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arXiv 2011.11740cs.LGstat.AP
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不确定条件下具有因果关系GraphNets的剩余使用寿命估计

Remaining Useful Life Estimation Under Uncertainty with Causal GraphNets

ETH Zürich(苏黎世联邦理工学院)

Charilaos Mylonas, Eleni Chatzi

摘要:

在这项工作中,提出了一种新的时间序列模型的构建和训练方法,该方法处理具有非等间距观测的大型时间序列的学习问题,同时可能具有跨多个尺度的感兴趣的特征。该方法适用于非平稳随机时间序列的预测建模,并在模拟的随机退化数据集和实际的球轴承加速寿命试验数据集上验证了该方法的有效性。所提出的方法,这是基于GraphNets,隐式地学习一个模型,该模型描述了系统的演化在一个状态向量的水平,而不是一个原始的观察。将所提出的方法与具有时间卷积特征提取器头(RNN-tCNN)的递归网络进行比较,该时间卷积特征提取器头(RNN-tCNN)形成了所考虑的问题上下文的已知可行替代方案。最后,通过利用最近的进展,在学习概率分布的重新参数化梯度的计算,一个简单而有效的技术,用于表示预测的不确定性作为一个伽玛分布在剩余的使用寿命预测。

英文摘要:

In this work, a novel approach for the construction and training of time series models is presented that deals with the problem of learning on large time series with non-equispaced observations, which at the same time may possess features of interest that span multiple scales. The proposed method is appropriate for constructing predictive models for non-stationary stochastic time series.The efficacy of the method is demonstrated on a simulated stochastic degradation dataset and on a real-world accelerated life testing dataset for ball-bearings. The proposed method, which is based on GraphNets, implicitly learns a model that describes the evolution of the system at the level of a state-vector rather than of a raw observation. The proposed approach is compared to a recurrent network with a temporal convolutional feature extractor head (RNN-tCNN) which forms a known viable alternative for the problem context considered. Finally, by taking advantage of recent advances in the computation of reparametrization gradients for learning probability distributions, a simple yet effective technique for representing prediction uncertainty as a Gamma distribution over remaining useful life predictions is employed.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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