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The Application of Partial Least Squares to Non-linear Systems in the Process Industries. Elaine Martin and Julian Morris Centre for Process Analytics and Control Technology CPACT School of Chemical Engineering and Advanced Materials University of Newcastle, England. - PowerPoint PPT Presentation
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Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
The Application of Partial Least Squares to Non-linear Systems
in the Process Industries
Elaine Martin and Julian Morris
Centre for Process Analytics and Control Technology
CPACT
School of Chemical Engineering and Advanced Materials
University of Newcastle, England
Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
Overview of the Presentation
Motivation for the Application of “Data Mining” in Non-linear Process Systems
Process Modelling and Analysis of Non-linear Systems
Constrained Partial Least Squares
Local Linear Modelling
Prediction Intervals for Non-linear Partial Least Squares
Conclusions
Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
Data Rich Information Poor
Enhanced Profitabilityand
Improved CustomerSatisfaction Modern Process
ControlSystems
Process Optimisation
Process Monitoring for Early Warning
andFault Detection
Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
Process Modelling
Mechanistic models developed from process mass and energy balances and kinetics provide the ideal form given:
process understanding exists time is available to construct the model.
Data based models are useful alternatives when there is:
limited process understanding process data available from a range of operating
conditions.
Hybrid models combine the two approaches.
Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
Process Modelling
Traditionally two types of variables have been used in the development of a process model/process performance monitoring scheme:
Process variables (X) Quality variables (Y)
In practice, a third class exists:
Confounding variables (Z).
A confounding variable is any extraneous factor that is related to, and affects, the two sets of variables under study (X) and (Y).
It can result in a distortion of the true relationship between the two sets of variables, that is of primary interest.
Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
Global Process Variation
Confidence ellipse including confounding
variation
Trajectory of confounding
variable
Confidence ellipse excluding confounding variation
X
X X X X XX
Mal-operation
Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
Partial Least Squares
ET TPX X-block outer relationship (monitoring)
FT UQY Y-block outer relationship (monitoring)
BTU Inner relationship (prediction)
X and Y-block scores are calculated recursively
TptXE 111
TqtbYF 1111
•
•
Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
Constrained PLS
To exclude the nuisance source of variability, a necessary condition is that the derived latent variables, , and , are not correlated with the confounding variables:
and for .
The idea of constrained PLS is to apply the constraints to ordinary PLS.
0tZ hT 0uZ h
T Ah ,,1
ht hu
2T minarg hhh twEtt
2T minarg hhh uqFuu
2T minargT
hhh twEt0tZ
2T minargT
hhh uqFu0uZ
Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
Constrained PLS
Standard constrained optimisation techniques can be used to solve the equations in each iteration.
An algorithm has been developed that enhances the efficiency of the constrained PLS algorithm.
The other steps of constrained PLS are as for ordinary PLS.
The resulting latent variables can then be used for process monitoring with the knowledge that they are not confounded with the nuisance source of variability.
Any unusual variation detected from these latent variables can then be assumed to be related to abnormal process behaviour.
Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
Industrial Application
An industrial semi-discrete batch manufacturing operation is used to illustrate the advantages of the constrained PLS algorithm over ordinary PLS.
The process involves the production of a variety of products (recipes), some of which are only manufactured in small quantities to meet the requirements of specialised markets.
The objective of the analysis was to build a monitoring scheme to detect the onset of subtle changes in production and final product quality.
Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
An Industrial Application
For simplicity, three recipes are selected to demonstrate the methodology.
A total of thirty-six process variables, including flow rates, pressures and temperatures, are recorded every minute, whilst five quality variables are measured off-line in the quality laboratory every two hours.
A nominal process monitoring scheme was developed using both ordinary PLS and constrained PLS from 41 ‘ideal’ batches.
A further 6 batches, A4, A10, A29, A35, A38 and B32 were used for model validation. These batches were known to lie outside the desirable specification limits.
Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
Industrial Application Ordinary Partial Least Squares
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Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
Industrial Application Ordinary Partial Least Squares
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Bivariate Scores Plot Hotelling’s T2 and SPE
Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
Industrial Application
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Constrained Partial Least Squares
Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
Industrial Application
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Constrained Partial Least Squares
Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
Constrained PLS - Conclusions
Constrained PLS possesses the following important
characteristics:
It removes that information correlated with the confounding variables.
The information excluded by constrained PLS contains only variation associated with the confounding variables.
The derived constrained PLS latent variables achieve optimality in terms of extracting as much of the available information as possible contained in the process and quality data.
Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
Local Linear and Non-linear
Multi-way Partial Least Squares Batch Monitoring
Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
Batch Process Modelling and Monitoring
Batch processes exhibit non-linear, time variant and dynamic behaviour.
These characteristics challenge the linear multivariate statistical technique of multi-way Partial Least Squares (PLS) that has traditionally been applied in batch process performance monitoring.
A local model based approach has been developed to overcome these limitations.
Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
Local Model Approach
Batch processes often exhibit distinct phases of process operation thus instead of modelling a non-linear time variant batch process as a global model, batch trajectories are sub-divided into individual operating regions.
A local linear PLS model is then developed for each operating region
Each model can comprise a different number of latent variables.
A validity function then creates a smooth transition between the local models to build a global non-linear model.
Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
Validity Function
The validity function determines which operating region the process lies within at each time point:
Identification of the most appropriate local model Weighting of local models if two or more are applicable
The validity function is based on a fuzzy logic rule based function:
Rules based on process variable behaviour
IF x1 is LOW AND x2 is HIGH THEN model 1 is valid
Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
Dynamic Feature Addition
Batch process variables also exhibit serial and cross correlation.
Auto Regressive with eXogenous inputs (ARX) structure is a time series structure used to model such data
Including past input and output process variables into the X data matrix of a PLS model encapsulates some of the dynamic features within the model.
j)x(tb....)x(tbk)y(ta....)y(ta(t)y jk 11 11
Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
A fed-batch fermentation process is used to demonstrate local model performance monitoring.
17 batches with good operating conditions and high yield were selected for the nominal model.
30 batches with standard operating conditions but mid to low yield were used to assess the monitoring charts.
A model was developed using local dynamic PLS and global dynamic PLS.
Application to an Industrial Process
Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
Operating Region Specification
Operating regions specified using process knowledge
4 operating regions identified
Regions based on conditions within the fermenter
Operating region 1: initial start up of the fermenter before optimum conditions are reached
Operating region 2: initialisation of product growth Operating region 3: maximum growth rate of product Operating region 4: reactions are complete
Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
Operating Region Specification
Addition rate of chemical A
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Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
Validity Function
Fuzzy logic rules used to determine movement between operating regions
Rules applied to Power, Substrate Addition Rate, Respiration Rate
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Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
Global Dynamic PLS
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Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
Prediction using Local Dynamic PLS Model
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Residuals of Local Dynamic PLS models
Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
Performance Monitoring and Fault Detection
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Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
Fault Detection
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Global SPE chart
Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
Conclusions
Inclusion of dynamic behaviour improves model performance through the removal of process structure within the model
Fuzzy model rule based validity function approach allows batch specific movement between model
Local model approach to performance monitoring leads to control charts with improved model limits
Local model monitoring charts detect faults and process deviations earlier than the global model equivalent
Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
Non-linear Partial Least Squares
Prediction Intervals and Leverage
Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
Non-linear Partial Least Squares
A simple approach to non-linear PLS has been to extend the input matrix (X) by including non-linear combinations of the original variables (such as logarithms, square values, cross-products, etc.) and then performing linear PLS.
If there is no a priori knowledge, then there is no limitation as to the number (and kind) of transformation that might be applied.
