A Tutorial on Canonical Variate Analysis for Diagnosis and Prognosis

Canonical variate analysis is a family of multivariate statistical process monitoring tool for the analysis of paired sets of variables. Canonical variate analysis has been employed to extract relations between two sets of variables when the relations have been considered to be non-linear, when the process is non-stationary and when the dimensionality needs to be reduced to benefit human interpretation. This tutorial provides the theoretical background of canonical variate analysis. Together with the industrial examples, this study discusses the applicability of the extensions of canonical variate analysis to diagnosis and prognosis. We hope that this overview can serve as a hands-on tool for applying canonical variate analysis in condition monitoring of industrial processes.