• Title/Summary/Keyword: Hotelling′s T$^2$

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Prediction of Rainfall-Induced Slope Failure Using Hotelling's T-Square Statistic (Hotelling의 T-square 통계량을 이용한 강우유발 사면붕괴 예측)

  • Kim, Seul-Bi;Na, Jong-Hwa;Seo, Yong-Seok
    • The Journal of Engineering Geology
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    • v.25 no.3
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    • pp.331-337
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    • 2015
  • A new technique is presented to detect unstable slope behavior, based on Hotelling's T2 analysis of pore pressure and water content obtained during flume tests using granitic and gneissic weathered soils. Three sets of pore pressure-water content values were simultaneously obtained during each test, and T2 statistics at the 90.0% and 95.0% confidence levels were calculated based on the correlations between values. The results show that unsuccessful detection of some local failures of the flume slope depended on the sensor position. In the case of global slope failures, anomalous behavior was detected between several hundred and several thousand seconds before the event as T2 statistics exceeded the confidence interval 90%. Hotelling's T2 analysis provides a single control criterion because it enables correlations between diverse measured values within the same slope; the criterion also includes stepwise criteria for a forecasting and warning system based on confidence levels.

Anomaly Detection System of IoT Platform using Machine Learning (기계학습을 활용한 IoT 플랫폼의 이상감지 시스템)

  • Im, SeonYeol;Choi, HyoKeun;Yi, KyuYull;Lee, TeaHun;Yu, HeonChang
    • Proceedings of the Korea Information Processing Society Conference
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    • 2018.10a
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    • pp.1001-1004
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    • 2018
  • As the industry generates a lot of data, it is increasingly dependent on the IoT platform. For this reason, the performance and anomaly detection of IoT platform is becoming an important factor. In this paper, we propose a system model of IoT platform that detects device anomaly without performance issue. The proposed system uses Micro Batch which calculates the data transmission cycle to provide Soft Real-time service. In the industry, it was difficult to collect abnormal data, so the Hotelling's $T^2$ model was applied to the data analysis experiment. And the Hotelling's $T^2$ model successfully detected anomalies.

Identification of the out-of-control variable based on Hotelling's T2 statistic (호텔링 T2의 이상신호 원인 식별)

  • Lee, Sungim
    • The Korean Journal of Applied Statistics
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    • v.31 no.6
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    • pp.811-823
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    • 2018
  • Multivariate control chart based on Hotelling's $T^2$ statistic is a powerful tool in statistical process control for identifying an out-of-control process. It is used to monitor multiple process characteristics simultaneously. Detection of the out-of-control signal with the $T^2$ chart indicates mean vector shifts. However, these multivariate signals make it difficult to interpret the cause of the out-of-control signal. In this paper, we review methods of signal interpretation based on the Mason, Young, and Tracy (MYT) decomposition of the $T^2$ statistic. We also provide an example on how to implement it using R software and demonstrate simulation studies for comparing the performance of these methods.

Estimating the Number of Clusters using Hotelling's

  • Choi, Kyung-Mee
    • Communications for Statistical Applications and Methods
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    • v.12 no.2
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    • pp.305-312
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    • 2005
  • In the cluster analysis, Hotelling's $T^2$ can be used to estimate the unknown number of clusters based on the idea of multiple comparison procedure. Especially, its threshold is obtained according to the probability of committing the type one error. Examples are used to compare Hotelling's $T^2$ with other classical location test statistics such as Sum-of-Squared Error and Wilks' $\Lambda$ The hierarchical clustering is used to reveal the underlying structure of the data. Also related criteria are reviewed in view of both the between variance and the within variance.

Unbalanced ANOVA for Testing Shape Variability in Statistical Shape Analysis

  • Kim, Jong-Geon;Choi, Yong-Seok;Lee, Nae-Young
    • The Korean Journal of Applied Statistics
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    • v.23 no.2
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    • pp.317-323
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    • 2010
  • Measures are very useful tools for comparing the shape variability in statistical shape analysis. For examples, the Procrustes statistic(PS) is isolated measure, and the mean Procrustes statistic(MPS) and the root mean square measure(RMS) are overall measures. But these measures are very subjective, complicated and moreover these measures are not statistical for comparing the shape variability. Therefore we need to study some tests. It is well known that the Hotelling's $T^2$ test is used for testing shape variability of two independent samples. And for testing shape variabilities of several independent samples, instead of the Hotelling's $T^2$ test, one way analysis of variance(ANOVA) can be applied. In fact, this one way ANOVA is based on the balanced samples of equal size which is called as BANOVA. However, If we have unbalanced samples with unequal size, we can not use BANOVA. Therefore we propose the unbalanced analysis of variance(UNBANOVA) for testing shape variabilities of several independent samples of unequal size.

