Intelligent prognostics of machinery health utilising suspended condition monitoring data

The ability to forecast machinery failure is vital to reducing maintenance costs, operation downtime and safety hazards. Recent advances in condition monitoring technologies have given rise to a number of prognostic models for forecasting machinery health based on condition data. Although these models have aided the advancement of the discipline, they have made only a limited contribution to developing an effective machinery health prognostic system. The literature review indicates that there is not yet a prognostic model that directly models and fully utilises suspended condition histories (which are very common in practice since organisations rarely allow their assets to run to failure); that effectively integrates population characteristics into prognostics for longer-range prediction in a probabilistic sense; which deduces the non-linear relationship between measured condition data and actual asset health; and which involves minimal assumptions and requirements. This work presents a novel approach to addressing the above-mentioned challenges. The proposed model consists of a feed-forward neural network, the training targets of which are asset survival probabilities estimated using a variation of the Kaplan-Meier estimator and a degradation-based failure probability density estimator. The adapted Kaplan-Meier estimator is able to model the actual survival status of individual failed units and estimate the survival probability of individual suspended units. The degradation-based failure probability density estimator, on the other hand, extracts population characteristics and computes conditional reliability from available condition histories instead of from reliability data. The estimated survival probability and the relevant condition histories are respectively presented as “training target” and “training input” to the neural network. The trained network is capable of estimating the future survival curve of a unit when a series of condition indices are inputted. Although the concept proposed may be applied to the prognosis of various machine components, rolling element bearings were chosen as the research object because rolling element bearing failure is one of the foremost causes of machinery breakdowns. Computer simulated and industry case study data were used to compare the prognostic performance of the proposed model and four control models, namely: two feed-forward neural networks with the same training function and structure as the proposed model, but neglected suspended histories; a time series prediction recurrent neural network; and a traditional Weibull distribution model. The results support the assertion that the proposed model performs better than the other four models and that it produces adaptive prediction outputs with useful representation of survival probabilities. This work presents a compelling concept for non-parametric data-driven prognosis, and for utilising available asset condition information more fully and accurately. It demonstrates that machinery health can indeed be forecasted. The proposed prognostic technique, together with ongoing advances in sensors and data-fusion techniques, and increasingly comprehensive databases of asset condition data, holds the promise for increased asset availability, maintenance cost effectiveness, operational safety and – ultimately – organisation competitiveness.

Stochastic modelling of financial time series with memory and multifractal scaling

Financial processes may possess long memory and their probability densities may display heavy tails. Many models have been developed to deal with this tail behaviour, which reflects the jumps in the sample paths. On the other hand, the presence of long memory, which contradicts the efficient market hypothesis, is still an issue for further debates. These difficulties present challenges with the problems of memory detection and modelling the co-presence of long memory and heavy tails. This PhD project aims to respond to these challenges. The first part aims to detect memory in a large number of financial time series on stock prices and exchange rates using their scaling properties. Since financial time series often exhibit stochastic trends, a common form of nonstationarity, strong trends in the data can lead to false detection of memory. We will take advantage of a technique known as multifractal detrended fluctuation analysis (MF-DFA) that can systematically eliminate trends of different orders. This method is based on the identification of scaling of the q-th-order moments and is a generalisation of the standard detrended fluctuation analysis (DFA) which uses only the second moment; that is, q = 2. We also consider the rescaled range R/S analysis and the periodogram method to detect memory in financial time series and compare their results with the MF-DFA. An interesting finding is that short memory is detected for stock prices of the American Stock Exchange (AMEX) and long memory is found present in the time series of two exchange rates, namely the French franc and the Deutsche mark. Electricity price series of the five states of Australia are also found to possess long memory. For these electricity price series, heavy tails are also pronounced in their probability densities. The second part of the thesis develops models to represent short-memory and longmemory financial processes as detected in Part I. These models take the form of continuous-time AR(∞) -type equations whose kernel is the Laplace transform of a finite Borel measure. By imposing appropriate conditions on this measure, short memory or long memory in the dynamics of the solution will result. A specific form of the models, which has a good MA(∞) -type representation, is presented for the short memory case. Parameter estimation of this type of models is performed via least squares, and the models are applied to the stock prices in the AMEX, which have been established in Part I to possess short memory. By selecting the kernel in the continuous-time AR(∞) -type equations to have the form of Riemann-Liouville fractional derivative, we obtain a fractional stochastic differential equation driven by Brownian motion. This type of equations is used to represent financial processes with long memory, whose dynamics is described by the fractional derivative in the equation. These models are estimated via quasi-likelihood, namely via a continuoustime version of the Gauss-Whittle method. The models are applied to the exchange rates and the electricity prices of Part I with the aim of confirming their possible long-range dependence established by MF-DFA. The third part of the thesis provides an application of the results established in Parts I and II to characterise and classify financial markets. We will pay attention to the New York Stock Exchange (NYSE), the American Stock Exchange (AMEX), the NASDAQ Stock Exchange (NASDAQ) and the Toronto Stock Exchange (TSX). The parameters from MF-DFA and those of the short-memory AR(∞) -type models will be employed in this classification. We propose the Fisher discriminant algorithm to find a classifier in the two and three-dimensional spaces of data sets and then provide cross-validation to verify discriminant accuracies. This classification is useful for understanding and predicting the behaviour of different processes within the same market. The fourth part of the thesis investigates the heavy-tailed behaviour of financial processes which may also possess long memory. We consider fractional stochastic differential equations driven by stable noise to model financial processes such as electricity prices. The long memory of electricity prices is represented by a fractional derivative, while the stable noise input models their non-Gaussianity via the tails of their probability density. A method using the empirical densities and MF-DFA will be provided to estimate all the parameters of the model and simulate sample paths of the equation. The method is then applied to analyse daily spot prices for five states of Australia. Comparison with the results obtained from the R/S analysis, periodogram method and MF-DFA are provided. The results from fractional SDEs agree with those from MF-DFA, which are based on multifractal scaling, while those from the periodograms, which are based on the second order, seem to underestimate the long memory dynamics of the process. This highlights the need and usefulness of fractal methods in modelling non-Gaussian financial processes with long memory.

