Robust probabilistic principal component analysis for process modeling subject to scaled mixture Gaussian noise
Abstract Conventionally, for probabilistic principal component analysis (PPCA) based regression models, noise with a Gaussian distribution is assumed for both input and output observations. This assumption makes the model to be vulnerable to large random errors, known as outliers. In this article, unlike the conventional noise assumption, a mixture noise model with a contaminated Gaussian distribution is adopted for probabilistic modeling to diminish the adverse effect of outliers, which usually occur due to irregular process disturbances, instrumentation failures or transmission problems. This is done by downweighing the effect of the noise component which accounts for contamination on output prediction. Outliers are common in process industries; therefore, handling this issue is of practical importance. In comparison with conventional PPCA based regression model, prediction performance of the developed robust probabilistic regression model is improved in presence of data contamination. To evaluate the model performance two case studies were carried out. A simulated set of data with specific characteristics to highlight the presence of outliers was used to demonstrate the robustness of the developed model. The advantages of this robust model are further illustrated via a set of real industrial process data.
Comput. Chem. Eng.