In this paper, a multivariate fault prognosis approach for continuous processes with hidden faults is proposed based on statistical process monitoring methods and multivariate time series prediction. It is assumed that the fault is a slowly time-varying autocorrelated process and can be completely reconstructed. Fault magnitude is estimated first via reconstruction, then predicted by a vector AR model with wavelet based denoising. Given the fault direction, a new index is proposed to detect the fault, which integrates fault detection and prognosis together. Case studies on a continuous stirred tank reactor and the Tennessee Eastman process demonstrate the effectiveness of the proposed approaches. © 2010 Elsevier Ltd.
- Multivariate fault prognosis
- Principal component analysis
- Reconstruction based estimation
- Vector AR model
- Wavelet based denoising