Pattern recognition in multivariate time series – A case study applied to fault detection in a gas turbine

Author(s):  
Cristiano Hora Fontes ◽  
Otacílio Pereira
Author(s):  
Otacílio José Pereira ◽  
Luciana de Almeida Pacheco ◽  
Sérgio Sá Barreto ◽  
Weliton Emanuel ◽  
Cristiano Hora de Oliveira Fontes ◽  
...  

Author(s):  
Soumalya Sarkar ◽  
Kushal Mukherjee ◽  
Soumik Sarkar ◽  
Asok Ray

This brief paper presents a symbolic dynamics-based method for detection of incipient faults in gas turbine engines. The underlying algorithms for fault detection and classification are built upon the recently reported work on symbolic dynamic filtering. In particular, Markov model-based analysis of quasi-stationary steady-state time series is extended to analysis of transient time series during takeoff. The algorithms have been validated by simulation on the NASA Commercial Modular Aero Propulsion System Simulation (C-MAPSS) transient test-case generator.


Author(s):  
EDMOND HAOCUN WU ◽  
PHILIP L. H. YU

Term structure is a useful curve describing some financial asset as a function of time to maturity or expiration. In this paper, we propose to use Independent Component Analysis (ICA) to model the term structure of multiple yield curves. The idea is that we first employ ICA to decompose the multivariate time series, then we suggest two ICA methods for dimension reduction and pattern recognition of the term structure. We also compare the results by using an alternative method, Principal Component Analysis (PCA). The empirical studies suggest that the proposed ICA approaches outperform PCA methods in modeling the term structure. This model can be used in financial time series analysis as well as related financial applications.


2022 ◽  
Vol 14 (1) ◽  
pp. 197
Author(s):  
Soner Uereyen ◽  
Felix Bachofer ◽  
Claudia Kuenzer

The analysis of the Earth system and interactions among its spheres is increasingly important to improve the understanding of global environmental change. In this regard, Earth observation (EO) is a valuable tool for monitoring of long term changes over the land surface and its features. Although investigations commonly study environmental change by means of a single EO-based land surface variable, a joint exploitation of multivariate land surface variables covering several spheres is still rarely performed. In this regard, we present a novel methodological framework for both, the automated processing of multisource time series to generate a unified multivariate feature space, as well as the application of statistical time series analysis techniques to quantify land surface change and driving variables. In particular, we unify multivariate time series over the last two decades including vegetation greenness, surface water area, snow cover area, and climatic, as well as hydrological variables. Furthermore, the statistical time series analyses include quantification of trends, changes in seasonality, and evaluation of drivers using the recently proposed causal discovery algorithm Peter and Clark Momentary Conditional Independence (PCMCI). We demonstrate the functionality of our methodological framework using Indo-Gangetic river basins in South Asia as a case study. The time series analyses reveal increasing trends in vegetation greenness being largely dependent on water availability, decreasing trends in snow cover area being mostly negatively coupled to temperature, and trends of surface water area to be spatially heterogeneous and linked to various driving variables. Overall, the obtained results highlight the value and suitability of this methodological framework with respect to global climate change research, enabling multivariate time series preparation, derivation of detailed information on significant trends and seasonality, as well as detection of causal links with minimal user intervention. This study is the first to use multivariate time series including several EO-based variables to analyze land surface dynamics over the last two decades using the causal discovery algorithm PCMCI.


Author(s):  
Enzo Losi ◽  
Mauro Venturini ◽  
Lucrezia Manservigi ◽  
Giuseppe Fabio Ceschini ◽  
Giovanni Bechini ◽  
...  

Abstract At present, the challenges related to energy market force gas turbine owners to improve the reliability and availability of gas turbine engines, especially in the ever competitive Oil & Gas sector. Gas turbine trip leads to business interruption and also reduces equipment remaining useful life. Thus, the identification of symptoms of trips allows the prediction of their occurrence and avoids further damages and costs. Gas turbine transients are tracked by gas turbine operators while they occur, but a database including the complete details of past events for many fleets of engines is not always available. Therefore, a methodology aimed at classifying transients into clusters that identify the type of event (e.g., normal shutdown or trip) is required. Clustering is a data mining technique that addresses the scope of partitioning multivariate time series into a given number of homogeneous and separated groups. Thus, the multivariate time series belonging to the same cluster are expected to be very similar to each other. This paper presents a structured methodology composed of a subsequent matching algorithm, a featured-based clustering approach exploiting the unsupervised fuzzy C-means algorithm and a procedure that assigns a label to each cluster for classification purposes. The methodology is applied to a real-word case-study that includes transients acquired from a fleet of Siemens gas turbines in operation during three years. The results obtained by using heterogeneous datasets including six measured variables allowed values of Precision, Recall and Accuracy higher than 90 % in almost all cases.


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