基于LOF算法的多维混合型数据控制图设计

doi:10.3969/j.issn.1007-7375.2020.03.019

工业工程 ›› 2020, Vol. 23 ›› Issue (3): 145-153.doi: 10.3969/j.issn.1007-7375.2020.03.019

基于LOF算法的多维混合型数据控制图设计

张乔微, 李艳婷

上海交通大学机械与动力工程学院，上海 200240

收稿日期:2019-01-29 发布日期:2020-07-04
作者简介:张乔微(1995-)，女，安徽省人，硕士研究生，主要研究方向为多维混合型数据监测
基金资助:
国家自然科学基金重点资助项目(71531010)；国家自然科学基金资助项目(71672109)

A LOF Algorithm-Based Multivariate Process Monitoring Scheme for Mixed-Type Data

ZHANG Qiaowei, LI Yanting

School of Mechanical Engineering, Shanghai Jiao Tong University, Shanghai 200240, China

Received:2019-01-29 Published:2020-07-04

摘要/Abstract

摘要： 为了解决含顺序型和名义型变量混合型数据的监测问题，提出了一种基于LOF算法的多维混合型数据控制图(mixed-type data local outlier factor control chart, MLOF)。在监测过程变量变化的过程中，该控制图充分考虑了顺序型变量的等级特性和名义型变量的信息熵，基于数据的密度来衡量观测点的异常程度。分别使用基于信用卡申请数据集的仿真案例和基于德国信用卡数据集的实例，对比MLOF控制图和现有混合型数据控制图在异常点检测上的表现。仿真案例共模拟了30种监测场景。结果表明，在57%的场景中，MLOF控制图的综合表现都是最好的。而实例也验证了MLOF控制图更适用于数据量大、聚类情况复杂的混合型数据监测过程中。

关键词: 多维混合型数据, 信息熵, 距离量度, LOF算法, MLOF控制图

Abstract: A LOF algorithm-based mixed-type data control chart (Mixed-type data Local Outlier Factor Control Chart, MLOF) was proposed to solve the monitoring problem of mixed-type data with ordinal and nominal variables. During the process of detecting changes in process variables, MLOF control chart fully considers the information entropy of nominal categorical variables and the rank of ordinal categorical variables. It measures the abnormality of observation point based on density. The performance of MLOF control chart and the existing mixed-type data control chart on outlier detection was compared using a simulation case based on credit card application data set and a real data case based on German credit card data set. The simulation case included 30 monitoring scenarios. The results show MLOF control chart performs best in 57% of these scenarios. The real data case also verifies that the MLOF control chart is more suitable for the mixed-type data monitoring process with large data volume and complicated clustering situation.

Key words: multivariable mixed-type data, information entropy, distance metric, LOF algorithm, MLOF control chart

中图分类号:

TP277

张乔微, 李艳婷. 基于LOF算法的多维混合型数据控制图设计[J]. 工业工程, 2020, 23(3): 145-153.

ZHANG Qiaowei, LI Yanting. A LOF Algorithm-Based Multivariate Process Monitoring Scheme for Mixed-Type Data[J]. Industrial Engineering Journal, 2020, 23(3): 145-153.

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基于LOF算法的多维混合型数据控制图设计

A LOF Algorithm-Based Multivariate Process Monitoring Scheme for Mixed-Type Data

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