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首页> 外文期刊>Journal of Quality Technology >A two-stage online monitoring procedure for high-dimensional data streams
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A two-stage online monitoring procedure for high-dimensional data streams

机译：用于高维数据流的两阶段在线监测程序

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摘要

Advanced computing and data acquisition technologies have made possible the collection of high-dimensional data streams in many fields. Efficient online monitoring tools that can correctly identify any abnormal data stream for such data are highly sought. However, most of the existing monitoring procedures directly apply the false discovery rate (FDR) controlling procedure to the data at each time point, and the FDR at each time point (the pointwise FDR) is either specified by users or determined by the in-control (IC) average run length (ARL). If the pointwise FDR is specified by users, the resulting procedure lacks control of the global FDR and keeps users in the dark in terms of the IC ARL. If the pointwise FDR is determined by the IC ARL, the resulting procedure does not give users the flexibility to choose the number of false alarms (Type-I errors) they can tolerate when identifying abnormal data streams, which often makes the procedure too conservative. To address those limitations, a two-stage monitoring procedure is proposed to control both the IC-ARL and Type-I errors at the levels specified by users. As a result, the proposed procedure allows users to choose not only how often they expect any false alarms when all data streams are IC but also how many false alarms they can tolerate when identifying abnormal data streams. Due to this extra flexibility, the proposed two-stage monitoring procedure is shown to outperform the exiting methods in the simulation study and real data analysis.
机译：高级计算和数据采集技术使得在许多领域中可以集合高维数据流。高效的在线监控工具，可以非常寻求正确识别这些数据的任何异常数据流。但是，大多数现有监视程序直接将假发现速率（FDR）控制过程应用于每个时间点的数据，并且每个时间点（点fdr）的fdr由用户指定或由IN-控制（IC）平均运行长度（ARL）。如果用户指定了点FDR，则结果过程缺少全局FDR的控制，并在IC ARL方面保留用户在黑暗中。如果尖FDR由IC ARL确定，则结果过程不会使用户能够在识别异常数据流时能够容忍的误报（I型错误）的灵活性，这通常会使该程序过于保守。为了解决这些限制，建议在用户指定的级别控制IC-ARL和I型错误的两个阶段监视程序。因此，所提出的程序允许用户不仅可以在所有数据流是IC时期望的任何误报时的频率，但也可以在识别异常数据流时可以容忍多少误报警报。由于这种额外的灵活性，所提出的两级监测程序显示在仿真研究和实际数据分析中优于退出方法。

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