Real-Time Monitoring of High-Dimensional Functional Data Streams via Spatio-Temporal Smooth Sparse Decomposition

Weighted Matrix Decomposition for Small Surface Defect Detection

Detecting small defects against a complex surface is highly challenging but crucial to ensure product quality in industry sectors. However, in the detection performance of existing methods, there remains a huge gap in the localization and segmentation of small defects with limited sizes and extremely weak feature representation. To address the above issue, this paper presents a weighted matrix decomposition model (WMD) for small defect detection against a complex surface. Firstly, a weighted matrix is constructed based on texture characteristics of RGB channels in the defect image, which aims to improve contrast between defects and the background. Based on the sparse and low-rank characteristics of small defects, the weighted matrix is then decomposed into low-rank and sparse matrices corresponding to the redundant background and defect areas, respectively. Finally, an automatic threshold segmentation method is used to obtain the optimal threshold and accurately segment the defect areas and their edges in the sparse matrix. The experimental results show that the proposed model outperforms state-of-the-art methods under various quantitative evaluation metrics and has broad industrial application prospects.

Adaptive Partially Observed Sequential Change Detection and Isolation

High-dimensional data has become popular due to the easy accessibility of sensors in modern industrial applications. However, one specific challenge is that it is often not easy to obtain complete measurements due to limited sensing powers and resource constraints. Furthermore, distinct failure patterns may exist in the systems, and it is necessary to identify the true failure pattern. This work focuses on the online adaptive monitoring of high-dimensional data in resource-constrained environments with multiple potential failure modes. To achieve this, we propose to apply the Shiryaev-Roberts procedure on the failure mode level and utilize the multi-arm bandit to balance the exploration and exploitation. We further discuss the theoretical property of the proposed algorithm to show that the proposed method can correctly isolate the failure mode. Finally, extensive simulations and two case studies demonstrate that the change point detection performance and the failure mode isolation accuracy can be greatly improved.

Hot-spots detection in count data by Poisson assisted smooth sparse tensor decomposition

Count data occur widely in many bio-surveillance and healthcare applications, e.g. the numbers of new patients of different types of infectious diseases from different cities/counties/states repeatedly over time, say, daily/weekly/monthly. For this type of count data, one important task is the quick detection and localization of hot-spots in terms of unusual infectious rates so that we can respond appropriately. In this paper, we develop a method called Poisson assisted Smooth Sparse Tensor Decomposition (PoSSTenD), which not only detect when hot-spots occur but also localize where hot-spots occur. The main idea of our proposed PoSSTenD method is articulated as follows. First, we represent the observed count data as a three-dimensional tensor including (1) a spatial dimension for location patterns, e.g. different cities/countries/states; (2) a temporal domain for time patterns, e.g. daily/weekly/monthly; (3) a categorical dimension for different types of data sources, e.g. different types of diseases. Second, we fit this tensor into a Poisson regression model, and then we further decompose the infectious rate into two components: smooth global trend and local hot-spots. Third, we detect when hot-spots occur by building a cumulative sum (CUSUM) control chart and localize where hot-spots occur by their LASSO-type sparse estimation. The usefulness of our proposed methodology is validated through numerical simulation studies and a real-world dataset, which records the annual number of 10 different infectious diseases from 1993 to 2018 for 49 mainland states in the United States.

Rapid detection of hot-spots via tensor decomposition with applications to crime rate data

In many real-world applications of monitoring multivariate spatio-temporal data that are non-stationary over time, one is often interested in detecting hot-spots with spatial sparsity and temporal consistency, instead of detecting system-wise changes as in traditional statistical process control (SPC) literature. In this paper, we propose an efficient method to detect hot-spots through tensor decomposition, and our method has three steps. First, we fit the observed data into a Smooth Sparse Decomposition Tensor (SSD-Tensor) model that serves as a dimension reduction and de-noising technique: it is an additive model decomposing the original data into: smooth but non-stationary global mean, sparse local anomalies, and random noises. Next, we estimate model parameters by the penalized framework that includes Least Absolute Shrinkage and Selection Operator (LASSO) and fused LASSO penalty. An efficient recursive optimization algorithm is developed based on Fast Iterative Shrinkage Thresholding Algorithm (FISTA). Finally, we apply a Cumulative Sum (CUSUM) Control Chart to monitor model residuals after removing global means, which helps to detect when and where hot-spots occur. To demonstrate the usefulness of our proposed SSD-Tensor method, we compare it with several other methods including scan statistics, LASSO-based, PCA-based, T2-based control chart in extensive numerical simulation studies and a real crime rate dataset.

Spatial Signal Detection Using Continuous Shrinkage Priors

Motivated by the problem of detecting changes in two-dimensional X-ray diffraction data, we propose a Bayesian spatial model for sparse signal detection in image data. Our model places considerable mass near zero and has heavy tails to reflect the prior belief that the image signal is zero for most pixels and large for an important subset. We show that the spatial prior places mass on nearby locations simultaneously being zero, and also allows for nearby locations to simultaneously be large signals. The form of the prior also facilitates efficient computing for large images. We conduct a simulation study to evaluate the properties of the proposed prior and show that it outperforms other spatial models. We apply our method in the analysis of X-ray diffraction data from a two-dimensional area detector to detect changes in the pattern when the material is exposed to an electric field.