What is a batch process?

• Non-continuous processes, based on small lot

Multivariate Statistical Control of production
Unsynchronized Batch Processes
• Very common in food, pharmaceutical and car
component manufacturing, among others
Flavio Fogliatto (UFRGS) –
ffogliatto@producao.ufrgs.br • Increasingly popular as mass customization is
adopted by companies
Ndèye Niang (CNAM)

Introduction

How a batch process works? Variables in a batch process

• Raw materials are loaded in a reactor or

recipient
• During batch, raw materials are transformed
into a final product:
– transformation monitored observing process • Variables in Z and Y are lab monitored
variables trajectories, such as temperature and
pressure • Variables in X are measured on-line
• Product is unloaded and analyzed regarding its
Monitored using Multiway Principal Components Analysis (MPCA) in
quality characteristics; a new batch begins conjunction with Multivariate Control Charts

Introduction Introduction
 In a batch process under control
variables describe typical trajectories
Data emerging from a batch process

Tri-dimensional matrix X :

Batches × Variables × Time instants

Example w/ 3 variables observed in 20 time instants during 30

well-succeeded batches (bar width denote observed variation)

Introduction Introduction

Typical unfolding of the tri-dimensional

Applying MPCA in the unfolded matrix
matrix

T • Each of the matrix PT columns is treated as a

distinct r.v.
• Each matrix row is comprised of T replications
of the same P variables:
B – We thus have PT variables strongly correlated
– High redundancy:
• Variables Æ i = 1,…, P ⎡ x1′ ⎤ • hardly PT distinct events will happen simultaneously in
⎢ x′ ⎥
• Batches Æ b = 1,…, B X = ⎢ 2⎥ → x′k = (1× PT ) the process
⎢M⎥ • few PCs should describe sufficiently the process
• Time Instants Æ t = 1,…, T ⎢ ⎥
⎣x′B ⎦

Introduction Background
 Monitoring future batches Compute the Hoteling statistic

• A reference distribution is needed: q ci2, f q

2
– take M well-succeeded batches and extract their relevant Tq, f =∑ =∑ y i2, f
i =1 λi i =1
PCs

– where y2i,f is a standardized representation of score c2i,f

• For off-line control, take a complete future batch x’f ,
• Compare T2q,f against control limits:
(1 × PH), and obtain the following scores:

ci , f = u′i x f , i = 1, K , q – in case T2q,f exceeds limits, diagnose the signal using

contribution plots

Background Background

Use Q-chart to monitor residuals Why monitor the residuals?

• Take a complete future batch x’f and compute: • Qf represents the perpendicular distance between the
PT
future batch represented by the PT original r.vs. and
Q f = ∑ ( xi , f − xˆi , f ) 2 the plan defined by the q PCs retained in the model
i =1
• Control limits for Qf are:

xˆ f = U q c q , f
Eigenvector matrix of the p
U q = [u 1 | u 2 | ... | u q ] PCs retained • A large Qf indicates a change in the correlation
structure as present in r.vs. when the reference
(q × 1) vector of scores model was built

Background Background
 On-line control scheme
• Batches may go out-of-control in early time
periods, yielding bad products
• To calculate scores and chart statistics, x′f
vector of must be at hand (and complete)
• On-line monitoring demands completing
vector x′f :
– There are three strategies for that
Background
Other strategies
• Strategy 2 assumes in the remaining T – l
instants variables will behave like in the l-th
time instant:
– Q-chart will be less sensitive if compared to
Strategy 1
– T2-chart will respond better to variability
Background
Strategies
• Supose l (out of T) time instants have already
passed in the batch
• Strategy 1 assumes in the remaining T – l
instants variables will follow their mean
trajectories:
– fill remaining entries of x′f with zeros
– Q-chart will be extremely sensitive, which is good
– T2-chart will not be sensitive to extreme variability since
scores cql,f will be “neutralized” by mean values
Background
Other strategies (Cont.)
• Strategy 3 treats outcomes of variables in the
remaining T – l instants as missing values:
– take the matrix U q,l of eigenvectors associated with the q
PCs retained in the reference model but only with the Pl
initial loadings
– Calculate partial scores cql,f using the eq.:
c ql , f = (U ′q ,l U q ,l ) −1 U ′q ,l x f
and note that xf is complete to the l-th time instant only
– Looks better than other strategies but it is feasible if at least
10% of the batch already took place:
• otherwise partial scores cql,f will present extreme variability in the
first time instants
Background
 Research problem
• What if batches are variable in duration?
– Variables trajectories may shrink or expand according to
process conditions and raw materials
– Shorter or longer batches may or may not yield good
product
Background
Approaches to the problem in literature - 2
• Use time-warping to make all trajectories
equal in length (Kassidas, 1998):
– Removes time variability information from
bacthes, although it may affect product quality in
several situations
– Does not consider all batch points in the warping
(some points are averaged)
– Computationally intensive (hard to use!)
Background
Approaches to the problem in literature - 1
• Identify an indexing variable other than time
with same duration in all batches (Nomikos &
McGregor, 1994):
– Such variable may not exist!
Background
Approaches to the problem in literature - 3
• Profile scaling (Kaishta, 2004):
– Assume processes have phases (ex., heating,
reacting, cooling) that may be used as interpolation
anchors
– Presents same limitations as time-warping,
although simpler in terms of required computations
Background
Approaches to the problem in literature - 4 How the problem may be dealt with?