Granule-based knowledge representation for intra and inter transaction association mining

Abstract With the phenomenal growth of electronic data and information, there are many demands for the development of efficient and effective systems (tools) to perform the issue of data mining tasks on multidimensional databases. Association rules describe associations between items in the same transactions (intra) or in different transactions (inter). Association mining attempts to find interesting or useful association rules in databases: this is the crucial issue for the application of data mining in the real world. Association mining can be used in many application areas, such as the discovery of associations between customers’ locations and shopping behaviours in market basket analysis. Association mining includes two phases. The first phase, called pattern mining, is the discovery of frequent patterns. The second phase, called rule generation, is the discovery of interesting and useful association rules in the discovered patterns. The first phase, however, often takes a long time to find all frequent patterns; these also include much noise. The second phase is also a time consuming activity that can generate many redundant rules. To improve the quality of association mining in databases, this thesis provides an alternative technique, granule-based association mining, for knowledge discovery in databases, where a granule refers to a predicate that describes common features of a group of transactions. The new technique first transfers transaction databases into basic decision tables, then uses multi-tier structures to integrate pattern mining and rule generation in one phase for both intra and inter transaction association rule mining. To evaluate the proposed new technique, this research defines the concept of meaningless rules by considering the co-relations between data-dimensions for intratransaction-association rule mining. It also uses precision to evaluate the effectiveness of intertransaction association rules. The experimental results show that the proposed technique is promising.

The statistics of refractive error maps : managing wavefront aberration analysis without Zernike polynomials

The refractive error of a human eye varies across the pupil and therefore may be treated as a random variable. The probability distribution of this random variable provides a means for assessing the main refractive properties of the eye without the necessity of traditional functional representation of wavefront aberrations. To demonstrate this approach, the statistical properties of refractive error maps are investigated. Closed-form expressions are derived for the probability density function (PDF) and its statistical moments for the general case of rotationally-symmetric aberrations. A closed-form expression for a PDF for a general non-rotationally symmetric wavefront aberration is difficult to derive. However, for specific cases, such as astigmatism, a closed-form expression of the PDF can be obtained. Further, interpretation of the distribution of the refractive error map as well as its moments is provided for a range of wavefront aberrations measured in real eyes. These are evaluated using a kernel density and sample moments estimators. It is concluded that the refractive error domain allows non-functional analysis of wavefront aberrations based on simple statistics in the form of its sample moments. Clinicians may find this approach to wavefront analysis easier to interpret due to the clinical familiarity and intuitive appeal of refractive error maps.

Fractions, reunitisation and the number-line representation

Centre for Mathematics and Science Education, QUT, Brisbane, Australia This paper reports on a study in which Years 6 and 10 students were individually interviewed to determine their ability to unitise and reunitise number lines used to represent mixed numbers and improper fractions. Only 16.7% of the students (all Year 6) were successful on all three tasks and, in general, Year 6 students outperformed Year 8 students. The interviews revealed that the remaining students had incomplete, fragmented or non-existent structural knowledge of mixed numbers and improper fractions, and were unable to unitise or reunitise number lines. The implication for teaching is that instruction should focus on providing students with a variety of fraction representations in order to develop rich and flexible schema for all fraction types (mixed numbers, and proper and improper fractions).

