A1 Journal article (refereed)
ICS for multivariate functional anomaly detection with applications to predictive maintenance and quality control (2022)

Archimbaud, A., Boulfani, F., Gendre, X., Nordhausen, K., Ruiz-Gazen, A., & Virta, J. (2022). ICS for multivariate functional anomaly detection with applications to predictive maintenance and quality control. Econometrics and Statistics, In Press. https://doi.org/10.1016/j.ecosta.2022.03.003

JYU authors or editors

Publication details

All authors or editors: Archimbaud, Aurore; Boulfani, Feriel; Gendre, Xavier; Nordhausen, Klaus; Ruiz-Gazen, Anne; Virta, Joni

Journal or series: Econometrics and Statistics

ISSN: 2468-0389

eISSN: 2452-3062

Publication year: 2022

Publication date: 16/03/2022

Volume: In Press

Publisher: Elsevier BV

Publication country: Netherlands

Publication language: English

DOI: https://doi.org/10.1016/j.ecosta.2022.03.003

Publication open access: Not open

Publication channel open access: 

Abstract

Multivariate functional anomaly detection has received a large amount of attention recently. Accounting both the time dimension and the correlations between variables is challenging due to the existence of different types of outliers and the dimension of the data. In the context of predictive maintenance and quality control, data sets often contain a large number of functional variables. However, most of the existing methods focus on a small number of functional variables. Moreover, in fields that have high reliability standards, detecting a small number of potential multivariate functional outliers with as few false positives as possible is crucial. In such a context, the adaptation of the Invariant Coordinate Selection (ICS) method from the multivariate to the multivariate functional case is of particular interest. Two extensions of ICS are proposed: point-wise and global. For both methods, the choice of the relevant components together with outlier identification and interpretation are discussed. A comparison is made on a predictive maintenance example from the avionics field and a quality control example from the microelectronics field. It appears that in such a context, point-wise and global ICS with a small number of selected components can be recommended.

Keywords: data; anomalies; multivariable methods; monitoring; quality control

Free keywords: affine invariance; functional outlier map; global ICS; outliers; point-wise ICS; scatter matrices

Contributing organizations

Ministry reporting: Yes

Reporting Year: 2022

JUFO rating: 1