Asset life prediction and maintenance decision-making using a non-linear non-Gaussian state space model

Estimating and predicting degradation processes of engineering assets is crucial for reducing the cost and insuring the productivity of enterprises. Assisted by modern condition monitoring (CM) technologies, most asset degradation processes can be revealed by various degradation indicators extracted from CM data. Maintenance strategies developed using these degradation indicators (i.e. condition-based maintenance) are more cost-effective, because unnecessary maintenance activities are avoided when an asset is still in a decent health state. A practical difficulty in condition-based maintenance (CBM) is that degradation indicators extracted from CM data can only partially reveal asset health states in most situations. Underestimating this uncertainty in relationships between degradation indicators and health states can cause excessive false alarms or failures without pre-alarms. The state space model provides an efficient approach to describe a degradation process using these indicators that can only partially reveal health states. However, existing state space models that describe asset degradation processes largely depend on assumptions such as, discrete time, discrete state, linearity, and Gaussianity. The discrete time assumption requires that failures and inspections only happen at fixed intervals. The discrete state assumption entails discretising continuous degradation indicators, which requires expert knowledge and often introduces additional errors. The linear and Gaussian assumptions are not consistent with nonlinear and irreversible degradation processes in most engineering assets. This research proposes a Gamma-based state space model that does not have discrete time, discrete state, linear and Gaussian assumptions to model partially observable degradation processes. Monte Carlo-based algorithms are developed to estimate model parameters and asset remaining useful lives. In addition, this research also develops a continuous state partially observable semi-Markov decision process (POSMDP) to model a degradation process that follows the Gamma-based state space model and is under various maintenance strategies. Optimal maintenance strategies are obtained by solving the POSMDP. Simulation studies through the MATLAB are performed; case studies using the data from an accelerated life test of a gearbox and a liquefied natural gas industry are also conducted. The results show that the proposed Monte Carlo-based EM algorithm can estimate model parameters accurately. The results also show that the proposed Gamma-based state space model have better fitness result than linear and Gaussian state space models when used to process monotonically increasing degradation data in the accelerated life test of a gear box. Furthermore, both simulation studies and case studies show that the prediction algorithm based on the Gamma-based state space model can identify the mean value and confidence interval of asset remaining useful lives accurately. In addition, the simulation study shows that the proposed maintenance strategy optimisation method based on the POSMDP is more flexible than that assumes a predetermined strategy structure and uses the renewal theory. Moreover, the simulation study also shows that the proposed maintenance optimisation method can obtain more cost-effective strategies than a recently published maintenance strategy optimisation method by optimising the next maintenance activity and the waiting time till the next maintenance activity simultaneously.

Structural reliability prediction of a steel bridge element using Dynamic Object Oriented Bayesian Network (DOOBN)

Different from conventional methods for structural reliability evaluation, such as, first/second-order reliability methods (FORM/SORM) or Monte Carlo simulation based on corresponding limit state functions, a novel approach based on dynamic objective oriented Bayesian network (DOOBN) for prediction of structural reliability of a steel bridge element has been proposed in this paper. The DOOBN approach can effectively model the deterioration processes of a steel bridge element and predict their structural reliability over time. This approach is also able to achieve Bayesian updating with observed information from measurements, monitoring and visual inspection. Moreover, the computational capacity embedded in the approach can be used to facilitate integrated management and maintenance optimization in a bridge system. A steel bridge girder is used to validate the proposed approach. The predicted results are compared with those evaluated by FORM method.

Prediction model of the buildup of volatile organic compounds on urban roads

A model to predict the buildup of mainly traffic-generated volatile organic compounds or VOCs (toluene, ethylbenzene, ortho-xylene, meta-xylene, and para-xylene) on urban road surfaces is presented. The model required three traffic parameters, namely average daily traffic (ADT), volume to capacity ratio (V/C), and surface texture depth (STD), and two chemical parameters, namely total suspended solid (TSS) and total organic carbon (TOC), as predictor variables. Principal component analysis and two phase factor analysis were performed to characterize the model calibration parameters. Traffic congestion was found to be the underlying cause of traffic-related VOC buildup on urban roads. The model calibration was optimized using orthogonal experimental design. Partial least squares regression was used for model prediction. It was found that a better optimized orthogonal design could be achieved by including the latent factors of the data matrix into the design. The model performed fairly accurately for three different land uses as well as five different particle size fractions. The relative prediction errors were 10–40% for the different size fractions and 28–40% for the different land uses while the coefficients of variation of the predicted intersite VOC concentrations were in the range of 25–45% for the different size fractions. Considering the sizes of the data matrices, these coefficients of variation were within the acceptable interlaboratory range for analytes at ppb concentration levels.

Latent degradation indicators estimation and prediction : a Monte Carlo approach

Asset health inspections can produce two types of indicators: (1) direct indicators (e.g. the thickness of a brake pad, and the crack depth on a gear) which directly relate to a failure mechanism; and (2) indirect indicators (e.g. the indicators extracted from vibration signals and oil analysis data) which can only partially reveal a failure mechanism. While direct indicators enable more precise references to asset health condition, they are often more difficult to obtain than indirect indicators. The state space model provides an efficient approach to estimating direct indicators by using indirect indicators. However, existing state space models to estimate direct indicators largely depend on assumptions such as, discrete time, discrete state, linearity, and Gaussianity. The discrete time assumption requires fixed inspection intervals. The discrete state assumption entails discretising continuous degradation indicators, which often introduces additional errors. The linear and Gaussian assumptions are not consistent with nonlinear and irreversible degradation processes in most engineering assets. This paper proposes a state space model without these assumptions. Monte Carlo-based algorithms are developed to estimate the model parameters and the remaining useful life. These algorithms are evaluated for performance using numerical simulations through MATLAB. The result shows that both the parameters and the remaining useful life are estimated accurately. Finally, the new state space model is used to process vibration and crack depth data from an accelerated test of a gearbox. During this application, the new state space model shows a better fitness result than the state space model with linear and Gaussian assumption.

Multi-step ahead direct prediction for the machine condition prognosis using regression trees and neuro-fuzzy systems

This paper presents an approach to predict the operating conditions of machine based on classification and regression trees (CART) and adaptive neuro-fuzzy inference system (ANFIS) in association with direct prediction strategy for multi-step ahead prediction of time series techniques. In this study, the number of available observations and the number of predicted steps are initially determined by using false nearest neighbor method and auto mutual information technique, respectively. These values are subsequently utilized as inputs for prediction models to forecast the future values of the machines’ operating conditions. The performance of the proposed approach is then evaluated by using real trending data of low methane compressor. A comparative study of the predicted results obtained from CART and ANFIS models is also carried out to appraise the prediction capability of these models. The results show that the ANFIS prediction model can track the change in machine conditions and has the potential for using as a tool to machine fault prognosis.

Optimal online prediction in adversarial environments

In many prediction problems, including those that arise in computer security and computational finance, the process generating the data is best modelled as an adversary with whom the predictor competes. Even decision problems that are not inherently adversarial can be usefully modeled in this way, since the assumptions are sufficiently weak that effective prediction strategies for adversarial settings are very widely applicable.