COVPROC method:: strategy in modeling dynamic systems

A new procedure to select subsets in sequential dynamic systems is presented. Subsets of variables and samples to be included in a PLS model are considered. The approach is a combination of PLS analysis and standard regression methods. It is based on the H-principle of mathematical modeling, and therefore the aim is to balance improvement in fit and precision. One of the main aspects in the subset selection procedure is to keep the score space as large and as sensible as possible to gain a stable model. The procedure is described mathematically and demonstrated for a dynamic industrial case. The method is simple to apply and the motivation of the procedure is obvious for industrial applications. It can be used e.g. when modeling on-line systems. Copyright (C) 2003 John Wiley Sons, Ltd.