EP1097439B1 - Procede et dispositif pour detecter des derives, des sauts et/ou des points aberrants de valeurs de mesure - Google Patents

Procede et dispositif pour detecter des derives, des sauts et/ou des points aberrants de valeurs de mesure Download PDF

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Publication number
EP1097439B1
EP1097439B1 EP99939929A EP99939929A EP1097439B1 EP 1097439 B1 EP1097439 B1 EP 1097439B1 EP 99939929 A EP99939929 A EP 99939929A EP 99939929 A EP99939929 A EP 99939929A EP 1097439 B1 EP1097439 B1 EP 1097439B1
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European Patent Office
Prior art keywords
parameter
measurement signal
value
alarm
outlier
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Legal status (The legal status is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the status listed.)
Expired - Lifetime
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EP99939929A
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German (de)
English (en)
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EP1097439A1 (fr
Inventor
Martin Dr. Daumer
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Daumer Martin Dr
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Daumer Martin Dr
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Priority claimed from DE19839047A external-priority patent/DE19839047A1/de
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    • G—PHYSICS
    • G08—SIGNALLING
    • G08B—SIGNALLING OR CALLING SYSTEMS; ORDER TELEGRAPHS; ALARM SYSTEMS
    • G08B29/00—Checking or monitoring of signalling or alarm systems; Prevention or correction of operating errors, e.g. preventing unauthorised operation
    • G08B29/18—Prevention or correction of operating errors
    • G08B29/20—Calibration, including self-calibrating arrangements
    • G08B29/24—Self-calibration, e.g. compensating for environmental drift or ageing of components
    • G08B29/26—Self-calibration, e.g. compensating for environmental drift or ageing of components by updating and storing reference thresholds

