IDEAS home Printed from https://ideas.repec.org/a/spr/annopr/v263y2018i1d10.1007_s10479-016-2185-5.html
   My bibliography  Save this article

Multi-sensor slope change detection

Author

Listed:
  • Yang Cao

    (Georgia Institute of Technology)

  • Yao Xie

    (Georgia Institute of Technology)

  • Nagi Gebraeel

    (Georgia Institute of Technology)

Abstract

We develop a mixture procedure for multi-sensor systems to monitor data streams for a change-point that causes a gradual degradation to a subset of the streams. Observations are assumed to be initially normal random variables with known constant means and variances. After the change-point, observations in the subset will have increasing or decreasing means. The subset and the rate-of-changes are unknown. Our procedure uses a mixture statistics, which assumes that each sensor is affected by the change-point with probability $$p_0$$ p 0 . Analytic expressions are obtained for the average run length and the expected detection delay of the mixture procedure, which are demonstrated to be quite accurate numerically. We establish the asymptotic optimality of the mixture procedure. Numerical examples demonstrate the good performance of the proposed procedure. We also discuss an adaptive mixture procedure using empirical Bayes. This paper extends our earlier work on detecting an abrupt change-point that causes a mean-shift, by tackling the challenges posed by the non-stationarity of the slope-change problem.

Suggested Citation

  • Yang Cao & Yao Xie & Nagi Gebraeel, 2018. "Multi-sensor slope change detection," Annals of Operations Research, Springer, vol. 263(1), pages 163-189, April.
  • Handle: RePEc:spr:annopr:v:263:y:2018:i:1:d:10.1007_s10479-016-2185-5
    DOI: 10.1007/s10479-016-2185-5
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10479-016-2185-5
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s10479-016-2185-5?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Fang, Xiaolei & Zhou, Rensheng & Gebraeel, Nagi, 2015. "An adaptive functional regression-based prognostic model for applications with missing data," Reliability Engineering and System Safety, Elsevier, vol. 133(C), pages 266-274.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Li, Naipeng & Gebraeel, Nagi & Lei, Yaguo & Bian, Linkan & Si, Xiaosheng, 2019. "Remaining useful life prediction of machinery under time-varying operating conditions based on a two-factor state-space model," Reliability Engineering and System Safety, Elsevier, vol. 186(C), pages 88-100.
    2. Fang, Xiaolei & Paynabar, Kamran & Gebraeel, Nagi, 2017. "Multistream sensor fusion-based prognostics model for systems with single failure modes," Reliability Engineering and System Safety, Elsevier, vol. 159(C), pages 322-331.
    3. Xu, Hao & Gardoni, Paolo, 2020. "Conditional formulation for the calibration of multi-level random fields with incomplete data," Reliability Engineering and System Safety, Elsevier, vol. 204(C).
    4. Wang, Hu & Mao, Lei & Zhang, Heng & Wu, Qiang, 2024. "Multi-prediction of electric load and photovoltaic solar power in grid-connected photovoltaic system using state transition method," Applied Energy, Elsevier, vol. 353(PB).
    5. Malinowski, Simon & Chebel-Morello, Brigitte & Zerhouni, Noureddine, 2015. "Remaining useful life estimation based on discriminating shapelet extraction," Reliability Engineering and System Safety, Elsevier, vol. 142(C), pages 279-288.
    6. Xia, Tangbin & Dong, Yifan & Xiao, Lei & Du, Shichang & Pan, Ershun & Xi, Lifeng, 2018. "Recent advances in prognostics and health management for advanced manufacturing paradigms," Reliability Engineering and System Safety, Elsevier, vol. 178(C), pages 255-268.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:annopr:v:263:y:2018:i:1:d:10.1007_s10479-016-2185-5. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.