In this vignette we show how to use the funcharts
package to apply the methods proposed in Centofanti et al. (2021) to
build the functional regression control chart to monitor a functional
quality characteristic adjusted for by multivariate functional
covariates. Let us show how the funcharts
package works
through an example with the dataset air
, which has been
included from the R package FRegSigCom
and is used in the
paper of Qi and Luo (2019). The authors propose a function-on-function
regression model of the NO2
functional variable on all the
other functional variables available in the dataset.
NOTE: since the objective of this vignette is only to illustrate how the package works, in the following we will use only 15 basis functions and a fixed smoothing parameter to reduce the computational time.
First of all, starting from the discrete data, let us build the
multivariate functional data objects of class mfd
, see
vignette("mfd")
.
library(funcharts)
data("air")
<- names(air)[names(air) != "NO2"]
fun_covariates <- get_mfd_list(air,
mfdobj grid = 1:24,
n_basis = 15,
lambda = 1e-2)
<- mfdobj[, "NO2"]
mfdobj_y <- mfdobj[, fun_covariates] mfdobj_x
In order to perform the statistical process monitoring analysis, we divide the data set into a phase I and a phase II dataset.
<- 1:300
rows1 <- 301:355
rows2 <- mfdobj_x[rows1]
mfdobj_x1 <- mfdobj_x[rows2]
mfdobj_x2 <- mfdobj_y[rows1]
mfdobj_y1 <- mfdobj_y[rows2] mfdobj_y2
We can build a function-on-function linear regression model using the
function fof_pc
, which is based on the multivariate
functional principal component analysis (MFPCA) on the multivariate
functional covariates and the functional response.
The components to retain in the MFPCA models are selected according
to the total variance explained criterion, which can be set in the
arguments tot_variance_explained_x
,
tot_variance_explained_y
and
tot_variance_explained_res
(for the residuals). One can
also set the type_residuals in order to choose between standard
residuals and studentized residuals (see Centofanti et al. (2021)).
<- fof_pc(mfdobj_y = mfdobj_y1, mfdobj_x = mfdobj_x1) mod_fof
As a result you get a list with the original data used for model
estimation, the result of applying pca_mfd
on the
multivariate functional covariates, the functional response, and the
residuals, the estimated regression model and additional information. It
is possible to plot the estimated functional regression coefficients,
which is a bivariate functional data object of class bifd
using the function plot_bifd
:
plot_bifd(mod_fof$beta_fd)
The function regr_cc_fof
provides a data frame with all
the information required to plot the desired functional regression
control chart (see Centofanti et al. (2021)). Among the arguments, you
can pass a tuning data set with the arguments
mfdobj_y_tuning
and mfdobj_x_tuning
, which is
not used for model estimation/training, but is used only to estimate
control chart limits. If this data set is not provided, control chart
limits are calculated on the basis of the training data. The arguments
mfdobj_y_new
and mfdobj_x_new
contain the
phase II data set of observations of the functional response and
multivariate functional covariates that are to be monitored with the
control charts. The function plot_control_charts
returns a
ggplot with the control charts.
<- regr_cc_fof(object = mod_fof,
frcc_df mfdobj_y_new = mfdobj_y2,
mfdobj_x_new = mfdobj_x2)
plot_control_charts(frcc_df)
We can also plot the new functions to be monitored, against the
reference training data set, by first using predict_fof_pc
,
which produces the prediction of new observations of the functional
response given the new observations of the functional covariates, as
well as the corresponding prediction error:
<- predict_fof_pc(object = mod_fof,
y_hat mfdobj_y_new = mfdobj_y2,
mfdobj_x_new = mfdobj_x2)
and then using plot_mon
to plot a given observation
against the reference data set of prediction errors/residuals used to
estimate the control chart limits. Here for example we consider the
observation 54
plot_mon(cclist = frcc_df,
fd_train = mod_fof$residuals,
fd_test = y_hat$pred_error[54])
As for the scalar-on-function case shown in Capezza et al. (2020), we
also provide the real-time version of the functional regression control
chart. Given the domain interval \((a,
b)\) of the functional data, for each current domain point \(k\) to be monitored, it filters the
available functional data in the interval \((a,k)\). The function
get_mfd_list_real_time
gives a list of functional data
objects each evolving up to the intermediate domain point \(k\).
<- get_mfd_list_real_time(data_list = air,
mfd_list grid = 1:24,
n_basis = 15,
lambda = 1e-2,
k_seq = seq(0.5, 1, length.out = 7))
<- lapply(mfd_list, function(x) x[rows1, fun_covariates])
mfd_list_x1 <- lapply(mfd_list, function(x) x[rows2, fun_covariates])
mfd_list_x2 <- lapply(mfd_list, function(x) x[rows1, "NO2"])
mfd_list_y1 <- lapply(mfd_list, function(x) x[rows2, "NO2"]) mfd_list_y2
Then, the function fof_pc_real_time
applies the function
fof_pc
to each element in mfd_list_x1
and
mfd_list_x2
.
<- fof_pc_real_time(
mod_fof_pc_real_time_list mfdobj_y_list = mfd_list_y1,
mfdobj_x_list = mfd_list_x1)
Then, we can use control_charts_fof_pc_real_time
to
apply control_charts_fof_pc
to each element in
mod_fof_pc_real_time_list
and produce control charts for
the phase II data mfd_list_y2
and
mfd_list_x2
.
<- regr_cc_fof_real_time(
cc_list_real_time mod_list = mod_fof_pc_real_time_list,
mfdobj_y_new_list = mfd_list_y2,
mfdobj_x_new_list = mfd_list_x2
)
Finally, we can plot the real-time control charts for a single observations, giving for each \(k\) the monitoring statistics calculated on the data observed in \((a, k)\). Here follows an example showing the real time control charts for a single phase II observation (id number 54).
plot_control_charts_real_time(cc_list_real_time, id_num = 54)