Dynamic reliability and sensitivity analysis based on HMM models with Markovian signal process

The authors are grateful to three anonymous reviewers and the Editor for many valuable comments and suggestions, which have helped to improve the quality of the article. This work is jointly supported by the Spanish Ministry of Science and Innovation-State Research Agency through grants numbered PID2020-120217RB-I00 and PID2021-123737NB-I00, and by the Spanish Junta de Andalucia through grant number B-FQM-284-UGR20 and the IMAG Maria de Maeztu, Spain grant CEX2020-001105-/AEI/10.13039/501100011033. All authors read and approved the final manuscript.The main objective of this paper is to build stochastic models to describe the evolution-in-time of a system and to estimate its characteristics when direct observations of the system state are not available. One important application area arises with the deployment of sensor networks that have become ubiquitous nowadays with the purpose of observing and controlling industrial equipment. The model is based on hidden Markov processes where the observation at a given time depends not only on the current hidden state but also on the previous observations. Some reliability measures are defined in this context and a sensitivity analysis is presented in order to control for false positive (negative) signals that would lead to believe erroneously that the system is in failure (working) when actually it is not. System maintenance aspects based on the model are considered, and the concept of signal-runs is introduced. A simulation study is carried out to evaluate the finite sample performance of the method and a real application related to a water-pump system monitored by a set of sensors is also discussed.Spanish Ministry of Science and Innovation-State Research Agency PID2020-120217RB-I00, PID2021-123737NB-I00Junta de Andalucía B-FQM-284-UGR20IMAG Maria de Maeztu, Spain CEX2020-001105-/AEI/10.13039/50110001103

A Generic Prognostic Framework for Remaining Useful Life Prediction of Complex Engineering Systems

Prognostics and Health Management (PHM) is a general term that encompasses methods used to evaluate system health, predict the onset of failure, and mitigate the risks associated with the degraded behavior. Multitudes of health monitoring techniques facilitating the detection and classification of the onset of failure have been developed for commercial and military applications. PHM system designers are currently focused on developing prognostic techniques and integrating diagnostic/prognostic approaches at the system level. This dissertation introduces a prognostic framework, which integrates several methodologies that are necessary for the general application of PHM to a variety of systems. A method is developed to represent the multidimensional system health status in the form of a scalar quantity called a health indicator. This method is able to indicate the effectiveness of the health indicator in terms of how well or how poorly the health indicator can distinguish healthy and faulty system exemplars. A usefulness criterion was developed which allows the practitioner to evaluate the practicability of using a particular prognostic model along with observed degradation evidence data. The criterion of usefulness is based on comparing the model uncertainty imposed primarily by imperfectness of degradation evidence data against the uncertainty associated with the time-to-failure prediction based on average reliability characteristics of the system. This dissertation identifies the major contributors to prognostic uncertainty and analyzes their effects. Further study of two important contributions resulted in the development of uncertainty management techniques to improve PHM performance. An analysis of uncertainty effects attributed to the random nature of the critical degradation threshold, , was performed. An analysis of uncertainty effects attributed to the presence of unobservable failure mechanisms affecting the system degradation process along with observable failure mechanisms was performed. A method was developed to reduce the effects of uncertainty on a prognostic model. This dissertation provides a method to incorporate prognostic information into optimization techniques aimed at finding an optimal control policy for equipment performing in an uncertain environment

Machine Learning in Manufacturing towards Industry 4.0: From ‘For Now’ to ‘Four-Know’

While attracting increasing research attention in science and technology, Machine Learning (ML) is playing a critical role in the digitalization of manufacturing operations towards Industry 4.0. Recently, ML has been applied in several fields of production engineering to solve a variety of tasks with different levels of complexity and performance. However, in spite of the enormous number of ML use cases, there is no guidance or standard for developing ML solutions from ideation to deployment. This paper aims to address this problem by proposing an ML application roadmap for the manufacturing industry based on the state-of-the-art published research on the topic. First, this paper presents two dimensions for formulating ML tasks, namely, ’Four-Know’ (Know-what, Know-why, Know-when, Know-how) and ’Four-Level’ (Product, Process, Machine, System). These are used to analyze ML development trends in manufacturing. Then, the paper provides an implementation pipeline starting from the very early stages of ML solution development and summarizes the available ML methods, including supervised learning methods, semi-supervised methods, unsupervised methods, and reinforcement methods, along with their typical applications. Finally, the paper discusses the current challenges during ML applications and provides an outline of possible directions for future developments

