Kullback-Leibler distance-based enhanced detection of incipient anomalies

Type
Article

Authors
Harrou, Fouzi
Sun, Ying
Madakyaru, Muddu

KAUST Department
Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
Statistics Program

KAUST Grant Number
OSR-2015-CRG4-2582

Online Publication Date
2016-09-09

Print Publication Date
2016-11

Date
2016-09-09

Abstract
Accurate and effective anomaly detection and diagnosis of modern engineering systems by monitoring processes ensure reliability and safety of a product while maintaining desired quality. In this paper, an innovative method based on Kullback-Leibler divergence for detecting incipient anomalies in highly correlated multivariate data is presented. We use a partial least square (PLS) method as a modeling framework and a symmetrized Kullback-Leibler distance (KLD) as an anomaly indicator, where it is used to quantify the dissimilarity between current PLS-based residual and reference probability distributions obtained using fault-free data. Furthermore, this paper reports the development of two monitoring charts based on the KLD. The first approach is a KLD-Shewhart chart, where the Shewhart monitoring chart with a three sigma rule is used to monitor the KLD of the response variables residuals from the PLS model. The second approach integrates the KLD statistic into the exponentially weighted moving average monitoring chart. The performance of the PLS-based KLD anomaly-detection methods is illustrated and compared to that of conventional PLS-based anomaly detection methods. Using synthetic data and simulated distillation column data, we demonstrate the greater sensitivity and effectiveness of the developed method over the conventional PLS-based methods, especially when data are highly correlated and small anomalies are of interest. Results indicate that the proposed chart is a very promising KLD-based method because KLD-based charts are, in practice, designed to detect small shifts in process parameters. © 2016 Elsevier Ltd

Citation
Harrou F, Sun Y, Madakyaru M (2016) Kullback-Leibler distance-based enhanced detection of incipient anomalies. Journal of Loss Prevention in the Process Industries 44: 73–87. Available: http://dx.doi.org/10.1016/j.jlp.2016.08.020.

Acknowledgements
This publication is based upon work supported by the King Abdullah University of Science and Technology (KAUST) Office of Sponsored Research (OSR) under Award No: OSR-2015-CRG4-2582.

Publisher
Elsevier BV

Journal
Journal of Loss Prevention in the Process Industries

DOI
10.1016/j.jlp.2016.08.020

Additional Links
http://www.sciencedirect.com/science/article/pii/S0950423016302273

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