and multivariate process models was used to detect fault in various type of processes. The dynamic process is a simulation of a process with autoregressive property, and the multivariate process is a model that describes a situation when a specific sensor fault. Mahalanobis distance was used to remove outlier contained in the data generated by dynamic process model and multivariate process model, and fault detection was performed using ICA. For comparison, we compared performance with and a conventional single ICA method. The proposed fault detection method improves performance by 0.84%p for bias data and 6.82%p for drift data in the dynamic process. In the case of the multivariate process, the performance was improves by 3.78%p, therefore, the proposed method showed better fault detection performance.

Nonlinear Function Approximation Using Efficient Higher-order Feedforward Neural Networks (효율적 고차 신경회로망을 이용한 비선형 함수 근사에 대한 연구)

  • 신요안
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.21 no.1
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    • pp.251-268
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    • 1996
  • In this paper, a higher-order feedforward neural network called ridge polynomial network (RPN) which shows good approximation capability for nonlnear continuous functions defined on compact subsets in multi-dimensional Euclidean spaces, is presented. This network provides more efficient and regular structure as compared to ordinary higher-order feedforward networks based on Gabor-Kolmogrov polynomial expansions, while maintating their fast learning property. the ridge polynomial network is a generalization of the pi-sigma network (PSN) and uses a specialform of ridge polynomials. It is shown that any multivariate polynomial can be exactly represented in this form, and thus realized by a RPN. The approximation capability of the RPNs for arbitrary continuous functions is shown by this representation theorem and the classical weierstrass polynomial approximation theorem. The RPN provides a natural mechanism for incremental function approximation based on learning algorithm of the PSN. Simulation results on several applications such as multivariate function approximation and pattern classification assert nonlinear approximation capability of the RPN.

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Analysis of Consumers' Choices and Time-Consumption Behaviors for Various Broadcasting and Telecommunication Convergence Services

  • Koh, Dae-Young;Lee, Jong-Su
    • ETRI Journal
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    • v.32 no.2
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    • pp.302-311
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    • 2010
  • In this study, we analyzed consumers' choices of various broadcasting and telecommunication convergence services and time consumption for chosen services by using survey data. A multivariate probit model was used to model consumers' choices of various broadcasting and telecommunication convergence services, and an ordered probit model was used to model consumers' time consumption for chosen services. Factors affecting consumers' choices and time-consumption behavior were identified, and simulation results of market competition and substitution were obtained. Based on these results, it was found that for the time being, consumers are highly locked into existing broadcasting services and are likely to become more price-sensitive to the new broadcasting and telecommunication convergence services. Also, the ways in which individual characteristics affect choices and time consumption were found to be very diverse service by service.

Relative performance of group CUSUM charts

  • Choi, Sungwoon;Lee, Sanghoon
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 1996.04a
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    • pp.11-14
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    • 1996
  • Performance of the group cumulative sum(CUSUM) control scheme using multiple univariate CUSUM charts is more sensitive to the change of quality control(QC) characteristics than the control chart scheme based on the Hotelling statistics. We examine three group charts for multivariate normal data sets simulated with various correlation structures and shift directions in the mean vector. These group schemes apply the orginal measurement vectors, the scaled residual vectors from the regression of each variable on all others and the principal component vectors respectively to calculating the CUSUM statistics. They are also compared to the multivariate QC charts based on the Hotelling statistic by estimating average run lengths, coefficients of variation of run length and ranks in signaling order. On the basis of simulation results, we suggest a control chart scheme appropriate for specific quality control environment.

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RELATIVE PERFORMANCE COMPARISON OF GROUP CUSUM CHARTS

  • Choi, Sung-Woon;Lee, Sang-Hoon
    • Management Science and Financial Engineering
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    • v.5 no.1
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    • pp.51-71
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    • 1999
  • Performance of the group cumulative sum (CUSUM) control scheme using multiple univariate CUSUM charts is more sensitive to the change of quality control (QC) characteristics than the control chart schemes based on the Hotelling statistic We vexamine three group charts for multivariate normal data sets simulated with various correlation structures and shift directions in the mean vector. These group schemes apply the original measurement vectors, the scaled residual vectors from the re-gression of each variable on all others and the principal component vectors respectively to calculat-ing the CUSUM statistics. They are also compared to the multivariate QC charts based on the Ho-telling statistic by estimating average run lengths, coefficients of variation of run length and ranks in signaling order. On the basis of simulation results, we suggest a control chart scheme appropriate for specific quality control environment.

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A simulation study on projection pursuit discriminant analysis (투사지향방법에 의한 판별분석의 모의실험분석)

  • 안윤기;이성석
    • The Korean Journal of Applied Statistics
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    • v.5 no.1
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    • pp.103-111
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    • 1992
  • The projection pursuit method has been gussested as a technique for the analysis of the multivariate data. This method seeks out interesting linear projections of the multivariate data onto a line of a plane to solve the curse or dimensionality. In this paper we developed the discriminant analysis by using the projection method and simulations were used for comparison between this and other existing discriminant analysis methods.

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A Study on High Breakdown Discriminant Analysis : A Monte Carlo Simulation

  • Moon Sup;Young Joo;Youngjo
    • Communications for Statistical Applications and Methods
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    • v.7 no.1
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    • pp.225-232
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    • 2000
  • The linear and quadratic discrimination functions based on normal theory are widely used to classify an observation to one of predefined groups. But the discriminant functions are sensitive to outliers. A high breakdown procedure to estimate location and scatter of multivariate data is the minimum volume ellipsoid or MVE estimator To obtain high breakdown classifiers outliers in multivariate data are detected by using the robust Mahalanobis distance based on MVE estimators and the weighted estimators are inserted in the functions for classification. A samll-sample MOnte Carlo study shows that the high breakdown robust procedures perform better than the classical classifiers.

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Noninformative Priors for the Common Intraclass Correlation Coefficient

  • Kim, Dal-Ho
    • Communications for Statistical Applications and Methods
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    • v.18 no.2
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    • pp.189-199
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    • 2011
  • In this paper, we develop the noninformative priors for the common intraclass correlation coefficient when independent samples drawn from multivariate normal populations. We derive the first and second order matching priors. We reveal that the second order matching prior dose not match alternative coverage probabilities up to the second order and is not a HPD matching prior. It turns out that among all of the reference priors, one-at-a-time reference prior satisfies a second order matching criterion. Our simulation study indicates that one-at-a-time reference prior performs better than the other reference priors in terms of matching the target coverage probabilities in a frequentist sense.