Modelo de apoio à decisão para a manutenção condicionada de equipamentos produtivos

Doctoral Thesis for PhD degree in Industrial and Systems EngineeringIntroduction: This thesis describes a methodology to combine Bayesian control chart and CBM (Condition-Based Maintenance) for developing a new integrated model. In maintenance management, it is a challenging task for decision-maker to conduct an appropriate and accurate decision. Proper and well-performed CBM models are beneficial for maintenance decision making. The integration of Bayesian control chart and CBM is considered as an intelligent model and a suitable strategy for forecasting items failures as well as allow providing an effectiveness maintenance cost. CBM models provides lower inventory costs for spare parts, reduces unplanned outage, and minimize the risk of catastrophic failure, avoiding high penalties associated with losses of production or delays, increasing availability. However, CBM models need new aspects and the integration of new type of information in maintenance modeling that can improve the results. Objective: The thesis aims to develop a new methodology based on Bayesian control chart for predicting failures of item incorporating simultaneously two types of data: key quality control measurement and equipment condition parameters. In other words, the project research questions are directed to give the lower maintenance costs for real process control. Method: The mathematical approach carried out in this study for developing an optimal Condition Based Maintenance policy included the Weibull analysis for verifying the Markov property, Delay time concept used for deterioration modeling and PSO and Monte Carlo simulation. These models are used for finding the upper control limit and the interval monitoring that minimizes the (maintenance) cost function. Result: The main contribution of this thesis is that the proposed model performs better than previous models in which the hypothesis of using simultaneously data about condition equipment parameters and quality control measurements improve the effectiveness of integrated model Bayesian control chart for Condition Based Maintenance.Introdução: Esta tese descreve uma metodologia para combinar Bayesian control chart e CBM (Condition- Based Maintenance) para desenvolver um novo modelo integrado. Na gestão da manutenção, é importante que o decisor possa tomar decisões apropriadas e corretas. Modelos CBM bem concebidos serão muito benéficos nas tomadas de decisão sobre manutenção. A integração dos gráficos de controlo Bayesian e CBM é considerada um modelo inteligente e uma estratégica adequada para prever as falhas de componentes bem como produzir um controlo de custos de manutenção. Os modelos CBM conseguem definir custos de inventário mais baixos para as partes de substituição, reduzem interrupções não planeadas e minimizam o risco de falhas catastróficas, evitando elevadas penalizações associadas a perdas de produção ou atrasos, aumentando a disponibilidade. Contudo, os modelos CBM precisam de alterações e a integração de novos tipos de informação na modelação de manutenção que permitam melhorar os resultados.Objetivos: Esta tese pretende desenvolver uma nova metodologia baseada Bayesian control chart para prever as falhas de partes, incorporando dois tipos de dados: medições-chave de controlo de qualidade e parâmetros de condição do equipamento. Por outras palavras, as questões de investigação são direcionadas para diminuir custos de manutenção no processo de controlo.Métodos: Os modelos matemáticos implementados neste estudo para desenvolver uma política ótima de CBM incluíram a análise de Weibull para verificação da propriedade de Markov, conceito de atraso de tempo para a modelação da deterioração, PSO e simulação de Monte Carlo. Estes modelos são usados para encontrar o limite superior de controlo e o intervalo de monotorização para minimizar a função de custos de manutenção.Resultados: A principal contribuição desta tese é que o modelo proposto melhora os resultados dos modelos anteriores, baseando-se na hipótese de que, usando simultaneamente dados dos parâmetros dos equipamentos e medições de controlo de qualidade. Assim obtém-se uma melhoria a eficácia do modelo integrado de Bayesian control chart para a manutenção condicionada

