Environmental problems have attracted much attention in recent years,especially for papermak-ing wastewater discharge.To reduce the loss of effluence discharge violation,quality-related multivariate statistical method...Environmental problems have attracted much attention in recent years,especially for papermak-ing wastewater discharge.To reduce the loss of effluence discharge violation,quality-related multivariate statistical methods have been successfully applied to achieve a robust wastewater treatment system.In this work,a new dynamic multiblock partial least squares(DMBPLS)is pro-posed to extract the time-varying information in a large-scale papermaking wastewater treatment process.By introducing augmented matrices to input and output data,the proposed method not only handles the dynamic characteristic of data and reduces the time delay of fault detection,but enhances the interpretability of model.In addition,the DMBPLS provides a capability of fault location,which has certain guiding significance for fault recovery.In comparison with other mod-els,the DMBPLS has a superior fault detection result.Specifically,the maximum fault detection rate of the DMBPLS is improved by 35.93%and 12.5%for bias and drifting faults,respectively,in comparison with partial least squares(PLS).展开更多
In many regression analysis,the authors are interested in regression mean of response variate given predictors,not its the conditional distribution.This paper is concerned with dimension reduction of predictors in sen...In many regression analysis,the authors are interested in regression mean of response variate given predictors,not its the conditional distribution.This paper is concerned with dimension reduction of predictors in sense of mean function of response conditioning on predictors.The authors introduce the notion of partial dynamic central mean dimension reduction subspace,different from central mean dimension reduction subspace,it has varying subspace in the domain of predictors,and its structural dimensionality may not be the same point by point.The authors study the property of partial dynamic central mean dimension reduction subspace,and develop estimated methods called dynamic ordinary least squares and dynamic principal Hessian directions,which are extension of ordinary least squares and principal Hessian directions based on central mean dimension reduction subspace.The kernel estimate methods for dynamic ordinary least squares and dynamic Principal Hessian Directions are employed,and large sample properties of estimators are given under the regular conditions.Simulations and real data analysis demonstrate that they are effective.展开更多
基金supported by Student’s Platform for Innovation and Entrepreneurship Training Program in Jiangsu Province(no.202010298029Z)Guangdong Provincial Natural Science Foundation(no.2016A030306033).
文摘Environmental problems have attracted much attention in recent years,especially for papermak-ing wastewater discharge.To reduce the loss of effluence discharge violation,quality-related multivariate statistical methods have been successfully applied to achieve a robust wastewater treatment system.In this work,a new dynamic multiblock partial least squares(DMBPLS)is pro-posed to extract the time-varying information in a large-scale papermaking wastewater treatment process.By introducing augmented matrices to input and output data,the proposed method not only handles the dynamic characteristic of data and reduces the time delay of fault detection,but enhances the interpretability of model.In addition,the DMBPLS provides a capability of fault location,which has certain guiding significance for fault recovery.In comparison with other mod-els,the DMBPLS has a superior fault detection result.Specifically,the maximum fault detection rate of the DMBPLS is improved by 35.93%and 12.5%for bias and drifting faults,respectively,in comparison with partial least squares(PLS).
基金supported by the Natural Science Foundation of Fujian Province of China under Grant No.2018J01662High-Level Cultivation Project of Fuqing Branch of Fujian Normal University under Grant No.KY2018S02。
文摘In many regression analysis,the authors are interested in regression mean of response variate given predictors,not its the conditional distribution.This paper is concerned with dimension reduction of predictors in sense of mean function of response conditioning on predictors.The authors introduce the notion of partial dynamic central mean dimension reduction subspace,different from central mean dimension reduction subspace,it has varying subspace in the domain of predictors,and its structural dimensionality may not be the same point by point.The authors study the property of partial dynamic central mean dimension reduction subspace,and develop estimated methods called dynamic ordinary least squares and dynamic principal Hessian directions,which are extension of ordinary least squares and principal Hessian directions based on central mean dimension reduction subspace.The kernel estimate methods for dynamic ordinary least squares and dynamic Principal Hessian Directions are employed,and large sample properties of estimators are given under the regular conditions.Simulations and real data analysis demonstrate that they are effective.
