Non-Restarting CUSUM charts and Control of the False Discovery Rate

Cumulative sum (CUSUM) charts are typically used to detect changes in a stream of observations e.g. shifts in the mean. Usually, after signalling, the chart is restarted by setting it to some value below the signalling threshold. We propose a non-restarting CUSUM chart which is able to detect periods during which the stream is out of control. Further, we advocate an upper boundary to prevent the CUSUM chart rising too high, which helps detecting a change back into control. We present a novel algorithm to control the false discovery rate (FDR) pointwise in time when considering CUSUM charts based on multiple streams of data. We prove that the FDR is controlled under two definitions of a false discovery simultaneously. Simulations reveal the difference in FDR control when using these two definitions and other desirable definitions of a false discovery.Comment: 10 pages, 2 figure

Performance evaluation of conventional exponentially weighted moving average (EWMA) and p-value cumulative sum (CUSUM) control chart

This paper is aimed at comparing the performances of the conventional Exponentially Weighted Moving Average (EWMA) and p-value Cumulative Sum (CUSUM) control chart. These charts were applied in monitoring the outbreak of pulmonary tuberculosis in Delta State University Teaching Hospital (DELSUTH), Oghara for a period of eighty four (84) calendar months. Line chart and histogram were plotted to test for stationary and normality of the data. Autocorrelation plot was also used to study the randomness of the data. The results of the control charts show that conventional EWMA chart detects shifts faster in monitoring process mean than the p-value CUSUM control chart. Keywords and Phrases: Exponentially Weighted Moving Average (EWMA), p-value, Cumulative Sum (CUSUM), Autocorrelation, Randomnes

Detection of water quality failure events at treatment works using a hybrid two-stage method with CUSUM and random forest algorithms

This is the final version. Available from IWA Publishing via the DOI in this record. Data cannot be made publicly available; readers should contact the corresponding author for details.Near-real-time event detection is crucial for water utilities to be able to detect failure events in their water treatment works (WTW) quickly and efficiently. This paper presents a new method for an automated, near-real-time recognition of failure events at WTWs by the application of combined statistical process control and machine-learning techniques. The resulting novel hybrid CUSUM event recognition system (HC-ERS) uses two distinct detection methodologies: one for fault detection at the level of individual water quality signals and the second for the recognition of faulty processes at the WTW level. HC-ERS was tested and validated on historical failure events at a real-life UK WTW. The new methodology proved to be effective in the detection of failure events, achieving a high true-detection rate of 82% combined with a low false-alarm rate (average 0.3 false alarms per week), reaching a peak F1 score of 84% as a measure of accuracy. The new method also demonstrated higher accuracy compared with the CANARY detection methodology. When applied to real-world data, the HC-ERS method showed the capability to detect faulty processes at WTW automatically and reliably, and hence potential for practical application in the water industry.Engineering and Physical Sciences Research Council (EPSRC