Definitions

  • the invention relates to a method for detecting an alarm condition or for Detection of drifts, jumps and / or outsiders by means of measured value acquisition means received Meßsignaf 17, with an alarm condition triggered is, if for a currently received Meßsignalwert or for one off Measured values derived value a predetermined limit or predetermined Interval limits are exceeded or will be.
  • an alarm condition triggered is, if for a currently received Meßsignalwert or for one off Measured values derived value a predetermined limit or predetermined Interval limits are exceeded or will be.
  • the threshold alarm system is for a fluctuating signal a given upper and lower threshold, where, when the signal is off an alarm is triggered which moves the interval defined by the thresholds becomes.
  • the threshold alarm has the following disadvantages. He is unstable towards Outliers. He is not adaptive, d. H. Borders have to be set by hand and, especially with a signal with a drift, z. B. caused by a temporal Change in detector sensitivity, permanently adjusted. Become the limits of the threshold alarm set too far, it comes to long Delay times until an alarm is detected. If the limits are too narrow on the other hand, false alarms often occur. Therefore, in practice, a so-called "borderline” or an option, such as "all alarms off for two Furthermore, the threshold alarm system is not in the case suitable that a plurality of signals are monitored by an alarm system got to.
  • the prior art is referred to the patent DE 35 23 232 C2. From this document is a fire alarm system for detecting and delivering a a change in a physical appearance of the environmental conditions corresponding analog value known.
  • a scanning device for sampling an analog output from a detection section Detection signal within a certain period of time
  • a data processing device for forming an average value from the sampling data, as well as a Memory device in which these sample data can be stored and an alarm device, the presence of a fire after evaluation of the mean indicates provided.
  • the data processing device is formed such that the sampling data sequentially in the memory device be inscribed, and from a certain number of the last saved Sampling data is continuously formed a moving average, each the oldest in the sequence sample data storage value by the newest is replaced.
  • DE 31 27 324 A1 discloses a method and an arrangement for increasing the sensitivity and noise immunity in a hazardous, in particular Fire alarm system, known.
  • DE 44 17 574 C2 relates to a patient alarm detection under Using a target mode.
  • a target mode In this procedure, at an intended Changing a physiological parameter of a patient dynamic Defines limits and then generates an alarm when the measured parameter values outside the dynamic limits. This document discloses Therefore, only a variant of the known threshold alarm.
  • the object of the present invention is therefore to overcome the disadvantages of To avoid prior art, and in particular a method of the beginning so-called type such that over the prior art an "alarm situation" detected faster and with a lower false alarm rate becomes.
  • the method becomes the currently received measured signal values with the mean and the fluctuation width representing scatter compared with the determined evaluation size is a measure of the existence represents a significant drift.
  • An advantage of the method according to the invention is that an on-line Detection of outliers is provided.
  • Femer is advantageous that the inventive Method is adaptive, d. H. for example, only physiological Limits must be preset. Furthermore, according to the invention drifting and / or jumps are detected automatically. Finally, the inventive Process only a short delay time.
  • the evaluation size becomes by subtraction between the measured signal value and the calculated mean value with subsequent normalization of the difference.
  • an outlier state is detected when the one weighted with the calculated scatter normalized difference between measured signal value and mean value of the set Outlier parameter exceeds.
  • an alarm condition is detected, if the weighted normalized difference between Measured signal value and mean exceeds the set alarm parameter.
  • a different substitution may be made, which is particularly preferred for statistical reasons. It can, for example a noise can be added or another imputation performed become. In this case, the outlier value can be determined in particular by an average value plus added random number, which derives from a probability distribution, be replaced. Finally, such a falsifying or falsified Measured value for the further calculation also simply be ignored.
  • the mean of the successive Measurement signal values formed from the summation of the individual measured signal values is, where the number of summation steps by the width of the time window is determined.
  • the standard deviation is used as the scatter, wherein the number of summation steps is determined by the width of the time window becomes.
