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CRANmvMonitoringMaRDI QIDQ109494FDOQ109494

Multi-State Adaptive Dynamic Principal Component Analysis for Multivariate Process Monitoring

Melissa Innerst, Ben Barnard, Amanda Hering, Gabriel Odom, Karen Kazor

Last update: 21 November 2023

Copyright license: GNU General Public License, version 2.0

Software version identifier: 0.2.0, 0.1.0, 0.2.2, 0.2.4

Use multi-state splitting to apply Adaptive-Dynamic PCA (ADPCA) to data generated from a continuous-time multivariate industrial or natural process. Employ PCA-based dimension reduction to extract linear combinations of relevant features, reducing computational burdens. For a description of ADPCA, see <doi:10.1007/s00477-016-1246-2>, the 2016 paper from Kazor et al. The multi-state application of ADPCA is from a manuscript under current revision entitled "Multi-State Multivariate Statistical Process Control" by Odom, Newhart, Cath, and Hering, and is expected to appear in Q1 of 2018.





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