Events Recognition System for Water Treatment Works

The supply of drinking water in sufficient quantity and required quality is a challenging task for water companies. Tackling this task successfully depends largely on ensuring a continuous high quality level of water treatment at Water Treatment Works (WTW). Therefore, processes at WTWs are highly automated and controlled. A reliable and rapid detection of faulty sensor data and failure events at WTWs processes is of prime importance for its efficient and effective operation. Therefore, the vast majority of WTWs operated in the UK make use of event detection systems that automatically generate alarms after the detection of abnormal behaviour on observed signals to ensure an early detection of WTW’s process failures. Event detection systems usually deployed at WTWs apply thresholds to the monitored signals for the recognition of WTW’s faulty processes. The research work described in this thesis investigates new methods for near real-time event detection at WTWs by the implementation of statistical process control and machine learning techniques applied for an automated near real-time recognition of failure events at WTWs processes. The resulting novel Hybrid CUSUM Event Recognition System (HC-ERS) makes use of new online sensor data validation and pre-processing techniques and utilises two distinct detection methodologies: first for fault detection on individual signals and second for the recognition of faulty processes and events at WTWs. The fault detection methodology automatically detects abnormal behaviour of observed water quality parameters in near real-time using the data of the corresponding sensors that is online validated and pre-processed. The methodology utilises CUSUM control charts to predict the presence of faults by tracking the variation of each signal individually to identify abnormal shifts in its mean. The basic CUSUM methodology was refined by investigating optimised interdependent parameters for each signal individually. The combined predictions of CUSUM fault detection on individual signals serves the basis for application of the second event detection methodology. The second event detection methodology automatically identifies faults at WTW’s processes respectively failure events at WTWs in near real-time, utilising the faults detected by CUSUM fault detection on individual signals beforehand. The method applies Random Forest classifiers to predict the presence of an event at WTW’s processes. All methods have been developed to be generic and generalising well across different drinking water treatment processes at WTWs. HC-ERS has proved to be effective in the detection of failure events at WTWs demonstrated by the application on real data of water quality signals with historical events from a UK’s WTWs. The methodology achieved a peak F1 value of 0.84 and generates 0.3 false alarms per week. These results demonstrate the ability of method to automatically and reliably detect failure events at WTW’s processes in near real-time and also show promise for practical application of the HC-ERS in industry. The combination of both methodologies presents a unique contribution to the field of near real-time event detection at WTW

Data fusion for system modeling, performance assessment and improvement

Due to rapid advancements in sensing and computation technology, multiple types of sensors have been embedded in various applications, on-line automatically collecting massive production information. Although this data-rich environment provides great opportunity for more effective process control, it also raises new research challenges on data analysis and decision making due to the complex data structures, such as heterogeneous data dependency, and large-volume and high-dimensional characteristics. This thesis contributes to the area of System Informatics and Control (SIAC) to develop systematic data fusion methodologies for effective quality control and performance improvement in complex systems. These advanced methodologies enable (1) a better handling of the rich data environment communicated by complex engineering systems, (2) a closer monitoring of the system status, and (3) a more accurate forecasting of future trends and behaviors. The research bridges the gaps in methodologies among advanced statistics, engineering domain knowledge and operation research. It also forms close linkage to various application areas such as manufacturing, health care, energy and service systems. This thesis started from investigating the optimal sensor system design and conducting multiple sensor data fusion analysis for process monitoring and diagnosis in different applications. In Chapter 2, we first studied the couplings or interactions between the optimal design of a sensor system in a Bayesian Network and quality management of a manufacturing system, which can improve cost-effectiveness and production yield by considering sensor cost, process change detection speed, and fault diagnosis accuracy in an integrated manner. An algorithm named “Best Allocation Subsets by Intelligent Search” (BASIS) with optimality proof is developed to obtain the optimal sensor allocation design at minimum cost under different user specified detection requirements. Chapter 3 extended this line of research by proposing a novel adaptive sensor allocation framework, which can greatly improve the monitoring and diagnosis capabilities of the previous method. A max-min criterion is developed to manage sensor reallocation and process change detection in an integrated manner. The methodology was tested and validated based on a hot forming process and a cap alignment process. Next in Chapter 4, we proposed a Scalable-Robust-Efficient Adaptive (SERA) sensor allocation strategy for online high-dimensional process monitoring in a general network. A monitoring scheme of using the sum of top-r local detection statistics is developed, which is scalable, effective and robust in detecting a wide range of possible shifts in all directions. This research provides a generic guideline for practitioners on determining (1) the appropriate sensor layout; (2) the “ON” and “OFF” states of different sensors; and (3) which part of the acquired data should be transmitted to and analyzed at the fusion center, when only limited resources are available. To improve the accuracy of remaining lifetime prediction, Chapter 5 proposed a data-level fusion methodology for degradation modeling and prognostics. When multiple sensors are available to measure the degradation mechanism of a same system, it becomes a high dimensional and challenging problem to determine which sensors to use and how to combine them together for better data analysis. To address this issue, we first defined two essential properties if present in a degradation signal, can enhance the effectiveness for prognostics. Then, we proposed a generic data-level fusion algorithm to construct a composite health index to achieve those two identified properties. The methodology was tested using the degradation signals of aircraft gas turbine engine, which demonstrated a much better prognostic result compared to relying solely on the data from an individual sensor. In summary, this thesis is the research drawing attention to the area of data fusion for effective employment of the underlying data gathering capabilities for system modeling, performance assessment and improvement. The fundamental data fusion methodologies are developed and further applied to various applications, which can facilitate resources planning, real-time monitoring, diagnosis and prognostics.Ph.D

