On- and offline detection of structural breaks in thermal spraying processes

Matthias Borowski, Nikolaus Rudak, Birger Hussong, Dominik Wied, Sonja Kuhnt and Wolfgang Tillmann

Journal of Applied Statistics, 2014, vol. 41, issue 5, 1073-1090

Abstract: We investigate and develop methods for structural break detection, considering time series from thermal spraying process monitoring. Since engineers induce technical malfunctions during the processes, the time series exhibit structural breaks at known time points, giving us valuable information to conduct the investigations. First, we consider a recently developed robust online (also real-time ) filtering (i.e. smoothing) procedure that comprises a test for local linearity. This test rejects when jumps and trend changes are present, so that it can also be useful to detect such structural breaks online. Second, based on the filtering procedure we develop a robust method for the online detection of ongoing trends. We investigate these two methods as to the online detection of structural breaks by simulations and applications to the time series from the manipulated spraying processes. Third, we consider a recently developed fluctuation test for constant variances that can be applied offline , i.e. after the whole time series has been observed, to control the spraying results. Since this test is not reliable when jumps are present in the time series, we suggest data transformation based on filtering and demonstrate that this transformation makes the test applicable.

Date: 2014
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DOI: 10.1080/02664763.2013.860957

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