Recent advances in key-performance-indicator oriented prognosis and diagnosis with a MATLAB toolbox: DB-KIT

Process safety, system reliability, and product quality are becoming increasingly essential in the modern industry. As a result, prognosis and fault diagnosis of the complex systems have gained a substantial amount of research attention. In order to evaluate the influence of the detected faults to systems' behavior, there is a pressing need to design prognosis and diagnosis systems oriented to the key-performance-indicators (KPIs). Dedicated to this requirement, we have recently developed a MATLAB toolbox data based key-performance-indicator oriented fault detection toolbox (DB-KIT), which realizes a series of effective algorithms, to provide a systematic and illustrative material to the peer researchers. This paper investigates the recent advances in the multivariate statistical analysis based approaches. Formulations based on the optimization problems are proposed to better clarify the ideas behind different solutions and to study them in a unified data-driven framework. Theoretical fundamentals of some selected algorithms in the DB-KIT are elaborated. Moreover, new evaluation results on dataset defects are presented, which compare the algorithms' robustness and demonstrate the power of DB-KIT. The open-source code and the demonstrative simulations can be regarded as baseline and resources for innovation research, comparative studies, and educational purposes.