fault3A_xts: Process Data under a System Signal Amplification

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.




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.


Simluated in R.

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