Gestão & Produção
https://www.gestaoeproducao.com/article/doi/10.1590/1806-9649-2021v28e019
Gestão & Produção
Seção Temática: Monitoramento e Controle Estatístico de Processos

Monitoring the mean with least-squares support vector data description

O monitoramento da média com mínimos quadrados suporta a descrição de dados vetoriais

Edgard M. Maboudou-Tchao

Downloads: 1
Views: 632

Abstract

Abstract: : Multivariate control charts are essential tools in multivariate statistical process control (MSPC). “Shewhart-type” charts are control charts using rational subgroupings which are effective in the detection of large shifts. Recently, the one-class classification problem has attracted a lot of interest. Three methods are typically used to solve this type of classification problem. These methods include the k−center method, the nearest neighbor method, one-class support vector machine (OCSVM), and the support vector data description (SVDD). In industrial applications, like statistical process control (SPC), practitioners successfully used SVDD to detect anomalies or outliers in the process. In this paper, we reformulate the standard support vector data description and derive a least squares version of the method. This least-squares support vector data description (LS-SVDD) is used to design a control chart for monitoring the mean vector of processes. We compare the performance of the LS-SVDD chart with the SVDD and T2 chart using out-of-control Average Run Length (ARL) as the performance metric. The experimental results indicate that the proposed control chart has very good performance.

Keywords

One-class classification, least squares support vector data description, least squares support vector machines, support vector data description, least squares one-class support vector machines

Resumo

Resumo: : Gráficos de controle multivariados são ferramentas essenciais no controle estatístico multivariado de processos (MSPC). Os gráficos do “tipo Shewhart” são gráficos de controle usando subgrupos racionais que são eficazes na detecção de grandes mudanças. Recentemente, o problema de classificação de uma classe atraiu muito interesse. Normalmente, três métodos são usados para resolver esse tipo de problema de classificação. Esses métodos incluem o método k-center, o método do vizinho mais próximo, máquina de vetor de suporte de uma classe (OCSVM) e a descrição de dados de vetor de suporte (SVDD). Em aplicações industriais, como controle estatístico de processo (SPC), os profissionais usaram com sucesso o SVDD para detectar anomalias ou outliers no processo. Neste artigo, reformulamos a descrição de dados vetoriais de suporte padrão e derivamos uma versão de mínimos quadrados do método. Esta descrição de dados de vetor de suporte de mínimos quadrados (LS-SVDD) é usada para projetar um gráfico de controle para monitorar o vetor médio de processos. Comparamos o desempenho do gráfico LS-SVDD com o gráfico SVDD e T2 usando o comprimento médio de execução (ARL) fora de controle como a métrica de desempenho. Os resultados experimentais indicam que o gráfico de controle proposto tem um desempenho muito bom.
 

Palavras-chave

Classificação de uma classe, mínimos quadrados suportam descrição de dados vetoriais, mínimos quadrados suportam máquinas vetoriais, suportam descrição de dados vetoriais

Referências

Boyd, S., & Vandenberghe, L. (2004). Convex optimization. Stanford University. New York: Cambridge University Press. http://dx.doi.org/10.1017/CBO9780511804441.

Camci, F., Chinnam, R. B., & Ellis, R. D. (2008). Robust Kernel distance multivariate control chart using support vector principles. International Journal of Production Research, 46(18), 5075-5095. http://dx.doi.org/10.1080/00207540500543265.

Choi, Y. S. (2009). Least squares one-class support vector machine. Pattern Recognition Letters, 30(13), 1236-1240. http://dx.doi.org/10.1016/j.patrec.2009.05.007.

Cortes, C., & Vapnik, V. (1995). Support-vector network. Machine Learning, 20(3), 273-297. http://dx.doi.org/10.1007/BF00994018.

Friedman, J., Hastie, T., & Tibshirani, R. (2008). Sparse inverse covariance estimation with the graphical LASSO. Biostatistics (Oxford, England), 9(3), 432-441. http://dx.doi.org/10.1093/biostatistics/kxm045. PMid:18079126.

Gani, W., Taleb, H., & Liman, M. (2011). An Assessment of the Kernel-distance-based Multivariate Control Chart through an Industrial Application. Quality and Reliability Engineering International, 27(4), 391-401. http://dx.doi.org/10.1002/qre.1117.

Guo, Y., Xiao, H., & Fu, Q. (2017). Least square support vector data description for HRRP-based radar target recognition. Journal of Applied Intelligence, 46(2), 365-372. http://dx.doi.org/10.1007/s10489-016-0836-5.

Guyon, I., Weston, J., Barnhill, S., & Vapnik, V. (2002). Gene selection for cancer classification using support vector machines. Machine Learning, 46(1/3), 389-422. http://dx.doi.org/10.1023/A:1012487302797.

Kang, J. H., & Kim, S. B. (2011). Clustering-Algorithm-based Control Charts for Inhomogeneously Distributed TFT-LCD Processes. International Journal of Production Research, 51(18), 5644-5657. http://dx.doi.org/10.1080/00207543.2013.793427.

de Kruif, B. J., & de Vries, T. J. A. (2003). Pruning error minimization in least squares support vector machines. IEEE Transactions on Neural Networks, 14(3), 696-702. http://dx.doi.org/10.1109/TNN.2003.810597. PMid:18238050.

