Nonparametric Control Chart Using Density Weighted Support Vector Data Description
Authors: Myungraee Cha, Jun Seok Kim, Seung Hwan Park, Jun-Geol Baek
Abstract:
In manufacturing industries, development of measurement leads to increase the number of monitoring variables and eventually the importance of multivariate control comes to the fore. Statistical process control (SPC) is one of the most widely used as multivariate control chart. Nevertheless, SPC is restricted to apply in processes because its assumption of data as following specific distribution. Unfortunately, process data are composed by the mixture of several processes and it is hard to estimate as one certain distribution. To alternative conventional SPC, therefore, nonparametric control chart come into the picture because of the strength of nonparametric control chart, the absence of parameter estimation. SVDD based control chart is one of the nonparametric control charts having the advantage of flexible control boundary. However,basic concept of SVDD has been an oversight to the important of data characteristic, density distribution. Therefore, we proposed DW-SVDD (Density Weighted SVDD) to cover up the weakness of conventional SVDD. DW-SVDD makes a new attempt to consider dense of data as introducing the notion of density Weight. We extend as control chart using new proposed SVDD and a simulation study of various distributional data is conducted to demonstrate the improvement of performance.
Keywords: Density estimation, Multivariate control chart, Oneclass classification, Support vector data description (SVDD)
Digital Object Identifier (DOI): doi.org/10.5281/zenodo.1070501
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2126References:
[1] H. Hotelling, Multivariate Quality Control. McGraw-Hill, 1947.
[2] D. C. Montgomery, Introduction to statistical quality control. New York Singapore : John Wiley, 1985.
[3] S. T. Bakir, "Distribution-free quality control charts based on signedrank- like statistics," Communications in Statistics - Theory and Methods, vol. 35, no. 4, pp. 743-757, 2006.
[4] S. Bersimis, S. Psarakis, and J. Panaretos, "Multivariate statistical process control charts: An overview," Quality and Reliability Engineering International, vol. 23, no. 5, pp. 517-543, 2007.
[5] D. M. J. Tax and R. P. W. Duin, "Support vector domain description," Pattern Recognition Letters, vol. 20, no. 11-13, pp. 1191-1199, 1999.
[6] K. Lee, D. W. Kim, K. H. Lee, and D. Lee, "Density-induced support vector data description," IEEE Transactions on Neural Networks, vol. 18, no. 1, pp. 284-289, 2007.
[7] D. J. Tax and R. W. Duin, "Support vector data description," Machine Learning, vol. 54, no. 1, pp. 45-66, 2004.
[8] J. Shawe-Taylor and N. Cristianini, Kernel methods for pattern analysis. Cambridge University Press, 2004.
[9] M. M. Breunig, H. P. Kriegel, R. T. Ng, and J. Sander, "Lof: Identifying density-based local outliers," Sigmod Record, vol. 29, no. 2, pp. 93-104, 2000.
[10] R. Sun and F. Tsung, "A kernel-distance-based multivariate control chart using support vector methods," International Journal of Production Research, vol. 41, no. 13, pp. 2975-2989, 2003.
[11] S. Kumar, A. K. Choudhary, M. Kumar, R. Shankar, and M. K. Tiwari, "Kernel distance-based robust support vector methods and its application in developing a robust k-chart," International Journal of Production Research, vol. 44, no. 1, pp. 77-96, 2006.
[12] T. Sukchotrat, S. B. Kim, and F. Tsung, "One-class classification-based control charts for multivariate process monitoring," IIE Transactions, vol. 42, no. 2, pp. 107-120, 2010.
[13] B. Efron and R. J. Tibshirani, An Introduction to the Bootstrap. Chapman and Hall, New York, 1993.
[14] J. Friedman, T. Hastie, and R. Tibshirani, The Elements of Statistical Learning : Data Mining, Inference, and Prediction, ser. Springer Series in Statistics. New York, NY: Springer-Verlag New York, 2009.
[15] B. Liu, Y. Xiao, L. Cao, Z. Hao, and F. Deng, "Svdd-based outlier detection on uncertain data," Knowledge and Information Systems, pp. 1-22, 2012.