• Use the Hausdorff Distance, a technique for • Considering variation in X and in T

image recognition in computer science simultaneously seems to be the way:
(Castagliola & Rosa, 2005): X

– Developed only for off-line control scenario

– No evidence that correlation structure is captured Range of admissable
by the Hausdorff distance Values for X at t
x
– Information on time variability not taken into Range of admissable
account values for T at x T
t t1 t2 t3

Background Proposition

We need to explicitly take time variable

into consideration
Example: Simulated batch process

• Proposed approach has three main steps:
1. Completion of batches shorter than the longest
batch observed in practice
2. Reduction of data complexity using the Statis
method
3. Use of non-parametric control charts to control
future batches
• Three variables: X1, X2, X3
• 40 good reference batches are available
• Time-to-completion of batches varies:
– shortest batches end at t = 19
– longest batches end at t = 21

Proposition Development
 Example Example
Mean trajectories of variables Partial view of data
16
Time 1 2 3 4 ... 18 19 20 21
14 :
12 X 20,1421 30,165 33,9751 34,6274 16,5343 15,8786
26 Y 9,7174 9,859 9,5511 10,1236 11,5276 10,2035
10
Z 5,263 4,7974 4,4814 3,791 1,1216 1,3156
40

Y
8
X 19,9558 29,0202 32,9224 35,7367 16,0053 15,1632 15,8581
35 6 27 Y 9,7708 9,6661 9,8765 10,3492 12,1413 10,2817 9,8593
4 Z 4,8877 4,8504 4,344 4,0544 1,5986 1,2097 0,6747
30
X 19,86 28,7166 34,3295 34,2046 17,0258 15,1871
2
25 28 Y 10,2027 10,0999 9,968 10,592 11,5587 10,6265
0
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21
Z 5,0727 4,9251 4,1041 4,1746 1,2045 1,2405

X
20 ...
T ime X 20,6936 29,7174 34,9566 34,8955 17,6458 16,1126 15,0941 15,5051
15 29

BATCHES
Y 10,3195 10,848 10,2155 10,035 12,5399 11,2841 10,241 9,5713
Z 4,7232 5,2174 4,466 3,9165 1,1612 0,9443 0,6874 0,7952
10
6
X 20,5094 29,2835 33,5927 35,1364 16,972 14,9124 14,7962
5 30 Y 9,5758 10,013 10,454 9,8377 11,2068 10,5323 10,3085
5 Z 4,9597 4,9468 4,1527 3,9909 1,2549 0,8197 0,8696
0
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 X 19,4428 29,3049 32,2347 34,573 15,7927 15,3653 15,2845
4 31 Y 9,4775 9,818 10,3712 10,1699 12,1857 11,0023 10,2435
Time
Z 5,071 4,7932 4,3942 3,7319 0,6462 1,6457 1,0293

Z
3

0 Yellow cells must be completed to run the analysis we propose

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21
Tim e

Development Development

Step 1 Adjust a time series model to standard

Completing batch data deviations

• Denote the minimum and maximum batch • Forecast standard deviations from time Tmin+1
duration in the reference sample by Tmin and to Tmax:
Tmax respectively sˆmin +1 , K , sˆmax

• Calculate the sample standard deviations • Pair sample means and forecasted std-
associated with the i-th variable: deviations from time Tmin+1 to Tmax:
– at each time instant
– using information from all batches (xmin +1 , sˆmin +1 ),K, (xmax , sˆmax )