Energy polarization and popular representation: Evidence from the Russian Duma

In this article we introduce the term “energy polarization” to explain the politics of energy market reform in the Russian Duma. Our model tests the impact of regional energy production, party cohesion and ideology, and electoral mandate on the energy policy decisions of the Duma deputies (oil, gas, and electricity bills and resolution proposals) between 1994 and 2003. We find a strong divide between Single-Member District (SMD) and Proportional Representation (PR) deputies High statistical significance of gas production is demonstrated throughout the three Duma terms and shows Gazprom's key position in the post-Soviet Russian economy. Oil production is variably significant in the two first Dumas, when the main legislative debates on oil privatization occur. There is no constant left–right continuum, which is consistent with the deputies' proclaimed party ideology. The pro- and anti-reform poles observed in our Poole-based single dimensional scale are not necessarily connected with liberal and state-oriented regulatory policies, respectively. Party switching is a solid indicator of Russia's polarized legislative dynamics when it comes to energy sector reform.

Representation and learning of visual information for pose recognition

Recovering position from sensor information is an important problem in mobile robotics, known as localisation. Localisation requires a map or some other description of the environment to provide the robot with a context to interpret sensor data. The mobile robot system under discussion is using an artificial neural representation of position. Building a geometrical map of the environment with a single camera and artificial neural networks is difficult. Instead it would be simpler to learn position as a function of the visual input. Usually when learning images, an intermediate representation is employed. An appropriate starting point for biologically plausible image representation is the complex cells of the visual cortex, which have invariance properties that appear useful for localisation. The effectiveness for localisation of two different complex cell models are evaluated. Finally the ability of a simple neural network with single shot learning to recognise these representations and localise a robot is examined.

Effect of representation size and visual ambiguity on RatSLAM system performance

RatSLAM is a vision-based SLAM system based on extended models of the rodent hippocampus. RatSLAM creates environment representations that can be processed by the experience mapping algorithm to produce maps suitable for goal recall. The experience mapping algorithm also allows RatSLAM to map environments many times larger than could be achieved with a one to one correspondence between the map and environment, by reusing the RatSLAM maps to represent multiple sections of the environment. This paper describes experiments investigating the effects of the environment-representation size ratio and visual ambiguity on mapping and goal navigation performance. The experiments demonstrate that system performance is weakly dependent on either parameter in isolation, but strongly dependent on their joint values.

RatSLAM on the edge : revealing a coherent representation from an overloaded rat brain

The RatSLAM system can perform vision based SLAM using a computational model of the rodent hippocampus. When the number of pose cells used to represent space in RatSLAM is reduced, artifacts are introduced that hinder its use for goal directed navigation. This paper describes a new component for the RatSLAM system called an experience map, which provides a coherent representation for goal directed navigation. Results are presented for two sets of real world experiments, including comparison with the original goal memory system's performance in the same environment. Preliminary results are also presented demonstrating the ability of the experience map to adapt to simple short term changes in the environment.

Schematic Representation of Case Study Research Designs

Aim. The paper is a report of a study to demonstrate how the use of schematics can provide procedural clarity and promote rigour in the conduct of case study research. Background. Case study research is a methodologically flexible approach to research design that focuses on a particular case – whether an individual, a collective or a phenomenon of interest. It is known as the 'study of the particular' for its thorough investigation of particular, real-life situations and is gaining increased attention in nursing and social research. However, the methodological flexibility it offers can leave the novice researcher uncertain of suitable procedural steps required to ensure methodological rigour. Method. This article provides a real example of a case study research design that utilizes schematic representation drawn from a doctoral study of the integration of health promotion principles and practices into a palliative care organization. Discussion. The issues discussed are: (1) the definition and application of case study research design; (2) the application of schematics in research; (3) the procedural steps and their contribution to the maintenance of rigour; and (4) the benefits and risks of schematics in case study research. Conclusion. The inclusion of visual representations of design with accompanying explanatory text is recommended in reporting case study research methods.

Probability based data analysis for road asset management

Road agencies require comprehensive, relevan and quality data describing their road assets to support their investment decisions. An investment decision support system for raod maintenance and rehabilitation mainly comprise three important supporting elements namely: road asset data, decision support tools and criteria for decision-making. Probability-based methods have played a crucial role in helping decision makers understand the relationship among road related data, asset performance and uncertainties in estimating budgets/costs for road management investment. This paper presents applications of the probability-bsed method for road asset management.