  • a computationally advantageous embodiment of the invention Method is that by means of a time delay a positioning of the time window is made, even small gradients to be able to recognize in the time course of the detected measured variable, so that also long-term drifts by a correspondingly far away, delayed Detect window (delayed moving window). Similarly, short-term Drifting at a correspondingly close, delayed window (delayed moving window) are recognized.
  • the outlier parameter becomes a higher value set as the alarm parameter.
  • the width of the time window preferably set to 10 temporally successive measured signal values and the outlier parameter is set to 6 and the alarm parameter is set to 3 becomes.
  • a time window is provided in which on a length of i time sequential steps for those detected in the time window Measurement signal values an average value 2 and the associated scattering 3 of the measured signal values to calculate this mean.
  • the mean will be not calculated from a series of the immediately preceding measured values, but from a time window of width ⁇ in the past with the selectable one Time delay d.
  • the lower summation limit for the determination of the mean value thus results from the subtraction n-d- ⁇ , where n is the number of executed Time steps, d denotes the time delay and ⁇ the window width.
  • the upper summation limit results from the subtraction n-d, so that the summation index i runs from n-d- ⁇ to n-d.
  • the same summation limits apply to the determination of the dispersion 3.
  • an incrementation is performed in a process step 4.
  • the detected in a given time step n measurement signal value Y is compared with the calculated mean value in the initialization phase by a difference formation carried out, and this difference is provided with a normalization amount.
  • the absolute difference is weighted with the dispersion by including the dispersion as a divisor.
  • the evaluation variable thus obtained serves as a measure in the detection of occurring outlier states in this process step 4. Namely, if the evaluation variable obtained for the currently detected Meßsignalwert greater than a preset outlier parameter o (o> 0), the query results in this process step 4 that an outlier condition 6 is present.
  • the outlier condition can be ignored for the following calculation or replaced with a "reasonable" value.
  • imputation methods are suitable for this purpose. In this case, the sequence program returns to the increment instruction 4.
  • the query block will contain 7 determines whether the data obtained for the currently detected Meßsignalwert Evaluation size is greater than a preset alarm parameter a. At a positively determined result is an alarm condition 8 before. In the embodiment In this case, a return to the initialization phase is made while if there is a negative result, a return to the increment instruction is made. As a boundary condition in the distinction between Outlier states and alarm conditions becomes a higher value for the outlier parameter Value assigned as the alarm parameter. By the distinction between Outlier states and alarm conditions will be differentiated between significant states and false measurements, with erroneous measurements may be caused by supply line failure or metrological artifacts.
  • Fig. 2 shows the time course of a physiological measured variable.
  • the abscissa axis serves as the time axis ⁇ CP , while the ordinate axis reproduces the amplitude of the measured signal.
  • Fig. 3a shows a highly schematic representation of a drift.
  • Fig. 3b shows a strong schematic representation of a jump.
  • Fig. 3c shows a highly schematic Representation of an outlier. It is the temporal dependence of one measured signal.
  • the internal parameters of the algorithm are the window width ⁇ ( ⁇ > 0), the delay d (d> 0), the initialization length i (i> ⁇ + d), the outlier parameter o (o> 0) and the alarm parameter a (a> 0).
  • the algorithm After an initialization phase of the length of i time steps, the respective newly measured value with one estimated from the previous measured values Mean and associated dispersion (the empirical standard deviation) so far the algorithm is a natural generalization of the normal threshold alarm, where the mean and spread known be presupposed.
  • the average is not from a series of calculated directly preceding measured values, but from a time window the width ⁇ in the past, with the selectable time delay d.
  • Each newly measured Value is estimated with the current method according to the invention Mean value compared as follows: is the measured value more than the product from selectable outlier factor and scatter from estimated mean removed, it is classified as an outlier and is subject to further calculations the current mean (plus a random number with expected zero and Scatter according to the estimated spread). If this is not the case Case, but the measured value is more than the product of (selectable) alarm factor a and scatter away from the estimated mean, it is reported that There is a significant drift, depending on the direction of the deviation a drift up or down. In all other cases, no message is output. Then the next time step is processed.
  • the window width ⁇ influences the fluctuations the estimated mean value - the fluctuations decrease proportionally to the root of ⁇ .