Asymmetric HMMs for online ball-bearing health assessments

The degradation of critical components inside large industrial assets, such as ball-bearings, has a negative impact on production facilities, reducing the availability of assets due to an unexpectedly high failure rate. Machine learning- based monitoring systems can estimate the remaining useful life (RUL) of ball-bearings, reducing the downtime by early failure detection. However, traditional approaches for predictive systems require run-to-failure (RTF) data as training data, which in real scenarios can be scarce and expensive to obtain as the expected useful life could be measured in years. Therefore, to overcome the need of RTF, we propose a new methodology based on online novelty detection and asymmetrical hidden Markov models (As-HMM) to work out the health assessment. This new methodology does not require previous RTF data and can adapt to natural degradation of mechanical components over time in data-stream and online environments. As the system is designed to work online within the electrical cabinet of machines it has to be deployed using embedded electronics. Therefore, a performance analysis of As-HMM is presented to detect the strengths and critical points of the algorithm. To validate our approach, we use real life ball-bearing data-sets and compare our methodology with other methodologies where no RTF data is needed and check the advantages in RUL prediction and health monitoring. As a result, we showcase a complete end-to-end solution from the sensor to actionable insights regarding RUL estimation towards maintenance application in real industrial environments.This study was supported partially by the Spanish Ministry of Economy and Competitiveness through the PID2019-109247GB-I00 project and by the Spanish Ministry of Science and Innovation through the RTC2019-006871-7 (DSTREAMS project). Also, by the H2020 IoTwins project (Distributed Digital Twins for industrial SMEs: a big-data platform) funded by the EU under the call ICT-11-2018- 2019, Grant Agreement No. 857191.Peer ReviewedPostprint (author's final draft

State and parameter estimation techniques for stochastic systems

This thesis documents research undertaken on state and parameter estimation techniques for stochastic systems in a maintenance context. Two individual problem scenarios are considered. For the first scenario, we are concerned with complex systems and the research involves an investigation into the ability to identify and quantify the occurrence of fault injection during routine preventive maintenance procedures. This is achieved using an appropriate delay time modelling specification and maximum-likelihood parameter estimation techniques. The delay time model of the failure process is parameterised using objective information on the failure times and the number of faults removed from the system during preventive maintenance. We apply the proposed modelling and estimation process to simulated data sets in an attempt to recapture specified parameters and the benefits of improving maintenance processes are demonstrated for the particular example. We then extend the modelling of the system in a predictive manner and combine it with a stochastic filtering approach to establish an adaptive decision model. The decision model can be used to schedule the subsequent maintenance intervention during the course of an operational cycle and can potentially provide an improvement on fixed interval maintenance policies. The second problem scenario considered is that of an individual component subject to condition monitoring such as, vibration analysis or oil-based contamination. The research involves an investigation into techniques that utilise condition information that we assume is related stochastically to the underlying state of the component, taken here to be the residual life. The techniques that we consider are the proportional hazards model and a probabilistic stochastic filtering approach. We investigate the residual life prediction capabilities of the two techniques and construct relevant replacement decision models. The research is then extended to consider multiple indicators of condition obtained simultaneously at monitoring points. We conclude with a brief investigation into the use of stochastic filtering techniques in specific scenarios involving limited computational power and variable underlying relationships between the monitored information and the residual life.EThOS - Electronic Theses Online ServiceGBUnited Kingdo

Hybrid Stochastic Models for Remaining Lifetime Prognosis

The United States Air Force is developing its next generation aircraft and is seeking to reduce the risk of catastrophic failures, maintenance activities, and the logistics footprint while improving its sortie generation rate through a process called autonomic logistics. Vital to the successful implementation of this process is remaining lifetime prognosis of critical aircraft components. Complicating this problem is the absence of failure time information; however, sensors located on the aircraft are providing degradation measures. This research has provided a method to address at least a portion of this problem by uniting analytical lifetime distribution models with environment and/or degradation measures to obtain the remaining lifetime distribution