Kumar, S., Choudhary, A. K., Kumar, M., Shankar, R., & Tiwari, M. K. (2006). Kernel distance-based robust support vector methods and its application in developing a robust K-chart. International Journal of Production Research, 44(1), 77-96. http://dx.doi.org/10.1080/00207540500216037.

Kuh, A., & De Wilde, P. (2007). Comments on Pruning Error Minimization in Least Squares Support Vector Machines. IEEE Transactions on Neural Networks, 18(2), 606-609. http://dx.doi.org/10.1109/TNN.2007.891590. PMid:17385646.

Li, B., Wang, K., & Yeh, A. B. (2013). Monitoring covariance matrix via penalized likelihood estimation. IIE Transactions, 45(2), 132-146. http://dx.doi.org/10.1080/0740817X.2012.663952.

Liu, C., & Wang, T. (2014). An AK-chart for the Non-Normal Data. International Journal of Computer, Information, Systems and Control Engineering, 8, 992-997.

Liu P, Choo KKR, Wang L, Huang F (2016). SVM or deep learning? A comparative study on remote sensing image classification, Soft Comput. 43(2), 113-126.

Maboudou-Tchao, E. M., & Diawara, N. (2013). A lasso chart for monitoring the covariance matrix. Quality Technology & Quantitative Management, 10(1), 95-114. http://dx.doi.org/10.1080/16843703.2013.11673310.

Maboudou-Tchao, E. M., & Agboto, V. (2013). Monitoring the covariance matrix with fewer observations than variables. Computational Statistics & Data Analysis, 64, 99-112. http://dx.doi.org/10.1016/j.csda.2013.02.028.

Maboudou-Tchao, E. M., Silva, I., & Diawara, N. (2018). Monitoring the mean vector with Mahalanobis kernels. Quality Technology & Quantitative Management, 15(4), 459-474. http://dx.doi.org/10.1080/16843703.2016.1226707.

Maboudou-Tchao, E. M. (2018). Kernel methods for changes detection in covariance matrices. Communications in Statistics. Simulation and Computation, 47(6), 1704-1721. http://dx.doi.org/10.1080/03610918.2017.1322701.

Maboudou-Tchao, E. M. (2019). High-dimensional data monitoring using support machines. Communications in Statistics. Simulation and Computation, 1-16. http://dx.doi.org/10.1080/03610918.2019.1588312.

Maboudou-Tchao, E. M. (2020). Change detection using least squares one-class classification control chart. Quality Technology & Quantitative Management, 17(5), 609-626. http://dx.doi.org/10.1080/16843703.2019.1711302.

Maboudou-Tchao, E. M. (2021). Support tensor data description. Journal of Quality Technology, 53(2), 109-134. http://dx.doi.org/10.1080/00224065.2019.1642815.

Montgomery, D. C. (2001). Introduction to Statistical Quality Control (4th ed.). New York: Wiley.

Ning, X., & Tsung, F. (2013). Improved design of Kernel-Distance-Based charts using Support Vector Methods. IIE Transactions, 45(4), 464-476. http://dx.doi.org/10.1080/0740817X.2012.712237.

Rodriguez-Lujan, I., Huerta, R., Elkan, C., & Cruz, C. S. (2010). Quadratic programming feature selection. Journal of Machine Learning Research, 11, 1491-1516.

Sukchotrat, T., Kim, S. B., & Tsung, F. (2009). One-Class classification-based control charts for multivariate process monitoring. IIE Transactions, 42(2), 107-120. http://dx.doi.org/10.1080/07408170903019150.

Sun, R., & Tsung, F. A. (2003). Kernel-distance-based multivariate control charts using support vector methods. International Journal of Production Research, 41(13), 2975-2989. http://dx.doi.org/10.1080/1352816031000075224.

Suykens, J. A. K., & Vandewalle, J. (1999). Least squares support vector machine classifiers. Neural Processing Letters, 9(3), 293-300. http://dx.doi.org/10.1023/A:1018628609742.

Tax, D., & Duin, R. (1999). Support vector domain description. Pattern Recognition Letters, 20(11-13), 1191-1199. http://dx.doi.org/10.1016/S0167-8655(99)00087-2.

Qiu, J., Wu, Q., Ding, G., Xu, Y., & Feng, S. (2016). A survey of machine learning for big data processing. EURASIP Journal on Advances in Signal Processing, 1, 1-16. http://dx.doi.org/10.1186/s13634016-0355-x.

Yeh, A. B., Li, B., & Wang, K. (2012). Monitoring multivariate process variability with individual observations via penalized likelihood estimation. International Journal of Production Research, 50(22), 6624-6638. http://dx.doi.org/10.1080/00207543.2012.676684.

Wang, H., & Hu, D. (2005). Comparison of SVM and LS-SVM for regression. In International conference on neural networks and brain (Vol. 1, pp. 279-283). Beijing, China: IEEE.

Weese, M., Martinez, W., & Jones-Farmer, L. A. (2017). On the selection of the bandwidth parameter for the k-Chart. Quality and Reliability Engineering International, 33(7), 1527-1547. http://dx.doi.org/10.1002/qre.2123.

Weese, M., Martinez, W., Megahed, F. M., & Jones-Farmer, L. A. (2016). Statistical Learning Methods Applied to Process Monitoring: An Overview and Perspective. Journal of Quality Technology, 48(1), 4-24. http://dx.doi.org/10.1080/00224065.2016.11918148.
 

6113dfa9a95395444513ad82 gp Articles

Gest. Prod.

Share this page
Page Sections