On- and offline detection of structural breaks in thermal spraying processes

The detection of structural changes in time series from industrial processes monitoring is of great interest. We investigate the limits and possibilities of two recently developed methods, one for the off -line detection of changed volatilities [Wied et al., 2011] and one for the on-line detection of changes in the course of the time series [Borowski and Fried, 2011]. The investigation is carried out on several time series from thermal spraying processes. The processes are deliberately manipulated to produce structural changes at known time points