Online Monitoring and Fault Diagnosis for High-Dimensional Stream with Application in Electron Probe X-Ray Microanalysis

Abstract

This study introduces an innovative two-stage framework for monitoring and diagnosing high-dimensional data streams with sparse changes. The first stage utilizes an exponentially weighted moving average (EWMA) statistic for online monitoring, identifying change points through extreme value theory and multiple hypothesis testing. The second stage involves a fault diagnosis mechanism that accurately pinpoints abnormal components upon detecting anomalies. Through extensive numerical simulations and electron probe X-ray microanalysis applications, the method demonstrates exceptional performance. It rapidly detects anomalies, often within one or two sampling intervals post-change, achieves near 100% detection power, and maintains type-I error rates around the nominal 5%. The fault diagnosis mechanism shows a 99.1% accuracy in identifying components in 200-dimensional anomaly streams, surpassing principal component analysis (PCA)-based methods by 28.0% in precision and controlling the false discovery rate within 3%. Case analyses confirm the method’s effectiveness in monitoring and identifying abnormal data, aligning with previous studies. These findings represent significant progress in managing high-dimensional sparse-change data streams over existing methods.

Keywords

• change point detection
• extreme value theory
• fault diagnosis
• high-dimensional statistics
• max-norm information
• X-ray microanalysis