A Stochastic Approach to Measurement-Driven Damage Detection And Prognosis in Structural Health Monitoring

Damage detection and prognosis are integral to asset management of critical mechanical and civil engineering infrastructure. In practice, these two aspects are often decoupled, where the former is carried out independently using sensor data (e.g., vibrations), while the latter is undertaken based on reliability principles using life time failure data of the system or the component of interest. Only in a few studies damage detection results are extended to remaining useful life estimation, which is achieved by modeling the underlying degradation process using a surrogate measure of degradation. However, an integrated framework which undertakes damage detection, prognosis, and maintenance planning in a systematic way is lacking in the literature. Furthermore, the parameters of degradation model which are utilized for prognosis are often solely estimated using the degradation data obtained from the monitored unit, which represents the degradation of a specific unit, but ignores the general population trend. The main objectives of this thesis are three-fold: first, a mathematical framework using surrogate measure of degradation is developed to undertake the damage detection and prognosis in a single framework; next, the prior knowledge obtained from the historical failed units are integrated in model parameter estimation and residual useful life (RUL) updating of a monitored unit using a Bayesian approach; finally, the proposed degradation modeling framework is applied for maintenance planning of civil and industrial systems, specifically, for reinforced concrete beams and rolling element bearings. The initiation of a fault in these applications is often followed by a sudden change in the degradation path. The location of a change-point can be associated with a sudden loss of stiffness in the case of structural members, or fault initiation in the case of bearings. Hence, in this thesis, the task of change point location identification is thought of as being synonymous with damage or fault detection in the context of structural health monitoring. Furthermore, the change point results are used for two-phase degradation modeling, future degradation level prediction and subsequent RUL estimation. The model parameters are updated using a Bayesian approach, which systematically integrates the prior knowledge obtained from historical failure-time data with monitored data obtained from an in-situ unit. Once such a model is established, it is projected to a failure threshold, thereby allowing for RUL estimation and maintenance planning. Results from the numerical as well as actual field data shows that the proposed degradation modeling framework is good in performing these two tasks. It was also found that as more degradation data is utilized from the monitoring unit, the progressing fault is detected in a timely manner and the model parameters estimates and the end life predictions become more accurate

State and parameter estimation techniques for stochastic systems

This thesis documents research undertaken on state and parameter estimationtechniques for stochastic systems in a maintenance context. Two individual problemscenarios are considered. For the first scenario, we are concerned with complexsystems and the research involves an investigation into the ability to identify andquantify the occurrence of fault injection during routine preventive maintenanceprocedures. This is achieved using an appropriate delay time modelling specificationand maximum-likelihood parameter estimation techniques. The delay time model ofthe failure process is parameterised using objective information on the failure timesand the number of faults removed from the system during preventive maintenance.We apply the proposed modelling and estimation process to simulated data sets in anattempt to recapture specified parameters and the benefits of improving maintenanceprocesses are demonstrated for the particular example. We then extend the modellingof the system in a predictive manner and combine it with a stochastic filteringapproach to establish an adaptive decision model. The decision model can be used toschedule the subsequent maintenance intervention during the course of anoperational cycle and can potentially provide an improvement on fixed intervalmaintenance policies.The second problem scenario considered is that of an individual component subjectto condition monitoring such as, vibration analysis or oil-based contamination. Theresearch involves an investigation into techniques that utilise condition informationthat we assume is related stochastically to the underlying state of the component,taken here to be the residual life. The techniques that we consider are theproportional hazards model and a probabilistic stochastic filtering approach. Weinvestigate the residual life prediction capabilities of the two techniques and construct relevant replacement decision models. The research is then extended toconsider multiple indicators of condition obtained simultaneously at monitoringpoints. We conclude with a brief investigation into the use of stochastic filteringtechniques in specific scenarios involving limited computational power and variableunderlying relationships between the monitored information and the residual life