gabrielodom/mvMonitoring: Multi-State Adaptive Dynamic Principal Component Analysis for Multivariate Process Monitoring

Use multi-state splitting to apply Adaptive-Dynamic PCA (ADPCA) to data generated from a continuous-time multivariate industrial or natural process. Employ PCA-based dimension reduction to extract linear combinations of relevant features, reducing computational burdens. For a description of ADPCA, see <doi:10.1007/s00477-016-1246-2>, the 2016 paper from Kazor et al. The multi-state application of ADPCA is from a manuscript under current revision entitled "Multi-State Multivariate Statistical Process Control" by Odom, Newhart, Cath, and Hering, and is expected to appear in Q1 of 2018.

Getting started

Package details

MaintainerGabriel Odom <[email protected]>
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
gabrielodom/mvMonitoring documentation built on Jan. 28, 2018, 9:22 a.m.