Martin Tveten

Martin Tveten, Morten Stakkeland

Machine learning and statistical methods can improve conventional motor protection systems, providing early warning and detection of emerging failures. Data-driven methods rely on historical data to learn how the system is expected to behave under normal circumstances. An unexpected change in the underlying system may cause a change in the statistical properties of the data, and by this alter the performance of the fault detection algorithm in terms of time to detection and false alarms. This kind of change, called \textit{concept drift}, requires adaptations to maintain constant performance. In this article, we present a machine learning approach for detecting overheating in the stator windings of marine electrical propulsion motors. Using simulated overheating faults injected into operational data, the methods are shown to provide early detection compared to conventional methods based on temperature readings and fixed limits. The proposed monitors are designed to operate for a type of concept drift observed in operational data collected from a specific class of motors in a fleet of ships. Using a mix of real and simulated concept drifts, it is shown that the proposed monitors are able to provide early detections during and after concept drifts, without the need for full model retraining.

Martin Tveten, Ingrid K. Glad

When applying principal component analysis (PCA) for dimension reduction, the most varying projections are usually used in order to retain most of the information. For the purpose of anomaly and change detection, however, the least varying projections are often the most important ones. In this article, we present a novel method that automatically tailors the choice of projections to monitor for sparse changes in the mean and/or covariance matrix of high-dimensional data. A subset of the least varying projections is almost always selected based on a criteria of the projection's sensitivity to changes. Our focus is on online/sequential change detection, where the aim is to detect changes as quickly as possible, while controlling false alarms at a specified level. A combination of tailored PCA and a generalized log-likelihood monitoring procedure displays high efficiency in detecting even very sparse changes in the mean, variance and correlation. We demonstrate on real data that tailored PCA monitoring is efficient for sparse change detection also when the data streams are highly auto-correlated and non-normal. Notably, error control is achieved without a large validation set, which is needed in most existing methods.

Martin Tveten

PCA is often used in anomaly detection and statistical process control tasks. For bivariate data, we prove that the minor projection (the least varying projection) of the PCA-rotated data is the most sensitive to distributional changes, where sensitivity is defined by the Hellinger distance between distributions before and after a change. In particular, this is almost always the case if only one parameter of the bivariate normal distribution changes, i.e., the change is sparse. Simulations indicate that the minor projections are the most sensitive for a large range of changes and pre-change settings in higher dimensions as well. This motivates using the minor projections for detecting sparse distributional changes in high-dimensional data.