Development Development
 Use pairs of parameters to simulate Step 1 - Completing batch data
normally distributed variables Pros and cons
• There will be a series of simulated values for each ↑ Variables’ variances are preserved in the
time instant, from Tmin+1 to Tmax completed batches:
• Complete batches sampling from simulated values – No risk of flattening variation in last time instants,
at the proper time instant yielding control charts that are too sensitive
Time 1 2 3 4 5 ... 17 18 19 20 21
19,9558 29,0202 32,9224 35,7367 35,086 17,1604 16,0053 15,1632 15,8581 15,38223 ↓ Some batches may present step (disruption)
27 9,7708 9,6661 9,8765 10,3492 10,6152 12,2171 12,1413 10,2817 9,8593 8,416457
4,8877 4,8504 4,344 4,0544 3,1093 1,141 1,5986 1,2097 0,6747 0,922517
19,86 28,7166 34,3295 34,2046 34,8312 18,173 17,0258 15,1871 14,58002 14,77057 between real and simulated data:
28 10,2027 10,0999 9,968 10,592 9,9868 11,9542 11,5587 10,6265 10,68964 8,894751
5,0727 4,9251 4,1041 4,1746 2,9575 1,1215 1,2045 1,2405 1,08139 0,500459
20,6936 29,7174 34,9566 34,8955 34,5794 17,9739 17,6458 16,1126 15,0941 15,5051
29 10,3195 10,848 10,2155 10,035 9,958 ... 13,5571 12,5399 11,2841 10,241 9,5713
4,7232 5,2174 4,466 3,9165 3,5242 0,9818 1,1612 0,9443 0,6874 0,7952
− Autocorrelation structure may be perturbed
20,5094 29,2835 33,5927 35,1364 34,7326 16,3747 16,972 14,9124 14,7962 15,44145
30 9,5758 10,013 10,454 9,8377 10,0088 13,0497 11,2068 10,5323 10,3085 11,00494
4,9597 4,9468 4,1527 3,9909 2,8819 1,0449 1,2549 0,8197 0,8696 0,869784
19,4428 29,3049 32,2347 34,573 33,8549 17,4324 15,7927 15,3653 15,2845 16,31118
31 9,4775 9,818 10,3712 10,1699 10,2847 12,5208 12,1857 11,0023 10,2435 9,504082
5,071 4,7932 4,3942 3,7319 3,2404 1,2909 0,6462 1,6457 1,0293 0,850513

Development Development

Step 2
How the interstructure analysis works
Reduction of data complexity

• Completed batch data are analyzed using Statis • Let Xb be a table with data from batch b:
method 1 ⎡ X 11 X 21 L X P1 ⎤
⎢ X 22
2 ⎢ X 12 L X P 2 ⎥⎥
• Statis reduces data dimensionality preserving Xb =
M ⎢ M M O M ⎥
information on time instants ⎢ ⎥
Tmax ⎢⎣ X 1Tmax X 2Tmax K X PTmax ⎥⎦

• Data analyzed in Statis regarding their: • Each Xb will be replaced by another table, comprised
– interstructure of scalar products between “individuals” (i.e., time
instants):
– intrastructure
Wb = X b X′b

Development Development
 Some remarks Inter-structure analysis

• Note that Wb is a (Tmax × Tmax) matrix: • The Hilbert-Schmidt scalar product is used to obtain a
similarity measure between pairs of batches:
– each line in Wb summarizes the information
regarding all variables measured in that time Wb Wb′ = Tr (DWb DWb′ )
HS
instant
– resulting matrix is related to the variance-
D = Matrix of importance
covariance matrix of unfolded data weights for the individuals
(time instants)

• If Wb Wb′ HS = 0 , variables in Xb are not correlated

with those in Xb’
Development Development

From Hilbert-Schmidt to RV coefficients Reducing data complexity

• Normalizing W matrices, the Hilbert-Schmidt • Organize RVs for each pair of batches in a
products become the coefficients of vectorial matrix S:
correlation among batches (RV coefficients): – S has dimension (B × B)
– If RV(b, b’) = 1, matrices Xb and Xb’ are equivalent
• Multiply S by ∆, such that:
– If RV(b, b’) = 0, variances in matrices Xb and Xb
are not correlated at all ⎡π 1 0⎤ importance weight assigned
∆ = ⎢⎢ O ⎥ to batch B
⎥
⎢⎣ 0 π B ⎥⎦

