## Scalable Statistical Monitoring of Fleet DataE. Chu, D. Gorinevsky, and S. Boyd
This paper considers the problem of fitting regression models to historical fleet data with mixed effects, which arises in the context of statistical monitoring of data from a fleet (population) of similar units. A fleet-wide extension of the multivariable statistical process control approach is used to monitor for three different types of faults: a performance anomaly, a performance shift, and an anomalous unit. Our formulation requires the solution of a least-squares problem with very large numbers of both regressors (variables) and data measurements. For problems of interest, this least-squares problem cannot be solved using standard methods. We propose a method for solving the problem that is scalable to extremely large datasets, even ones that do not fit in to the memory of a single computer system. Our method can be parallelized, but also works serially on a single processor. This approach is demonstrated in a simulated example for monitoring a fleet of aircraft from historical cruise flight data. |