Thus by pre-treating data sets in this way, the number of non-linear terms can increase excessively, resulting in large input and output matrices and the results become difficult to interpret.
Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
Non-linear Partial Least Squares
A more structured approach to the development of a non-linear PLS model is to modify the NIPALS algorithm by introducing a non-linear function that relates the output scores u to the input scores t, without modifying the input and output variables:
Wold et al (1989) proposed a non-linear PLS algorithm which retained the framework of linear PLS but that used second order polynomial (quadratic) regression:
uj = c0j+ c1j tj + c2j tj 2+ ej
eXet wffu ,
Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
Prediction Intervals for Non-linear PLS
As for every regression technique, a measure for assessing the reliability of the predicted values is required.
A common approach is through the use of prediction intervals. These are the upper and lower confidence limits of the predicted values.
The larger the magnitude of these intervals, the less precise is the prediction.
A methodology used to evaluate prediction intervals for neural network models has been extended to linear and non-linear partial least squares algorithms.
Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
Calculation of Prediction Intervals
The prediction intervals are computed using a first order Taylor series expansion and the Jacobian matrix of the functional mapping provided by the PLS algorithms.
Given a set of input and output training data, X and Y, respectively, a PLS regression model is built and the Jacobian matrix F is computed for the same set of training data
When the PLS regression model is used to predict a new output value, corresponding to a new sample of input variables, the vector of partial derivatives is computed and the prediction interval is evaluated
*
1*21,** .1, fFFf TT
pn styyPI
Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
Case Study
The data were generated from the simulation of a pH neutralisation system.
Samples were collected under steady state operating conditions, thus no time correlation existed between any two consecutive samples.
The data included four input variables (flowrates of the inlet and outlet streams of the neutralisation tank) and one output variable (pH value measured in the outlet stream) and were noise free.
Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
pH Neutralisation Process
q4
q2
q1 q3
pH
h
Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
Radial Basis Function PLS
An error based up-dating partial least squares radial basis function PLS model was built using 350 data samples.
It was constructed from one latent variable with twenty one nodes included in the inner radial basis function model.
In excess of 99% of the total variance of the output variable was captured by this representation.
Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
Radial Basis Function PLS
Time Series Plot for the Test Data with Predictions
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Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
Leverage
The quantity
is similar in form to leverage.
It can be used to provide an additional metric for assessing the quality of the regression model.
This is achieved by computing the critical value of the chi-square distribution with degrees of freedom, for predefined confidence levels, e.g. 95% and 99%, and plotting the value of for each sample and the critical value of the distribution divided by (n-p).
*
1* .1 fFFf TT
Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
Leverage
When the ‘leverage’ is smaller than the critical value, the corresponding predicted value is considered to be reliable with the predefined confidence level and vice versa, when the ‘leverage’ is larger than the limit, the predicted value is considered to be unreliable.
Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
Radial Basis Function PLS
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Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
Conclusions - PLS Prediction Intervals
A methodology proposed for prediction intervals in neural network modelling was extended to non-linear PLS algorithms.
This approach was known to give approximate, but generally reliable, results whilst being less computationally expensive than other more mathematically precise approaches such as the likelihood, lack-of-fit, jackknife and bootstrap.
The development of the algorithm led to the definition of a metric, the leverage, which can be used in conjunction with, or as an alternative to, prediction intervals.
Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
Conclusions
DATA RICH INFORMATION POOR
DATA
INFORMATION
KNOWLEDGE
Centre for Process Analytics and Control Technology (CPACT)University of Newcastle, UK
Acknowledgements
EBM acknowledges Dr Pino Baffi, Dr Baibing Li, Miss Nicola Fletcher and colleagues in CPACT for the many stimulating discussions.
EBM acknowledges colleagues at BASF Ag. for stimulating the research, in particular Gerhard Krennrich and Pekka Teppola.
EBM acknowledges Pfizer for providing the data.