Development Development
 Step 3(a) – Non-parametric control charts
Principal components analysis on S∆ IS - CC
• Interstructure representation is obtained projecting • Chart displays overall picture of reference
batch information in W1,…, WB on the 1st factorial batches on first factorial plane
plan of S∆:
• Each point in IS-CC corresponds to a batch
– Projection of Wb in the ith axis of the 1st factorial plan is
given by the coordinates of vector ab,i: • IS-CC is useful in off-line control of processes
a b ,i = λi u i
Let us check the IS-CC using the data from the
ith eigenvector of S∆
ith eigenvalue of S∆ example

Development Development

IS-CC
IS-CC in the example
Definition of a (1 −α) control region
IS chart
1. Determine robust centroid in the factorial plan
0,4
8
23 2. Define inner region s.t. 50% of points in the graph
0,3
26

0,2 19 38 fall within its boundaries

35 24 14
13
0,1 39
10 4
37 16
2 12
3. Fit B-spline curve to smooth the contours of the
27
0 18 1 6
33 22 3617
32 convex hull containing the points
0,1554 0,1575 0,1596
29 3 0,1617

Factor 2
7 34
-0,1
9 15 25
30 4. Establish control region by defining a multiple of
-0,2 11 31
21 20
28 the distance l between centroid and the boundary of
-0,3 5

-0,4
the 50%-hull that corresponds to the desired
Factor 1 probability of false alarm α
Batch 8 seems like an outlier, although belonging to reference set
Development Development
 IS-CC with control region Off line control
Example Testing a bad batch in the IS-CC

• Bad batch with reference to variables’ averages

trajectories:
40 16

35 14

30 12

25 10

20 8

X1
X2
15 6

10 4

5 2

0 0
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21
Time
Time

X3
2

Future batches with coordinates that fall within this region 1

will be considered as good batches 0

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21

-1
Time
Development Development

Projecting bad batch (41) in IS-CC yields Intra-structure analysis

strong out-of-control signal Enabling process online monitoring

• Key-idea: combine data from all reference

batches into a single data matrix:
– resulting matrix is called compromise (CO) matrix
– CO is a weighted sum of all reference matrices W
– Weights come from Inter-structure analysis

Remark discontinuity in graph axis

Bad batch

Development Development
 Compromise
Co (CO) Matrix Principal components analysis on WCOD

1 bth element of 1st • Intra-structure representation is obtained

αb = π bu1(b ) eigenvector of S∆
λ1 projecting batch information in W1,…, WB on
the 1st factorial plan of WCOD
B Importance weight of
batch b
WCO = ∑ α b Wb
b =1 1st eigenvalue of S∆
• Remark: each COt-CC will display behavior
of batches on the 1st factorial plan at a given
Matrix with original data time t
from batch b

Wb = X b X′b
Development Development

Step 3(b) – Non-parametric control charts

CO – CC and COt – CC CO-CC

• CO-CC displays overall picture of reference • CO-CC presents the average trajectory of
batches on first factorial plane of the intra- batches as time progresses:
structure:
– Projection of WCO in the ith axis of the 1st factorial
– each point in the chart represents the average plan is given by the coordinates of vector aCO,i:
behavior, over all batches, at a given time instant
• COt–CC displays behavior of batches at time
instant t: a CO ,i = δ i v i
– each point in the chart corresponds to a batch, as
observed at time t ith eigenvalue of WCOD ith eigenvector of WCOD

Development Development
 CO-CC in the example
We have 21 time instants in the reference set COt – CC

CO-CC • COt-CC displays behavior of all batches at

time t:
21
20
1
19
– Representation of a given batch Wb in the ith axis
18
of the 1st factorial plan is given by the coordinates
17
of vector ab,i:

Factor 2
2 1
16 a b ,i = Wb Dv i
-0,2 -0,15 -0,1 -0,05 0 0,05 0,1 0,15 0,2 0,25 3 0,3
15 δi
5 4
14
7 6
13 8
11 10 9
12

ith eigenvalue of WCOD ith eigenvector of WCOD

Factor 1

Development

From CO-CC to COt-CC In the example, there will be 21 COt charts

CO-CC

21
20
19
1
• Each chart displays behavior of the 40 batches
18

17
Point t = 1 in CO-CC corresponds
in a given time instant

Factor 2
2
16 to center of data cloud in chart
-0,2 -0,15 -0,1 -0,05 0 0,05 0,1 0,15 0,2 0,25 3 0,3
15
5 4
14 6
CO1 • COt charts enable on-line process control:
13 8 7
11 10 9
12

Factor 1 – As batch takes place, at each t a new COt chart is

obtained
Note that points in CO1
– However, new batch will not be complete until it
corresponds to reaches its end:
batches • This is how we complete the missing information in the
new batch…

