fault3A_xts: Process Data under a System Signal Amplification

Description Usage Format Source

Description

Three-feature, three-state simulated process data including observations under normal operating conditions and observations after an amplification of the underlying process for each feature in the system.

Usage

1

Format

An xts data matrix with 10080 rows and four columns, corresponding to one week worth of data recorded at a 1-minute interval. The columns under normal conditions are defined in the help file for normal_switch_xts. The fault is a signal amplificaton in the underlying determining t vector. The fault starts at row 8500, and the four columns under the fault state are defined here:

where t_* = 3 * t * (10080 - s) / (2 * 10080), where s is the observation index, and t is a 10080-entry vector of autocorrelated and non-stationary hidden process realizations. The states alternate each hour and are defined as follows:

See the vignette for more details.

Source

Simluated in R.


mvMonitoring documentation built on Nov. 17, 2017, 6:31 a.m.