Parameter selection guidelines for adaptive PCA‐based control charts. (21st February 2016)

• Record Type: Journal Article
• Authors: Schmitt, Eric; Rato, Tiago; De Ketelaere, Bart; Reis, Marco; Hubert, Mia
• Other Names: Heberger Karoly guestEditor.
• Is Part Of: Journal of chemometrics. Volume 30:Number 4(2016)
• Page Start: 163
• Page End: 176
• Publication Date: 2016-02-21
• Subjects: principal component analysis (PCA) -- recursive PCA -- moving window PCA -- parameter selection -- statistical process monitoring; Chemistry -- Mathematics -- Periodicals; Chemistry -- Statistical methods -- Periodicals; 542.85
• DOI: 10.1002/cem.2783
• Languages: English
• ISSNs: 0886-9383

Abstract

Abstract : Methods based on principal component analysis (PCA) are widely used for statistical process monitoring of high‐dimensional processes. Allowing the monitoring model to update as new observations are acquired extends this class of approaches to non‐stationary processes. The updating procedure is governed by a weighting parameter that defines the rate at which older observations are discarded, and therefore, it greatly affects model quality and monitoring performance. Additionally, monitoring non‐stationary processes can require adjustments to the parameters defining the control limits of adaptive PCA in order to achieve the intended false detection rate. These two aspects require careful consideration prior the implementation of adaptive PCA. Towards this end, approaches are given in this paper for both parameter selection challenges. Results are presented for a simulation and two real‐life industrial process examples. Copyright © 2016 John Wiley & Sons, Ltd. Abstract : Recursive principal component analysis and moving window principal component analysis are adaptive methods that are widely used for statistical process monitoring of non‐stationary high‐dimensional processes. The updating procedure is governed by a weighting parameter that defines the rate at which older observations are discarded. Additionally, parameters defining the control limits are needed in order to achieve the intended false detection rate. In this paper new approaches are presented for both parameter selection challenges.