Process variable assessment method based on Granger causality
The embodiment of the invention provides a process variable assessment method on Granger causality, which comprises the following steps of: selecting a first process loop and a second process loop ofwhich the causality relationship is to be determined, and performing cross-correlation operation on t...
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Sprache: | chi ; eng |
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Zusammenfassung: | The embodiment of the invention provides a process variable assessment method on Granger causality, which comprises the following steps of: selecting a first process loop and a second process loop ofwhich the causality relationship is to be determined, and performing cross-correlation operation on the first process loop and the second process loop; if the causality test needs to be carried out, establishing a limited model and a non-limited model corresponding to the first process loop and the second process loop according to the Granger causality principle; and carrying out operation on therestricted model and the unrestricted model, and carrying out quantitative and qualitative representation on causality between the first process loop and the second process loop based on an operationresult and an F statistical inspection mode. By introducing a Granger causality analysis method, asymmetric multi-loop causality evaluation can be realized on the basis of cross-correlation operationof two process loops, the de |
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