Development
 Exemplifying
On-line monitoring of a new batch How to do on-line control of new batches

• Suppose a batch just started and we have process X1 X2 X3

variables readings at t = 1 only: 1 ⎡18.18 9.86 4.78⎤
2 ⎢⎢ ? ? ? ⎥⎥
– remaining time instants (up to Tmax) must be completed to
X NB = 3 ⎢ ? ? ? ⎥ WNB = X NB X′NB
use the equation: ⎢ ⎥
M ⎢ O ⎥
1 Tmax ⎢⎣ ? ? ? ⎥⎦
a b ,i = Wb Dv i
δi

– Vector ab,i gives the coordinates of the projection of Wb on 1

a NB ,i = WNB Dv i
the first factorial axis, from t =1 to t = Tmax. δi
How to
complete
this matrix?

Development Development

Complete WNB with reference batches Simulating on line control of a new batch
40

35

30

• Key-idea: complete matrix WNB (rather than XNB) • Simulation will be 25

20
X1

15

10
using information in WCO, as follows: comprised of first 5 time
5

t =1 t =2 t =3 ... t = T max 0
instants (t = 1,...,5) in a 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21
t =1 Time
t =2
For t = 1: WNB = t =3
16
:
total of 21.
t = T max 14

12

10

8
X2

6
t =1 t =2 t =3 ... t = T max X NB ,t X′NB ,t
t =1 4

t =2 2
For t = 2: WNB = t =3 • New batch trajectory 0
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21
:
Time
t = T max
w.r.t. average trajectory 6

t =1 t =2 t =3 ... t = T max
4
t =1
t =2 3
X3

For t = 3: WNB = t =3
WCO
: 2

t = T max
1

0
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21
M Development T im e
 CO1-CC CO2-CC

CO t=1 CO t=2

0,2 0,07
24 31
21 10 27
0,18 22 37
26 0,06
27
2 17
40
28
0,16 12 18 14 0,05 33 39
19 25 13 14
38 NB 30 19 2 26
4 36
33 28 38
0,14 34 39 8 31
1616 9 0,04 22
3 20 7
23 13
35 5 11 24 30
0,12 29 15 36
0,03 12
37 NB
18 8
32 25 20 23
3

PC2
0,1 15 510

PC2
16 1
0,02
9 6
0,08
0,01 40 11 4
0,06 35
0 34
29 17 7
0,04 0,19 0,2 0,21 0,22 0,23 0,24 0,25 0,26 0,27 0,28
21
-0,01
32
0,02
-0,02
0 PC1
0,14 0,15 0,16 0,17 0,18 0,19 0,2 0,21
PC1

CO3-CC CO4-CC

CO t=3
CO t=4

0,03
0
0,2 0,21 0,22 0,23 0,24 0,25 0,26 6 0,27 0,28 0,29
0,02 24 24
-0,01

0,01 26 18
-0,02
2
8
0 NB 12 -0,03 10
1727 2 3 3526
0,2 0,22 0,24 0,26 16
0,2822 0,3 0,32 38
-0,01 23 NB 3 30
-0,04 37 21 9
20 36 19
20 39
18 38 35 8 4 12 17
-0,02 4 -0,05 33 1340
31

PC2
PC2

39 23 14 31
14 32
10 25 15 1 34 29
-0,03 3619 34 -0,06 28 5
33 9 15 27
30 21 1 7 22
6 28 32 -0,07 1611
-0,04 13 7 37

-0,05
-0,08
5 11
25
29 -0,09
-0,06
40
-0,1
-0,07
PC1
PC1
 Conclusion
CO5-CC
Note that:
CO t=5 • First two time instants followed the average
0
40
0,15 0,16 0,17 0,18 0,19 0,2 0,21 0,22 0,23 0,24 trajectory:
-0,02

4 36 19
34 – no signal was expected
923
20 13
-0,04 8 18
17 16 7
12 33
14 30 38 2 6
24
26 1
31 15 29 5
• Last three time instant present significant
-0,06 10 21

PC2
339 28
22 11
37 35 25 departures from average trajectories,
-0,08 27
32
particularly t = 5:
-0,1

NB – chart delays signal until it has cumulative evidence

-0,12
PC1 of out-of-control state
First signal!
Conclusion

Closing Remarks
Future Work
• Test different strategies for completing missing data
from future batches
• Play with D matrix such that time periods between
Tmin and Tmax have smaller importance weights in the
CO matrix
• Test other non-parametric charts, such as those based
on data depth
• Simulate different types of bad batches, to test chart
efficiency

Conclusion