For plant-wide processes with multiple operating conditions,the multimode feature imposes some challenges to conventional monitoring techniques.Hence,to solve this problem,this paper provides a novel local component b...For plant-wide processes with multiple operating conditions,the multimode feature imposes some challenges to conventional monitoring techniques.Hence,to solve this problem,this paper provides a novel local component based principal component analysis(LCPCA)approach for monitoring the status of a multimode process.In LCPCA,the process prior knowledge of mode division is not required and it purely based on the process data.Firstly,LCPCA divides the processes data into multiple local components using finite Gaussian mixture model mixture(FGMM).Then,calculating the posterior probability is applied to determine each sample belonging to which local component.After that,the local component information(such as mean and standard deviation)is used to standardize each sample of local component.Finally,the standardized samples of each local component are combined to train PCA monitoring model.Based on the PCA monitoring model,two monitoring statistics T^(2) and SPE are used for monitoring multimode processes.Through a numerical example and the Tennessee Eastman(TE)process,the monitoring result demonstrates that LCPCA outperformed conventional PCA and LNS-PCA in the fault detection rate.展开更多
High frequency financial data is characterized by non-normality: asymmetric, leptokurtic and fat-tailed behaviour. The normal distribution is therefore inadequate in capturing these characteristics. To this end, vario...High frequency financial data is characterized by non-normality: asymmetric, leptokurtic and fat-tailed behaviour. The normal distribution is therefore inadequate in capturing these characteristics. To this end, various flexible distributions have been proposed. It is well known that mixture distributions produce flexible models with good statistical and probabilistic properties. In this work, a finite mixture of two special cases of Generalized Inverse Gaussian distribution has been constructed. Using this finite mixture as a mixing distribution to the Normal Variance Mean Mixture we get a Normal Weighted Inverse Gaussian (NWIG) distribution. The second objective, therefore, is to construct and obtain properties of the NWIG distribution. The maximum likelihood parameter estimates of the proposed model are estimated via EM algorithm and three data sets are used for application. The result shows that the proposed model is flexible and fits the data well.展开更多
In this paper, we propose a novel performance monitoring and fault detection method, which is based on modified structure analysis and globality and locality preserving （MSAGL） projection, for non-Gaussian processes...In this paper, we propose a novel performance monitoring and fault detection method, which is based on modified structure analysis and globality and locality preserving （MSAGL） projection, for non-Gaussian processes with multiple operation conditions. By using locality preserving projection to analyze the embedding geometrical manifold and extracting the non-Gaussian features by independent component analysis, MSAGL preserves both the global and local structures of the data simultaneously. Furthermore, the tradeoff parameter of MSAGL is tuned adaptively in order to find the projection direction optimal for revealing the hidden structural information. The validity and effectiveness of this approach are illustrated by applying the proposed technique to the Tennessee Eastman process simulation under multiple operation conditions. The results demonstrate the advantages of the proposed method over conventional eigendecomposition-based monitoring methotis.展开更多
基金National Natural Science Foundation of China(61673279)。
文摘For plant-wide processes with multiple operating conditions,the multimode feature imposes some challenges to conventional monitoring techniques.Hence,to solve this problem,this paper provides a novel local component based principal component analysis(LCPCA)approach for monitoring the status of a multimode process.In LCPCA,the process prior knowledge of mode division is not required and it purely based on the process data.Firstly,LCPCA divides the processes data into multiple local components using finite Gaussian mixture model mixture(FGMM).Then,calculating the posterior probability is applied to determine each sample belonging to which local component.After that,the local component information(such as mean and standard deviation)is used to standardize each sample of local component.Finally,the standardized samples of each local component are combined to train PCA monitoring model.Based on the PCA monitoring model,two monitoring statistics T^(2) and SPE are used for monitoring multimode processes.Through a numerical example and the Tennessee Eastman(TE)process,the monitoring result demonstrates that LCPCA outperformed conventional PCA and LNS-PCA in the fault detection rate.
文摘High frequency financial data is characterized by non-normality: asymmetric, leptokurtic and fat-tailed behaviour. The normal distribution is therefore inadequate in capturing these characteristics. To this end, various flexible distributions have been proposed. It is well known that mixture distributions produce flexible models with good statistical and probabilistic properties. In this work, a finite mixture of two special cases of Generalized Inverse Gaussian distribution has been constructed. Using this finite mixture as a mixing distribution to the Normal Variance Mean Mixture we get a Normal Weighted Inverse Gaussian (NWIG) distribution. The second objective, therefore, is to construct and obtain properties of the NWIG distribution. The maximum likelihood parameter estimates of the proposed model are estimated via EM algorithm and three data sets are used for application. The result shows that the proposed model is flexible and fits the data well.
文摘In this paper, we propose a novel performance monitoring and fault detection method, which is based on modified structure analysis and globality and locality preserving （MSAGL） projection, for non-Gaussian processes with multiple operation conditions. By using locality preserving projection to analyze the embedding geometrical manifold and extracting the non-Gaussian features by independent component analysis, MSAGL preserves both the global and local structures of the data simultaneously. Furthermore, the tradeoff parameter of MSAGL is tuned adaptively in order to find the projection direction optimal for revealing the hidden structural information. The validity and effectiveness of this approach are illustrated by applying the proposed technique to the Tennessee Eastman process simulation under multiple operation conditions. The results demonstrate the advantages of the proposed method over conventional eigendecomposition-based monitoring methotis.
