Article ID Journal Published Year Pages File Type
6869464 Computational Statistics & Data Analysis 2016 12 Pages PDF
Abstract
A general framework for regression modeling using localized frequency characteristics of explanatory variables is proposed. This novel framework can be used in any application where the aim is to model an evolving process sequentially based on multiple time series data. Furthermore, this framework allows time series to be transformed and combined to simultaneously boost important characteristics and reduce noise. A wavelet transform is used to isolate key frequency structure and perform data reduction. The method is highly adaptive, since wavelets are effective at extracting localized information from noisy data. This adaptivity allows rapid identification of changes in the evolving process. Finally, a regression model uses functions of the wavelet coefficients to classify the evolving process into one of a set of states which can then be used for automatic monitoring of the system. As motivation and illustration, industrial process monitoring using electrical tomography measurements is considered. This technique provides useful data without intruding into the industrial process. Statistics derived from the wavelet transform of the tomographic data can be enormously helpful in monitoring and controlling the process. The predictive power of the proposed approach is explored using real and simulated tomographic data. In both cases, the resulting models successfully classify different flow regimes and hence provide the basis for reliable online monitoring and control of industrial processes.
Related Topics
Physical Sciences and Engineering Computer Science Computational Theory and Mathematics
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