Thresholded Multivariate Principal Component Analysis for Multi-channel Profile Monitoring

TL;DR

This paper introduces a thresholded multivariate PCA method for monitoring multi-channel profiles, effectively handling high-dimensional data with changing structures to detect deviations in manufacturing systems.

Contribution

It proposes a novel two-step dimension reduction approach combining functional PCA and soft-thresholding to adaptively identify significant features in multi-channel profile data.

Findings

Method effectively detects profile changes in simulations.

Thresholding improves feature selection accuracy.

Approach adapts to unknown profile structure changes.

Abstract

Monitoring multichannel profiles has important applications in manufacturing systems improvement, but it is non-trivial to develop efficient statistical methods due to two main challenges. First, profiles are high-dimensional functional data with intrinsic inner- and inter-channel correlations, and one needs to develop a dimension reduction method that can deal with such intricate correlations for the purpose of effective monitoring. The second, and probably more fundamental, challenge is that the functional structure of multi-channel profiles might change over time, and thus the dimension reduction method should be able to automatically take into account the potential unknown change. To tackle these two challenges, we propose a novel thresholded multivariate principal component analysis (PCA) method for multi-channel profile monitoring. Our proposed method consists of two steps of dimension reduction: It first applies the functional PCA to extract a reasonable large number of features under the normal operational (in-control) state, and then use the soft-thresholding techniques to further select significant features capturing profile information in the out-of-control state. The choice of tuning parameter for soft-thresholding is provided based on asymptotic analysis, and extensive simulation studies are conducted to illustrate the efficacy of our proposed thresholded PCA methodology.