Related papers: Process Monitoring Using Maximum Sequence Divergen…
Monitoring of industrial processes is a critical capability in industry and in government to ensure reliability of production cycles, quick emergency response, and national security. Process monitoring allows users to gauge the progress of…
Monitoring consists in deciding whether a log meets a given specification. In this work, we propose an automata-based formalism to monitor logs in the form of actions associated with time stamps and arbitrarily data values over infinite…
We propose an informal test for stationarity in a time series which checks for the compatibility of nonlinear approximations to the dynamics made in different segments of the sequence. The segments are compared directly, rather than via…
Dynamic statistical process monitoring methods have been widely studied and applied in modern industrial processes. These methods aim to extract the most predictable temporal information and develop the corresponding dynamic monitoring…
The main motivation of this paper is to introduce the permutation Jensen-Shannon distance, a symbolic tool able to quantify the degree of similarity between two arbitrary time series. This quantifier results from the fusion of two concepts,…
Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (or minimize…
A multivariate dispersion control chart monitors changes in the process variability of multiple correlated quality characteristics. In this article, we investigate and compare the performance of charts designed to monitor variability based…
We study the fluctuations of systems modeled by Markov jump processes with periodic generators. We focus on observables defined through time-periodic functions of the system's states or transitions. Using large deviation theory, canonical…
Motivated by the Internet-of-things and sensor networks for cyberphysical systems, the problem of dynamic sensor activation for the tracking of a time-varying process is examined. The tradeoff is between energy efficiency, which decreases…
Business process deviance refers to the phenomenon whereby a subset of the executions of a business process deviate, in a negative or positive way, with respect to {their} expected or desirable outcomes. Deviant executions of a business…
As semiconductor devices continue to scale down, process vari- ations become more relevant for circuit design. Facing such variations, statistical static timing analysis is introduced to model variations more accurately so that the…
Biomedical signals carry signature rhythms of complex physiological processes that control our daily bodily activity. The properties of these rhythms indicate the nature of interaction dynamics among physiological processes that maintain a…
Temporal data such as time series can be viewed as discretized measurements of the underlying function. To build a generative model for such data we have to model the stochastic process that governs it. We propose a solution by defining the…
Following several episodes of financial market turmoil in recent decades, changes in systemic risk have drawn growing attention. Therefore, we propose surveillance schemes for systemic risk, which allow to detect misspecified systemic risk…
Sequential monitoring in clinical trials is often employed to allow for early stopping and other interim decisions, while maintaining the type I error rate. However, sequential monitoring is typically described only in the context of a…
The rapid advancement of models based on artificial intelligence demands innovative monitoring techniques which can operate in real time with low computational costs. In machine learning, especially if we consider artificial neural networks…
Particle tracking is commonly used to study time-dependent behavior in many different types of physical and chemical systems involving constituents that span many length scales, including atoms, molecules, nanoparticles, granular particles,…
This paper is concerned with a characterization of the observability for a continuous-time hidden Markov model where the state evolves as a general continuous-time Markov process and the observation process is modeled as nonlinear function…
Numerous powerful point process models have been developed to understand temporal patterns in sequential data from fields such as health-care, electronic commerce, social networks, and natural disaster forecasting. In this paper, we develop…
A variety of established approaches exist for the detection of dynamic bottlenecks. Furthermore, the prediction of bottlenecks is experiencing a growing scientific interest, quantifiable by the increasing number of publications in recent…