Advanced Data Analytics for Data-rich Multistage Manufacturing Processes

Nowadays, multistage manufacturing processes (MMPs) are usually equipped with complex sensing systems. They generate data with several unique characteristics: the output quality measurements from each stage are of different types, the comprehensive set of inputs (or process variables) have distinct degrees of influence over the process, and the relationship between the inputs and outputs is sometimes ambiguous, and multiple types of faults repetitively occur to the process during its operation. These characteristics of the data lead to new challenges in the data analytics of MMPs. In this thesis, we conduct three studies to tackle those new challenges from MMPs. In the first study, we propose a feature ranking scheme that ranks the process features based on their relationship with the final product quality. Our ranking scheme is called sparse distance correlation (SpaDC), and it satisfies the important diversity criteria from the engineering perspective and encourages the features that uniquely characterize the manufacturing process to be prioritized. The theoretical properties of SpaDC are studied. Simulations, as well as two real-case studies, are conducted to validate the method. In the second study, we propose a holistic modeling approach for the MMPs, aiming at understanding how intermediate quality measurements of mixed profile outputs relate to sparse effective inputs. This model can identify the effective inputs, output variation patterns, and establish connections between them. Specifically, the aforementioned objective is achieved by formulating and solving an optimization problem that involves the effects of process inputs on the outputs across the entire MMP. This ADMM algorithm that solves this problem is highly parallelizable and thus can handle a large amount of data of mixed types obtained from MMPs. In the third study, a retrospective analysis method is proposed for multiple functional signals. This method simultaneously identifies when multiple events occur to the system and characterizes how they affect the multiple sensing signals. A problem is formulated using the dictionary learning method, and the solution is obtained by iteratively updating the event signatures and sequences using ADMM algorithms. In the end, the potential extensions to the general interconnect systems are discussed.Ph.D

An integrated study of earth resources in the State of California using remote sensing techniques

The author has identified the following significant results. The supply, demand, and impact relationships of California's water resources as exemplified by the Feather River project and other aspects of the California Water Plan are discussed

Aeronautical Engineering. A continuing bibliography with indexes, supplement 135, May 1981

This bibliography lists 536 reports, articles, and other documents introduced into the NASA scientific and technical information system in April 1981

Bi-Directional Testing for Change Point Detection in Poisson Processes

Point processes often serve as a natural language to chronicle an event\u27s temporal evolution, and significant changes in the flow, synonymous with non-stationarity, are usually triggered by assignable and frequently preventable causes, often heralding devastating ramifications. Examples include amplified restlessness of a volcano, increased frequencies of airplane crashes, hurricanes, mining mishaps, among others. Guessing these time points of changes, therefore, merits utmost care. Switching the way time traditionally propagates, we posit a new genre of bidirectional tests which, despite a frugal construct, prove to be exceedingly efficient in culling out non-stationarity under a wide spectrum of environments. A journey surveying a lavish class of intensities, ranging from the tralatitious power laws to the deucedly germane rough steps, tracks the established unidirectional forward and backward test\u27s evolution into a p-value induced dual bidirectional test, the best member of the proffered category. Niched within a hospitable Poissonian framework, this dissertation, through a prudent harnessing of the bidirectional category\u27s classification prowess, incites a refreshing alternative to estimating changes plaguing a soporific flow, by conducting a sequence of tests. Validation tools, predominantly graphical, rid the structure of forbidding technicalities, aggrandizing the swath of applicability. Extensive simulations, conducted especially under hostile premises of hard non-stationarity detection, document minimal estimation error and reveal the algorithm\u27s obstinate versatility at its most unerring