detect_faults

Prints out fault detection graphics given a bayesWatch object. This method can only be run
if fault detection was run on the bayesWatch fit (if model_params_save_every &lt; iterations).

Bayes Watch fits an array of Gaussian Graphical Mixture Models to groupings of homogeneous data in time, called regimes, which are modeled as the observed states of a Markov process with unknown transition probabilities. In doing so, Bayes Watch defines a posterior distribution on a vector of regime assignments, which gives meaningful expressions on the probability of every possible change-point. Bayes Watch also allows for an effective and efficient fault detection system that assesses what features in the data where the most responsible for a given change-point. For further details, see: Alexander C. Murph et al. (2023) <doi:10.48550/arXiv.2310.02940>.

Alexander C. Murph

bayesWatch

Bayesian Change-Point Detection for Process Monitoring with
Fault Detection

Reza Mohammadi

Alex Lenkoski

Andrew Johnson

detect_faults function

<dl><dt>regime_fit_object</dt>
<dd>bayesWatch object. Fit with main method of package.</dd></dl>

Arguments

Determine the cause of a change-point. — detect_faults

<dl>

<dt>regime_fit_object</dt>
<dd>bayesWatch object. Fit with main method of package.</dd>

</dl>

detect_faults: Determine the cause of a change-point.

Description

Usage

Value

Arguments