An Improved Hidden Markov Model for Monitoring the Process with Autocorrelated Observations
Year: 2022
Type: article
Abstract: With the development of intelligent manufacturing, automated data acquisition techniques are widely used. The autocorrelations between data that are collected from production processes have become more common. Residual charts are a good approach to monitoring the process with data autocorrelation. An improved hidden Markov model (IHMM) for the prediction of autocorrelated observations and a new expectation maximization (EM) algorithm is proposed. A residual chart based on IHMM is employed to monitor the autocorrelated process. The numerical experiment shows that, in general, IHMMs outperform both conventional hidden Markov models (HMMs) and autoregressive (AR) models in quality shift diagnosis, decreasing the cost of missing alarms. Moreover, the times taken by IHMMs for training and prediction are found to be much less than those of HMMs.
Source: Energies
DOI: 10.3390/en15051685
Authors: Yaping Li, Haiyan Li, Zhen Chen, Ying Zhu
Institutions: Nanjing Forestry University, Shanghai Jiao Tong University
Language: English
Subfield: Statistics, Probability and Uncertainty
Field: Decision Sciences
Domain: Social Sciences
Open Access status: gold
Estimated APC paid: $2,303
OpenAlex ID: W4213422293
