Alarm systems play critically important roles for the safe and efficient operation of modern industrial plants. However, most existing industrial alarm systems suffer from poor performance, noticeably having too many alarms to be handled by operators in control rooms. Such alarm overloading is extremely detrimental to the important role played by alarm systems. This paper provides an overview of industrial alarm systems. Four main causes are identified as the culprits for alarm overloading, namely, chattering alarms due to noise and disturbance, alarm variables incorrectly configured, alarm design isolated from related variables, and abnormality propagation owing to physical connections. Industrial examples from a large-scale thermal power plant are provided as supportive evidences. The current research status for industrial alarm systems is summarized by focusing on existing studies related to these main causes. Eight fundamental research problems to be solved are formulated for the complete lifecycle of alarm variables including alarm configuration, alarm design, and alarm removal.

An Overview of Industrial Alarm Systems: Main Causes for Alarm Overloading, Research Status, and Open Problems

Abstract. This paper introduces a new frequency-domain approach to describe the relationships (direction of information flow) between multivariate time series based on the decomposition of multivariate partial coherences computed from multivariate autoregressive models. We discuss its application and compare its performance to other approaches to the problem of determining neural structure relations from the simultaneous measurement of neural electrophysiological signals. The new concept is shown to reflect a frequency-domain representation of the concept of Granger causality.

Partial directed coherence: a new concept in neural structure determination

The detection of direct causality, as opposed to indirect causality, is an important and challenging problem in root cause and hazard propagation analysis. Several methods provide effective solutions to this problem when linear relationships between variables are involved. For nonlinear relationships, currently only overall causality analysis can be conducted, but direct causality cannot be identified for such processes. In this paper, we describe a direct causality detection approach suitable for both linear and nonlinear connections. Based on an extension of the transfer entropy approach, a direct transfer entropy (DTE) concept is proposed to detect whether there is a direct information flow pathway from one variable to another. Especially, a differential direct transfer entropy concept is defined for continuous random variables, and a normalization method for the differential direct transfer entropy is presented to determine the connectivity strength of direct causality. The effectiveness of the proposed method is illustrated by several examples, including one experimental case study and one industrial case study.

Direct Causality Detection via the Transfer Entropy Approach

This tutorial paper introduces a common framework for the evaluation of widely used frequency-domain measures of coupling (coherence, partial coherence) and causality (directed coherence, partial directed coherence) from the parametric representation of linear multivariate (MV) processes. After providing a comprehensive time-domain definition of the various forms of connectivity observed in MV processes, we particularize them to MV autoregressive (MVAR) processes and derive the corresponding frequency-domain measures. Then, we discuss the theoretical interpretation of these MVAR-based connectivity measures, showing that each of them reflects a specific time-domain connectivity definition and how this results in the description of peculiar aspects of the information transfer in MV processes. Furthermore, issues related to the practical utilization of these measures on real-time series are pointed out, including MVAR model estimation and significance assessment. Finally, limitations and pitfalls arising from model mis-specification are discussed, indicating possible solutions and providing practical recommendations for a safe computation of the connectivity measures. An example of estimation of the presented measures from multiple EEG signals recorded during a combined visuomotor task is also reported, showing how evaluation of coupling and causality in the frequency domain may help describing specific neurophysiological mechanisms.

/pdf/measuring-connectivity-in-linear-multivariate-processes-1ymb9nbhql.pdf

Measuring Connectivity in Linear Multivariate Processes: Definitions, Interpretation, and Practical Analysis

In the framework of information dynamics, the temporal evolution of coupled systems can be studied by decomposing the predictive information about an assigned target system into amounts quantifying the information stored inside the system and the information transferred to it. While information storage and transfer are computed through the known self-entropy (SE) and transfer entropy (TE), an alternative decomposition evidences the so-called cross entropy (CE) and conditional SE (cSE), quantifying the cross information and internal information of the target system, respectively. This study presents a thorough evaluation of SE, TE, CE and cSE as quantities related to the causal statistical structure of coupled dynamic processes. First, we investigate the theoretical properties of these measures, providing the conditions for their existence and assessing the meaning of the information theoretic quantity that each of them reflects. Then, we present an approach for the exact computation of information dynamics based on the linear Gaussian approximation, and exploit this approach to characterize the behavior of SE, TE, CE and cSE in benchmark systems with known dynamics. Finally, we exploit these measures to study cardiorespiratory dynamics measured from healthy subjects during head-up tilt and paced breathing protocols. Our main result is that the combined evaluation of the measures of information dynamics allows to infer the causal effects associated with the observed dynamics and to interpret the alteration of these effects with changing experimental conditions.

/pdf/information-decomposition-in-bivariate-systems-theory-and-3w8je1l4hr.pdf

Information Decomposition in Bivariate Systems: Theory and Application to Cardiorespiratory Dynamics

Identification and analysis of directed influences in multivariate systems is an important problem in many scientific areas. Recent studies in neuroscience have provided measures to determine the network structure of the process and to quantify the total effect in terms of energy transfer. These measures are based on joint stationary representations of a multivariate process using vector auto-regressive (VAR) models. A few important issues remain unaddressed though. The primary outcomes of this study are (i) a theoretical proof that the total coupling strength consists of three components, namely, the direct, indirect, and the interference produced by the direct and indirect effects, (ii) expressions to estimate/calculate these effects, and (iii) a result which shows that the well-known directed measure for linear systems, partial directed coherence (PDC) only aids in structure determination but does not provide a normalized measure of the direct energy transfer. Simulation case studies are shown to illustrate the theoretical results.

S. Gigi

Papers

Quantitative analysis of directional strengths in jointly stationary linear multivariate processes.

Quantification of interaction in multiloop control systems using directed spectral decomposition