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  • Engineering & Computer Science (AREA)
  • Computer Security & Cryptography (AREA)
  • Physics & Mathematics (AREA)
  • General Physics & Mathematics (AREA)
  • Alarm Systems (AREA)
  • Measuring And Recording Apparatus For Diagnosis (AREA)

Claims (15)

  1. Procédé pour détecter un état d'alarme de valeurs de mesure captées par un moyen d'enregistrement de données, où un état d'alarme est déclenché si pour une valeur de mesure actuellement captée, au moins une valeur limite donnée est dépassée, caractérisé en ce que dans une première étape pour des valeurs de mesure temporellement successives dans une fenêtre temporelle réglable, leur paramètre de position (2), qui est une valeur moyenne, médiane, ou similaire, et un paramètre de dispersion (3) correspondant, qui est une déviation standard, quantile, ou similaire, de ces valeurs de mesure sont calculés à partir du paramètre de position (2), que dans une deuxième étape, chaque valeur de mesure suivante, afin de recevoir une donnée d'évaluation correspondante, est comparée avec le paramètre de position (2) et est pondérée avec le paramètre de dispersion (3) et en ce que dans une troisième étape, lors du dépassement d'un paramètre de point aberrant réglable par une donnée d'évaluation, une condition de point aberrant (6) est détectée, tandis que pour une donnée d'évaluation qui dépasse un paramètre d'alarme réglable, un état d'alarme (8) indiquant la présence d'une dérive ou d'un saut signifiant des valeurs de mesure est détecté.
  2. Procédé selon la revendication 1, caractérisé en ce que la donnée d'évaluation est déterminé par soustraction entre la valeur de mesure et le paramètre de position (2) calculé, avec ensuite une normalisation de la différence.
  3. Procédé selon la revendication 2, caractérisé en ce que la pondération de la donnée d'évaluation est réalisée par une division de la différence normalisée entre la valeur de mesure et le paramètre de position (2) avec le paramètre de dispersion (3) calculé.
  4. Procédé selon la revendication 3, caractérisé en ce qu'une condition de point aberrant (6) est détectée, lorsque la différence, normalisée et pondérée avec le paramètre de dispersion (3) calculé, entre la valeur de mesure et le paramètre de position (2) dépasse le paramètre de point aberrant réglé.
  5. Procédé selon la revendication 3 ou 4, caractérisé en ce qu'un état d'alarme (8) est détecté, lorsque la différence, normalisée et pondérée avec le paramètre de dispersion (3) calculé, entre la valeur de mesure et le paramètre de position (2) dépasse le paramètre d'alarme réglé.
  6. Procédé selon l'une quelconque des revendications 1 à 5, caractérisé en ce que lors de l'apparition d'une condition de point aberrant (6), la valeur de mesure correspondante est remplacée par une valeur de rechange et la valeur de mesure suivante est traitée.
  7. Procédé selon la revendication 6, caractérisé en ce que la valeur de rechange est le paramètre de position (2) actuel.
  8. Procédé selon l'une quelconque des revendications 1 à 5, caractérisé en ce que lors de l'apparition d'une condition de point aberrant (6), la valeur de mesure correspondante est ignorée pour le calcul suivant et la valeur de mesure suivante est traitée.
  9. Procédé selon l'une quelconque des revendications 1 à 8, caractérisé en ce que le paramètre de position des valeurs de mesure se suivant est déterminé à partir de la somme des différentes valeurs de mesure, où le nombre d'échelons de sommation est déterminé par la largeur de la fenêtre temporelle.
  10. Procédé selon l'une quelconque des revendications 1 à 9, caractérisé en ce que le paramètre de dispersion (3) se base sur la déviation standard, où le nombre d'échelons de sommation est déterminé par la largeur de la fenêtre temporelle.
  11. Procédé selon l'une quelconque des revendications 1 à 9, caractérisé en ce que par un délai retardé, un positionnement variable de la fenêtre temporelle est réalisé.
  12. Procédé selon l'une quelconque des revendications 1 à 11, caractérisé en ce que le paramètre de point aberrant est mis sur une valeur plus élevée que le paramètre d'alarme.
  13. Procédé selon l'une quelconque des revendications 9 à 12, caractérisé en ce que la largeur de la fenêtre temporelle est fixée de préférence, sur dix valeurs de mesure se suivant dans le temps, et le paramètre de point aberrant est fixé sur six et le paramètre d'alarme sur trois.
  14. Dispositif pour détecter un état d'alarme de valeurs de mesure captées par un moyen d'enregistrement de données, où un état d'alarme est déclenché si pour une valeur de mesure actuellement captée, au moins une valeur limite donnée est dépassée, caractérisé en ce que le dispositif est pourvu d'une ressource de calcul pour calculer dans une première étape, pour des valeurs de mesure temporellement successives dans une fenêtre temporelle réglable, leur paramètre de position (2), qui est une valeur moyenne, médiane, ou similaire, et un paramètre de dispersion (3) correspondant, qui est une déviation standard, quantile, ou similaire, des valeurs de mesure du paramètre de position (2), et où dans une deuxième étape, chaque valeur de mesure suivante, afin de recevoir une donnée d'évaluation correspondante, est comparé avec le paramètre de position (2) et est pondéré avec le paramètre de dispersion (3) et que le dispositif est pourvu en plus d'une ressource de détection, qui dans une troisième étape, détecte une condition de point aberrant (6) quand une donnée d'évaluation dépasse un paramètre de point aberrant réglable, tandis que pour une donnée d'évaluation qui dépasse un paramètre d'alarme réglable, la ressource de détection détecte la présence d'un état d'alarme (8) indiquant une dérive ou d'un saut signifiant des valeurs de mesure.
  15. Dispositif selon la revendication 14, avec un enregistreur de données pour capter des signaux de valeur de mesure, et une ressource de transmission de valeurs de mesure pour transformer et pour traiter les signaux de valeur de mesure captés, et avec un dispositif d'alarme qui est déclenché lors du dépassement d'au moins une valeur limite, caractérisé en ce que pour le captage des valeurs de mesure dans une fenêtre temporelle, réglable en largeur et en délai retardé, un moyen de mémoire est prévu, que pour les valeurs de mesure se suivant dans le temps dans la fenêtre temporelle, des ressources de calcul sont prévues pour calculer les paramètres de position (2) et les dispersions (3) correspondantes, et en ce que pour obtenir une donnée d'évaluation, un processeur est prévu, qui déclenche le dispositif d'alarme lorsque un paramètre d'alarme réglable est dépassé par une donnée d'évaluation.
EP99939929A 1998-06-22 1999-06-22 Procede et dispositif pour detecter des derives, des sauts et/ou des points aberrants de valeurs de mesure Expired - Lifetime EP1097439B1 (fr)

Applications Claiming Priority (5)

Application Number Priority Date Filing Date Title
DE19827508 1998-06-22
DE19827508 1998-06-22
DE19839047A DE19839047A1 (de) 1998-06-22 1998-08-28 Verfahren und Vorrichtung zur Drifterkennung
DE19839047 1998-08-28
PCT/DE1999/001820 WO1999067758A1 (fr) 1998-06-22 1999-06-22 Procede et dispositif pour detecter des derives, des sauts et/ou des points aberrants de valeurs de mesure

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EP1097439A1 EP1097439A1 (fr) 2001-05-09
EP1097439B1 true EP1097439B1 (fr) 2004-03-03

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US (1) US6556957B1 (fr)
EP (1) EP1097439B1 (fr)
AT (1) ATE261164T1 (fr)
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EP1097439A1 (fr) 2001-05-09
WO1999067758A1 (fr) 1999-12-29
US6556957B1 (en) 2003-04-29
ATE261164T1 (de) 2004-03-15

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