<p>In this paper, we introduce an improved multivariate statistical monitoring method based on the stacked sparse autoencoder (SSAE). Our contribution focuses on the choice of the SSAE model based on neural networks to solve diagnostic problems of complex systems. In order to monitor the process performance, the squared prediction error (SPE) chart is linked with nonparametric adaptive confidence bounds which arise from the kernel density estimation to minimize erroneous alerts. Then, faults are localized using two methods: contribution plots and sensor validity index (SVI). The results are obtained from experiments and real data from a drinkable water processing plant, demonstrating how the applied technique is performed. The simulation results of the SSAE model show a better ability to detect and identify sensor failures.</p>