Statistical Analysis for Feature Subset Selection Procedures.

  • Kim, In-Young;Lee, Sun-Ho;Kim, Sang-Cheol;Rha, Sun-Young;Chung, Hyun-Cheol;Kim, Byung-Soo
    • Proceedings of the Korean Society for Bioinformatics Conference
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    • 2003.10a
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    • pp.101-106
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    • 2003
  • In this paper, we propose using Hotelling's T2 statistic for the detection of a set of a set of differentially expressed (DE) genes in colorectal cancer based on its gene expression level in tumor tissues compared with those in normal tissues and to evaluate its predictivity which let us rank genes for the development of biomarkers for population screening of colorectal cancer. We compared the prediction rate based on the DE genes selected by Hotelling's T2 statistic and univariate t statistic using various prediction methods, a regulized discrimination analysis and a support vector machine. The result shows that the prediction rate based on T2 is better than that of univatiate t. This implies that it may not be sufficient to look at each gene in a separate universe and that evaluating combinations of genes reveals interesting information that will not be discovered otherwise.

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Comparison of Univariate and Multivariate Gene Set Analysis in Acute Lymphoblastic Leukemia

  • Soheila, Khodakarim;Hamid, AlaviMajd;Farid, Zayeri;Mostafa, Rezaei-Tavirani;Nasrin, Dehghan-Nayeri;Syyed-Mohammad, Tabatabaee;Vahide, Tajalli
    • Asian Pacific Journal of Cancer Prevention
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    • v.14 no.3
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    • pp.1629-1633
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    • 2013
  • Background: Gene set analysis (GSA) incorporates biological with statistical knowledge to identify gene sets which are differentially expressed that between two or more phenotypes. Materials and Methods: In this paper gene sets differentially expressed between acute lymphoblastic leukaemia (ALL) with BCR-ABL and those with no observed cytogenetic abnormalities were determined by GSA methods. The BCR-ABL is an abnormal gene found in some people with ALL. Results: The results of two GSAs showed that the Category test identified 30 gene sets differentially expressed between two phenotypes, while the Hotelling's $T^2$ could discover just 19 gene sets. On the other hand, assessment of common genes among significant gene sets showed that there were high agreement between the results of GSA and the findings of biologists. In addition, the performance of these methods was compared by simulated and ALL data. Conclusions: The results on simulated data indicated decrease in the type I error rate and increase the power in multivariate (Hotelling's $T^2$) test as increasing the correlation between gene pairs in contrast to the univariate (Category) test.

Asymptotic Relative Efficiencies of Chaudhuri′s Estimators for the Multivariate One Sample Location Problem

  • Park, Kyungmee
    • Communications for Statistical Applications and Methods
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    • v.8 no.3
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    • pp.875-883
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    • 2001
  • We derive the asymptotic relative efficiencies in two special cases of Chaudhuri's estimators for the multivariate one sample problem. And we compare those two when observations are independent and identically distributed from a family of spherically symmetric distributions including normal distributions.

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Multivariate Autoregressive Moving Average(ARMA) process Control in Computer Integrated Manufacturing Systems (CIMS) (CIMS에서 다변량 ARMA 공정제어)

  • 최성운
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.15 no.26
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    • pp.181-187
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    • 1992
  • 본 논문은 CIMS에서 적응되는 ARMA 공정제어의 새로운 3단계절차를 제안한다. 첫번째 단계는 다변량 ARMA모델을 식별하여 모수를 추정하고, white noise로 진단된 잔차 series에 대하여 다변량 제어통계량(즉, 다변량 Hotelling T$^2$통계량, 다변량 CUSUM, 다변량 EWHA 통계량, 다변량 MA 통계량)등을 계산한다. 마지막으로 본 논문에서 제안한 8가지 다변량 제어통계량을 상호비교하여 이상점을 발견한다.

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Predictive Diagnosis and Preventive Maintenance Technologies for Dry Vacuum Pumps (건식 진공펌프의 상태진단 및 예지보수 기법)

  • Cheung, Wan-Sup
    • Vacuum Magazine
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    • v.2 no.1
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    • pp.31-34
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    • 2015
  • This article introduces fundamentals of self-diagnosis and predictive (or preventive) maintenance technologies for dry vacuum pumps. The state variables of dry pumps are addressed, such as the pump and motor body temperatures, consumption currents of main and booster pumps, mechanical vibration, and exhaust pressure, etc. The adaptive parametric models of the state variables of the dry pump are exploited to provide dramatic reduction of data size and computation time for self-diagnosis. Two indicators, the Hotelling's $T^2$ and the sum of squares residuals (Q), are illustrated to be quite effective and successful in diagnosing dry pumps used in the semiconductor processes.