A New SVDD-Based Multivariate Non-parametric Process Capability Index

Process capability index (PCI) is a commonly used statistic to measure ability of a process to operate within the given specifications or to produce products which meet the required quality specifications. PCI can be univariate or multivariate depending upon the number of process specifications or quality characteristics of interest. Most PCIs make distributional assumptions which are often unrealistic in practice. This paper proposes a new multivariate non-parametric process capability index. This index can be used when distribution of the process or quality parameters is either unknown or does not follow commonly used distributions such as multivariate normal

Fault Detection of Single and Interval Valued Data Using Statistical Process Monitoring Techniques

Principal component analysis (PCA) is a linear data analysis technique widely used for fault detection and isolation, data modeling, and noise filtration. PCA may be combined with statistical hypothesis testing methods, such as the generalized likelihood ratio (GLR) technique in order to detect faults. GLR functions by using the concept of maximum likelihood estimation (MLE) in order to maximize the detection rate for a fixed false alarm rate. The benchmark Tennessee Eastman Process (TEP) is used to examine the performance of the different techniques, and the results show that for processes that experience both shifts in the mean and/or variance, the best performance is achieved by independently monitoring the mean and variance using two separate GLR charts, rather than simultaneously monitoring them using a single chart. Moreover, single-valued data can be aggregated into interval form in order to provide a more robust model with improved fault detection performance using PCA and GLR. The TEP example is used once more in order to demonstrate the effectiveness of using of interval-valued data over single-valued data

Development of an invasively monitored porcine model of acetaminophen-induced acute liver failure

Background: The development of effective therapies for acute liver failure (ALF) is limited by our knowledge of the pathophysiology of this condition, and the lack of suitable large animal models of acetaminophen toxicity. Our aim was to develop a reproducible invasively-monitored porcine model of acetaminophen-induced ALF. Method: 35kg pigs were maintained under general anaesthesia and invasively monitored. Control pigs received a saline infusion, whereas ALF pigs received acetaminophen intravenously for 12 hours to maintain blood concentrations between 200-300 mg/l. Animals surviving 28 hours were euthanased. Results: Cytochrome p450 levels in phenobarbital pre-treated animals were significantly higher than non pre-treated animals (300 vs 100 pmol/mg protein). Control pigs (n=4) survived 28-hour anaesthesia without incident. Of nine pigs that received acetaminophen, four survived 20 hours and two survived 28 hours. Injured animals developed hypotension (mean arterial pressure; 40.8+/-5.9 vs 59+/-2.0 mmHg), increased cardiac output (7.26+/-1.86 vs 3.30+/-0.40 l/min) and decreased systemic vascular resistance (8.48+/-2.75 vs 16.2+/-1.76 mPa/s/m3). Dyspnoea developed as liver injury progressed and the increased pulmonary vascular resistance (636+/-95 vs 301+/-26.9 mPa/s/m3) observed may reflect the development of respiratory distress syndrome. Liver damage was confirmed by deterioration in pH (7.23+/-0.05 vs 7.45+/-0.02) and prothrombin time (36+/-2 vs 8.9+/-0.3 seconds) compared with controls. Factor V and VII levels were reduced to 9.3 and 15.5% of starting values in injured animals. A marked increase in serum AST (471.5+/-210 vs 42+/-8.14) coincided with a marked reduction in serum albumin (11.5+/-1.71 vs 25+/-1 g/dL) in injured animals. Animals displayed evidence of renal impairment; mean creatinine levels 280.2+/-36.5 vs 131.6+/-9.33 mumol/l. Liver histology revealed evidence of severe centrilobular necrosis with coagulative necrosis. Marked renal tubular necrosis was also seen. Methaemoglobin levels did not rise >5%. Intracranial hypertension was not seen (ICP monitoring), but there was biochemical evidence of encephalopathy by the reduction of Fischer's ratio from 5.6 +/- 1.1 to 0.45 +/- 0.06. Conclusion: We have developed a reproducible large animal model of acetaminophen-induced liver failure, which allows in-depth investigation of the pathophysiological basis of this condition. Furthermore, this represents an important large animal model for testing artificial liver support systems

Analysing and combining multiple credit assessments of financial institutions

The last consultative papers of the Basel Committee on Banking Supervision set the path for a future where a wealth of credit assessment sources may be available. New external credit assessment institutions and internal ratings-based assessments will be added to ratings of major international rating agencies and to benchmark assessment methods used by supervisors or central banks. In its first part, this paper contributes to the development of a toolbox to analyse and compare credit assessments by examining the ratings of three leading rating agencies on a set of credit institutions. The analysis decomposes the historical default rate corresponding to a rating into two components drawing on a 'core' of published information and an 'analyst contribution'. In the second part of the paper, correlation and variance analysis of the analyst contributions lead to a combination of the available ratings, building on both the common core and the analyst part JEL Classification: C21, C51, G15, G21, G28