Knockoff procedure for false discovery rate control in high-dimensional data streams.

Motivated by applications to root-cause identification of faults in high-dimensional data streams that may have very limited samples after faults are detected, we consider multiple testing in models for multivariate statistical process control (SPC). With quick fault detection, only small portion of data streams being out-of-control (OC) can be assumed. It is a long standing problem to identify those OC data streams while controlling the number of false discoveries.

The optimal CUSUM control chart with a dynamic non-random control limit and a given sampling strategy for small samples sequence.

This article proposes a performance measure to evaluate the detection performance of a control chart with a given sampling strategy for finite or small samples sequence and prove that the CUSUM control chart with dynamic non-random control limit and a given sampling strategy can be optimal under the measure. Numerical simulations and real data for an earthquake are provided to illustrate that for different sampling strategies, the CUSUM chart will have different monitoring performance in change-point detection. Among the six sampling strategies that take only a part of samples, the numerical comparing results illustrate that the uniform sampling strategy (uniformly dispersed sampling strategy) has the best monitoring effect.

Directional PCA for Fast Detection and Accurate Diagnosis: A Unified Framework.

Many methods for monitoring multivariate processes are built on principal component analysis (PCA), which, however, simply tells whether the process is faulty or not. In fact, there is still room for the improvement of the early detection performance by exploiting fully the information given by fault directions. To this end, this article proposes a novel directional PCA (diPCA) approach.