Remaining Useful Life Estimation Based on a Segmental Hidden Markov Model With Continuous Observations

2017 ◽  
Author(s):  
Zhen Chen ◽  
Tangbin Xia ◽  
Ershun Pan
Keyword(s):  
Markov Model ◽  
Hidden Markov Model ◽  
Goodness Of Fit ◽  
Hidden Markov ◽  
Remaining Useful Life ◽  
Likelihood Method ◽  
Distribution Model ◽  
Unknown Parameters ◽  
Useful Life ◽  
Hidden States

In this paper, a segmental hidden Markov model (SHMM) with continuous observations, is developed to tackle the problem of remaining useful life (RUL) estimation. The proposed approach has the advantage of predicting the RUL and detecting the degradation states simultaneously. As the observation space is discretized into N segments corresponding to N hidden states, the explicit relationship between actual degradation paths and the hidden states can be depicted. The continuous observations are fitted by Gaussian, Gamma and Lognormal distribution, respectively. To select a more suitable distribution, model validation metrics are employed for evaluating the goodness-of-fit of the available models to the observed data. The unknown parameters of the SHMM can be estimated by the maximum likelihood method with the complete data. Then a recursive method is used for RUL estimation. Finally, an illustrate case is analyzed to demonstrate the accuracy and efficiency of the proposed method. The result also suggests that SHMM with observation probability distribution which is closer to the real data behavior may be more suitable for the prediction of RUL.

scholarly journals Precision degradation prediction of inertial test turntable based on Hidden Markov Model and optimized particle filtering

2020 ◽  
Vol 12 (12) ◽  
pp. 168781402097249
Author(s):  
Liming Li ◽  
Xunyi Zhou ◽  
Xingqi Zhang ◽  
Zhenghu Zhong
Keyword(s):  
Markov Model ◽  
Prediction Model ◽  
Hidden Markov Model ◽  
Hidden Markov ◽  
Vibration Signal ◽  
Remaining Useful Life ◽  
Health State ◽  
Starting Point ◽  
Useful Life ◽  
Position Precision

In order to solve the problem that there is no effective evaluation method for the precision degradation state of inertial test turntable, a prediction model for the position precision degradation trend of test turntable was proposed based on the Hidden Markov Model (HMM) algorithm and Particle Filter (PF) algorithm. The initial parameter of the PF algorithm was optimized by the Particle Swarm Optimization (PSO) algorithm. The vibration signal was selected as the research data, which could be obtained from an velocity test of turntable precision degradation. Firstly, the original vibration signal was denoised by Ensemble Empirical Mode Decomposition and Principal Component Analysis (EEMD-PCA) algorithm, and the signal with fault characteristic was extracted for signal reconstruction; Secondly, a HMM model could be trained by using the statistical characteristic values as observation matrix, and the diagnosis of early position precision degradation and the health state indexes could be obtained. Finally, a prediction model of the test turntable precision degradation could be established by using PF algorithm, and the Remaining Useful Life (RUL) of the test turntable precision could be calculated. When the 50th group data were taken as the prediction starting point, the predicted remaining useful life was 21 years, and the actual measured result was 17 years, which are close to each other. Comparing the model calculation results and the test measurement results, it is shown that the model could effectively and accurately predict the change trend and remaining useful life of the test turntable precision.

scholarly journals Semi-supervised Constrained Hidden Markov Model Using Multiple Sensors for Remaining Useful Life Prediction and Optimal Predictive Maintenance

2019 ◽  
Vol 11 (1) ◽  
Author(s):  
Xinyu Zhao ◽  
Yunyi Kang ◽  
Hao Yan ◽  
Feng Ju
Keyword(s):  
Markov Model ◽  
Hidden Markov Model ◽  
Hidden Markov ◽  
Remaining Useful Life ◽  
Predictive Maintenance ◽  
Multiple Sensors ◽  
Degradation Data ◽  
State Identification ◽  
Markov Decision ◽  
Useful Life

Remaining Useful Life (RUL) estimation is critical in many engineering systems where proper predictive maintenance is needed to increase a unit's effectiveness and reduce time and cost of repairing. Typically for such systems, multiple sensors are normally used to monitor performance, which create difficulties for system state identification. In this paper, we develop a semi-supervised left-to-right constrained Hidden Markov Model (HMM) model, which is effective in estimating the RUL, while capturing the jumps among states in condition dynamics. In addition, based on the HMM model learned from multiple sensors, we build a Partial Observable Markov Decision Process (POMDP) to demonstrate how such RUL estimation can be effectively used for optimal preventative maintenance decision making. We apply this technique to the NASA Engine degradation data and demonstrate the effectiveness of the proposed method.

scholarly journals Prognostics uncertainty reduction by right-time prediction of remaining useful life based on hidden Markov model and proportional hazard model

2021 ◽  
Vol 23 (1) ◽  
pp. 154-165
Author(s):  
Gao Zhiyong ◽  
Li Jiwu ◽  
Wang Rongxi
Keyword(s):  
Markov Model ◽  
Hidden Markov Model ◽  
Hidden Markov ◽  
Survival Function ◽  
Remaining Useful Life ◽  
Proportional Hazard ◽  
Proportional Hazard Model ◽  
Time Prediction ◽  
Useful Life ◽  
Degradation State

