Unveiling Probability Histograms from Random Signals using a Variable-Order Quadrature Method of Moments

Random signals are crucial in chemical and process engineering, where industrial plants generate big data that can be used for process understanding and decision-making. This makes it necessary to unveil the underlying probability histograms from these signals with a finite number of bins. However, the search for the optimal number of bins is still based on empirical optimisation and general rules of thumb. In this work, we introduce an alternative and general method to unveil probability histograms. Our method employs a novel variable-order QMOM, which adapts automatically based on the relevance of the information contained in the random data. The number of bins used to recover the underlying histogram is found to be proportional to the information entropy, where a search algorithm is developed that generates bins and assigns probabilities to them. The algorithm terminates when no more significant information is available for assignment to the newly created nodes, up to a user-defined threshold. In conclusion, our method is a universal histogram reconstruction technique that only requires enough numbers of moments to work. The method has been validated intensively using synthetic random signals and real-life problems.