Process Knowledge Driven Change Point Detection for Automated Calibration of Discrete Event Simulation Models Using Machine Learning

Initial development and subsequent calibration of discrete event simulation models for complex systems require accurate identification of dynamically changing process characteristics. Existing data driven change point methods (DD-CPD) assume changes are extraneous to the system, thus cannot utilize available process knowledge. This work proposes a unified framework for process-driven multi-variate change point detection (PD-CPD) by combining change point detection models with machine learning and process-driven simulation modeling. The PD-CPD, after initializing with DD-CPD's change point(s), uses simulation models to generate system level outputs as time-series data streams which are then used to train neural network models to predict system characteristics and change points. The accuracy of the predictive models measures the likelihood that the actual process data conforms to the simulated change points in system characteristics. PD-CPD iteratively optimizes change points by repeating simulation and predictive model building steps until the set of change point(s) with the maximum likelihood is identified. Using an emergency department case study, we show that PD-CPD significantly improves change point detection accuracy over DD-CPD estimates and is able to detect actual change points.Comment: This work has been submitted to the IEEE for possible publication. Copyright may be transferred without notice, after which this version may no longer be accessibl

Statistical Monitoring of Covariance Matrix in Multivariate Processes: A Literature Review

Monitoring several correlated quality characteristics of a process is common in modern manufacturing and service processes. For this purpose, control charts have been developed to detect assignable causes before producing nonconforming products. Although a lot of attention has been paid to monitoring the multivariate process mean, not many control charts are available for monitoring the covariance matrix. This paper presents a comprehensive overview of the literature on control charts for monitoring covariance matrix in multivariate statistical process monitoring (MSPM) framework. It classifies the research that have previously appeared in the literature. We highlight the challenging areas for research and provide some directions for future research