Concurrent auto-regressive latent variable model for dynamic anomaly detection

Abstract

With Industry 4.0, temporal relations between process and quality variables become increasingly complex. Some dynamic supervised learning algorithms are designed to extract their dynamic cross-relations, but auto-correlations among quality variables are rarely considered, which, however, can provide additional valuable information. This article proposes a novel dynamic auto-regressive latent variable model (DALVM) to capture both auto and cross correlations from high-dimensional time series data. DALVM is designed to maximize the covariance between current quality score and the weighted sum of past quality and process scores, and an auto-regressive exogenous inner model is developed for consistency purpose. Further, a concurrent anomaly detection system is developed based on DALVM, referred to as ConDALVM, which conducts subsequent decompositions in the extracted latent spaces. ConDALVM realizes a comprehensive monitoring for both static and dynamic anomalies in process and quality spaces. The superiority of the methods is demonstrated through a numerical simulation and two industrial processes.