An Improved Hidden Markov Model for Monitoring the Process with Autocorrelated Observations

Abstract

With the development of intelligent manufacturing, automated data acquisition techniques are widely used. The autocorrelations between data that are collected from production processes have become more common. Residual charts are a good approach to monitoring the process with data autocorrelation. An improved hidden Markov model (IHMM) for the prediction of autocorrelated observations and a new expectation maximization (EM) algorithm is proposed. A residual chart based on IHMM is employed to monitor the autocorrelated process. The numerical experiment shows that, in general, IHMMs outperform both conventional hidden Markov models (HMMs) and autoregressive (AR) models in quality shift diagnosis, decreasing the cost of missing alarms. Moreover, the times taken by IHMMs for training and prediction are found to be much less than those of HMMs.

Cite this work

No public copy is stored for this record, so only the metadata is cited.

Stored only when both papers are in the corpus — 11 citations exist upstream.

Papers that cite the same references — the relational fallback while embeddings are still backfilling.