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Engineering Faculty Articles and Research

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Multiple change-point model

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Full-Text Articles in Computer Engineering

Multiple-Change-Point Modeling And Exact Bayesian Inference Of Degradation Signal For Prognostic Improvement, Yuxin Wen, Jianguo Wu, Qiang Matthew Zhou, Tzu-Liang Bill Tseng Jun 2018

Multiple-Change-Point Modeling And Exact Bayesian Inference Of Degradation Signal For Prognostic Improvement, Yuxin Wen, Jianguo Wu, Qiang Matthew Zhou, Tzu-Liang Bill Tseng

Engineering Faculty Articles and Research

Prognostics play an increasingly important role in modern engineering systems for smart maintenance decision-making. In parametric regression-based approaches, the parametric models are often too rigid to model degradation signals in many applications. In this paper, we propose a Bayesian multiple-change-point (CP) modeling framework to better capture the degradation path and improve the prognostics. At the offline modeling stage, a novel stochastic process is proposed to model the joint prior of CPs and positions. All hyperparameters are estimated through an empirical two-stage process. At the online monitoring and remaining useful life (RUL) prediction stage, a recursive updating algorithm is developed to …


Degradation Modeling And Rul Prediction Using Wiener Process Subject To Multiple Change Points And Unit Heterogeneity, Yuxin Wen, Jianguo Wu, Devashish Das, Tzu-Liang Bill Tseng Apr 2018

Degradation Modeling And Rul Prediction Using Wiener Process Subject To Multiple Change Points And Unit Heterogeneity, Yuxin Wen, Jianguo Wu, Devashish Das, Tzu-Liang Bill Tseng

Engineering Faculty Articles and Research

Degradation modeling is critical for health condition monitoring and remaining useful life prediction (RUL). The prognostic accuracy highly depends on the capability of modeling the evolution of degradation signals. In many practical applications, however, the degradation signals show multiple phases, where the conventional degradation models are often inadequate. To better characterize the degradation signals of multiple-phase characteristics, we propose a multiple change-point Wiener process as a degradation model. To take into account the between-unit heterogeneity, a fully Bayesian approach is developed where all model parameters are assumed random. At the offline stage, an empirical two-stage process is proposed for model …


Multiple-Phase Modeling Of Degradation Signal For Condition Monitoring And Remaining Useful Life Prediction, Yuxin Wen, Jianguo Wu, Yuan Yuan Jun 2017

Multiple-Phase Modeling Of Degradation Signal For Condition Monitoring And Remaining Useful Life Prediction, Yuxin Wen, Jianguo Wu, Yuan Yuan

Engineering Faculty Articles and Research

Remaining useful life prediction plays an important role in ensuring the safety, availability, and efficiency of various engineering systems. In this paper, we propose a flexible Bayesian multiple-phase modeling approach to characterize degradation signals for prognosis. The priors are specified with a novel stochastic process and the multiple-phase model is formulated to a novel state-space model to facilitate online monitoring and prediction. A particle filtering algorithm with stratified sampling and partial Gibbs resample-move strategy is developed for online model updating and residual life prediction. The advantages of the proposed method are demonstrated through extensive numerical studies and real case studies.