tsdive mspc¶

Detect multivariate departures with PCA T2 and SPE.

The usage walkthrough has a section on it.

Usage¶

usage: tsdive mspc [-h] --baseline BASELINE --window WINDOW [--rate-s RATE_S]
                   [--variance VARIANCE] [--quantile QUANTILE]
                   [--min-coverage MIN_COVERAGE] [--json] [--no-color]
                   parquet [parquet ...]

Options¶

Argument	Value	Default	Description
`parquet ...`		required	two or more single-tag archives
`--baseline`	`BASELINE`	required	ISO 8601 START/END in UTC the model is fitted on
`--window`	`WINDOW`	required	ISO 8601 START/END in UTC to monitor
`--rate-s`	`RATE_S`		grid rate in seconds; omitted, the rate every archive declares
`--variance`	`VARIANCE`	`0.95`	cumulative variance kept
`--quantile`	`QUANTILE`	`0.99`	empirical quantile for the limits
`--min-coverage`	`MIN_COVERAGE`	`0.95`	grid cells that must be filled before alignment is accepted
`--json`			print one JSON object and nothing else
`--no-color`			plain text, no ANSI colour (NO_COLOR does the same)

Example¶

$ tsdive mspc \
    data/demo/fic101_demo.parquet data/demo/tic101_demo.parquet \
    --baseline "2024-03-30T20:00:00Z/2024-03-30T23:00:00Z" \
    --window "2024-03-31T04:00:00Z/2024-03-31T06:00:00Z"
demo:FIC101.PV, demo:TIC101.PV  T2 breaches 70   SPE breaches 108   of 121 rows

baseline  2024-03-30 20:00:00Z -> 23:00:00Z   rows 181   coverage 1.000
window    2024-03-31 04:00:00Z -> 06:00:00Z   rows 121   coverage 1.000
model     rate 60 s (declared)   components 1 of 2   explained 0.9767
limits    T2 3.759   SPE 0.2859   (empirical q0.99)
contributors  not ranked (2 tags; top-3 would list every one)

T2 breaches  70
  2024-03-31 04:00:00Z
  2024-03-31 04:01:00Z
  2024-03-31 04:03:00Z
  2024-03-31 04:07:00Z
  2024-03-31 04:09:00Z
  (+65 more)

SPE breaches  108
  2024-03-31 04:00:00Z
  2024-03-31 04:01:00Z
  2024-03-31 04:02:00Z
  2024-03-31 04:03:00Z
  2024-03-31 04:04:00Z
  (+103 more)