Uncertainty is a key problem in remaining useful life (RUL) prediction, and measures to reduce uncertainty are necessary to make RUL prediction truly practical. In this paper, a right-time prediction method is proposed to reduce the prognostics uncertainty of mechanical systems under unobservable degradation. Correspondingly, the whole RUL prediction process is divided into three parts, including offline modelling, online state estimating and online life predicting. In the offline modelling part, hidden Markov model (HMM) and proportional hazard model (PHM) are built to map the whole degradation path. During operation, the degradation state of the object is estimated in real time. Once the last degradation state reached, the degradation characteristics are extracted, and the survival function is obtained with the fitted PHM. The proposed method is demonstrated on an engine dataset and shows higher accuracy than traditional method. By fusing the extracted degradation characteristics, the obtained survival function can be basis for optimal maintenance with lower uncertainty.

scholarly journals Forecasting violent events in the Middle East and North Africa using the Hidden Markov Model and regularized autoregressive models

2018 ◽  
Vol 17 (3) ◽  
pp. 269-283
Author(s):  
KSM Tozammel Hossain ◽  
Shuyang Gao ◽  
Brendan Kennedy ◽  
Aram Galstyan ◽  
Prem Natarajan
Keyword(s):  
Markov Model ◽  
Hidden Markov Model ◽  
Hidden Markov ◽  
Lead Times ◽  
External Data ◽  
Two Cities ◽  
Data Capturing ◽  
Action Type ◽  
Statistical Time ◽  
Hidden States

This paper focuses on forecasting Military Action-type events by both state and non-state actors. Here we demonstrate that the dynamics of these types of events can be adequately described by a Hidden Markov Model (HMM) where the hidden states correspond to different operational regimes of an actor, and observations correspond to event frequency—and the HMM effectively predicts events with different lead times. We also demonstrate that one can enrich statistical time series-based methods that work only on historical data by exploiting predictive signals in real-time external data streams. We demonstrate the superior predictive power of the proposed models with evaluation of recent data capturing activities over two groups, ISIS and the Syrian Arab Military, two countries, Syria and Iraq, and two cities, Aleppo and Mosul. We also present an approach to converting predictions of the proposed models to real-world warnings.

scholarly journals Hidden Markov Model

d'CARTESIAN ◽  
2015 ◽  
Vol 4 (1) ◽  
pp. 86 ◽  
Author(s):  
Kezia Tumilaar ◽  
Yohanes Langi ◽  
Altien Rindengan
Keyword(s):  
Markov Model ◽  
Hidden Markov Model ◽  
Viterbi Algorithm ◽  
Markov Models ◽  
Hidden Markov ◽  
Learning Problem ◽  
Model Learning ◽  
Observation Sequence ◽  
Evaluation Problem ◽  
Hidden States

Hidden Markov Models (HMM) is a stochastic model and is essentially an extension of Markov Chain. In Hidden Markov Model (HMM)  there are two types states: the observable states and the hidden states. The purpose of this research are to understand how hidden Markov model (HMM) and to understand how the solution of three basic problems on Hidden Markov Model (HMM) which consist of evaluation problem, decoding problem and learning problem.  The result of the research is hidden Markov model can be defined as . The evaluation problem or to compute probability of the observation sequence given the model P(O|) can solved  by Forward-Backward algorithm, the decoding problem or to choose hidden state sequence which is optimal can solved by Viterbi algorithm and learning problem or to estimate hidden Markov model parameter  to maximize P(O|)  can solved by Baum – Welch algorithm. From description above Hidden Markov Model  with state 3  can describe behavior  from the case studies. Key  words: Decoding Problem, Evaluation Problem, Hidden Markov Model, Learning Problem

scholarly journals Analysis of multimodal Bayesian nonparametric autoregressive hidden Markov models for process monitoring in robotic contact tasks

2019 ◽  
Vol 16 (2) ◽  
pp. 172988141983484 ◽  
Author(s):  
Hongmin Wu ◽  
Yisheng Guan ◽  
Juan Rojas
Keyword(s):  
Stochastic Process ◽  
Markov Model ◽  
Hidden Markov Model ◽  
Hidden Markov Models ◽  
Markov Models ◽  
Hidden Markov ◽  
Observation Model ◽  
Vector Autoregressive ◽  
Hidden States ◽  
Contact Tasks

Robot introspection aids robots to understand what they do and how they do it. Previous robot introspection techniques have often used parametric hidden Markov models or supervised learning techniques, implying that the number of hidden states or classes is defined a priori and fixed through the entire modeling process. Fixed parameterizations limit the modeling power of a process to properly encode the data. Furthermore, first-order Markov models are limited in their ability to model complex data sequences that represent highly dynamic behaviors as they assume observations are conditionally independent given the state. In this work, we contribute a Bayesian nonparametric autoregressive Hidden Markov model for the monitoring of robot contact tasks, which are characterized by complex dynamical data that are hard to model. We used a nonparametric prior that endows our hidden Markov models with an unbounded number of hidden states for a given robot skill (or subtask). We use a hierarchical Dirichlet stochastic process prior to learn an hidden Markov model with a switching vector autoregressive observation model of wrench signatures and end-effector pose for the manipulation contact tasks. The proposed scheme monitors both nominal skill execution and anomalous behaviors. Two contact tasks are used to measure the effectiveness of our approach: (i) a traditional pick-and-place task composed of four skills and (ii) a cantilever snap assembly task (also composed of four skills). The modeling performance or our approach was compared with other methods, and classification accuracy measures were computed for skill and anomaly identification. The hierarchical Dirichlet stochastic process prior to learn an hidden Markov model with a switching vector autoregressive observation model was shown to have excellent process monitoring performance with higher identification rates and monitoring ability.

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