Online monitoring of high-dimensional binary data streams with application to extreme weather surveillance

Abstract

With the rapid development of modern sensor technology, high-dimensional data streams appear frequently nowadays, bringing urgent needs for effective statistical process control (SPC) tools. In such a context, the online monitoring problem of high-dimensional and correlated binary data streams is becoming very important. Conventional SPC methods for monitoring multivariate binary processes may fail when facing high-dimensional applications due to high computational complexity and the lack of efficiency. In this paper, motivated by an application in extreme weather surveillance, we propose a novel pairwise approach that considers the most informative pairwise correlation between any two data streams. The information is then integrated into an exponential weighted moving average (EWMA) charting scheme to monitor abnormal mean changes in high-dimensional binary data streams. Extensive simulation study together with a real-data analysis demonstrates the efficiency and applicability of the proposed control chart.