Cointegration Testing Method for Monitoring Nonstationary Processes
Cointegration Testing Method for Monitoring Nonstationary Processes
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DOI：
10.1021/ie801611s
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发表时间：
2009-02
影响因子：
4.2
通讯作者：
Q. Chen;U. Kruger;A. Leung
中科院分区：
文献类型：
--
作者：
Q. Chen;U. Kruger;A. Leung
本文介绍了非平稳过程监控的协整检验方法，该方法可以得出非平稳过程系统的长期动态平衡关系。检查过程变量，然后确定测试的非平稳变量的协整模型。协整模型的残差序列描述了非平稳过程系统的动态平衡误差，可以进一步分析用于状态监测和故障检测。首先用 AR 模型对自相关残差序列进行滤波，然后进行补偿以防止滤波过程中故障特征的失真。对具有非静态过程的工业蒸馏装置的应用案例研究表明，整洁的协整模型可以描述装置的动态平衡状态并正确检测过程的异常行为。
This paper introduces cointegration testing method for nonstationary process monitoring, which yields a long-run dynamic equilibrium relationship for nonstationary process systems. The process variables are examined, and then a cointegration model of the tested nonstationary variables is identified. The residual sequence of the cointegration model describes the dynamic equilibrium errors of the nonstationary process system and can be further analyzed for condition monitoring and fault detection purposes. The autocorrelated residual sequence is filtered with AR model first, then compensated to keep the fault signatures from being distorted by the filtering process. An application case study to an industrial distillation unit with a nonstatioanry process shows that a tidy cointegration model can describe the dynamic equilibruim state of the unit and correctly detect abnormal behavior of the process.