Description Usage Format Source

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.

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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:

state : the state indicator for the multivariate system, with three levels

x : x(t_*) = t_* + error

y : y(t_*) = (t_*) ^ 2 - 3t + error

z : z(t_*) = - (t_*) ^ 3 + 3(t_*) ^ 2 + error

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:

State1 – As presented

State2 – Rotated by (yaw = 0, pitch = 90, roll = 30) and scaled by (1 * x, 0.5 * y , 2 * z).

State3 – Rotated by (yaw = 90, pitch = 0, roll = -30) and scaled by (0.25 * x, 0.1 * y , 0.75 * z).

See the vignette for more details.

Simluated in R.

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

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