The Mahalanobis-Taguchi Method Based on Graphical Modeling

DOI Web Site Web Site 1 Citations 10 References Open Access
  • Ohkubo Masato
    Department of Industrial and Management System Engineering, School of Creative Science and Engineering, Waseda University
  • Nagata Yasushi
    Department of Industrial and Management System Engineering, School of Creative Science and Engineering, Waseda University

Bibliographic Information

Other Title
  • グラフィカル・モデリングに基づくマハラノビス・タグチ法
  • グラフィカル ・ モデリング ニ モトズク マハラノビス ・ タグチホウ

Search this article

Abstract

<p>The Mahalanobis-Taguchi (MT) method is one of the Taguchi methods and a standard method of multivariate analysis for detecting anomalies or recognizing patterns. Particularly in recent years, some case studies have been reported that have used this method for monitoring the operating conditions of production equipment, whose data are acquired from sensors. However, it is difficult to estimate the essential correlation structure from the learning data, because the sensors might record noisy data. </p><p> To estimate the essential correlation structure from the data, we propose applying a regularization process based on Gaussian graphical modeling to the MT method. In our proposed procedure, we focus on the fact that the correlation structure estimated by the original procedure is based on the precision matrix. Then, by reducing the number of parameters by replacing the majority of the non-diagonal elements of the matrix to zeroes, we can estimate the essential correlation structure accurately. By analyzing the data from the UCI machine learning repository, and the Monte Carlo simulations, we show that even when the noisy data have been observed, the essential correlation structure can be estimated accurately in our proposed procedure.</p>

Journal

  • Ouyou toukeigaku

    Ouyou toukeigaku 46 (1), 13-26, 2017

    Japanese Society of Applied Statistics

Citations (1)*help

See more

References(10)*help

See more

Related Projects

See more

Keywords

Details 詳細情報について

Report a problem

Back to top