Application of Multivariate Statistical Analysis in Process Control

Authors

  • Tigran Z. Khachikyan Yerevan State University
  • Sahak M. Narimanyan Yerevan State University

Keywords:

Principal component analysis, level of significance, T2 statistics, Q statistics, Loading matrix, Score matrix, Eigenvalues, Covariance matrix, Upper critical value

Abstract

Due to significant increase of information systems and its intensive usage in our everyday life, several problems like automatic identification of system faults, finding times of drastic change in stochastic characteristics as well as locating those characteristics, which “went out of control” need to be addressed. To solve these problems, we propose an algorithm based on multivariate statistical analysis. The algorithm is implemented with the R software environment and tested on custom metrics for Vesta server and other groups of random metrics.

Author Biographies

Tigran Z. Khachikyan, Yerevan State University

Department of Probability Theory and Mathematical Statistics

Sahak M. Narimanyan, Yerevan State University

Department of Probability Theory and Mathematical Statistics

References

T. W. Anderson, An Inroduction to Multivariate Statistical Analysis, 3rd ed., Wiley series in Probability and Mathematical Statistics, 2003.

J. E. Jackson, A User’s Guide to Principal Components, Wiley series in Probability and Mathematical Statistics, 1991.

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Published

2021-12-10

How to Cite

Khachikyan, T. Z. ., & Narimanyan, S. M. . (2021). Application of Multivariate Statistical Analysis in Process Control. Mathematical Problems of Computer Science, 44, 145–153. Retrieved from http://mpcs.sci.am/index.php/mpcs/article/view/194