Hidden Markov Models and their Application for Predicting Failure Events

We show how Markov mixed membership models (MMMM) can be used to predict the degradation of assets. We model the degradation path of individual assets, to predict overall failure rates. Instead of a separate distribution for each hidden state, we use hierarchical mixtures of distributions in the exponential family. In our approach the observation distribution of the states is a finite mixture distribution of a small set of (simpler) distributions shared across all states. Using tied-mixture observation distributions offers several advantages. The mixtures act as a regularization for typically very sparse problems, and they reduce the computational effort for the learning algorithm since there are fewer distributions to be found. Using shared mixtures enables sharing of statistical strength between the Markov states and thus transfer learning. We determine for individual assets the trade-off between the risk of failure and extended operating hours by combining a MMMM with a partially observable Markov decision process (POMDP) to dynamically optimize the policy for when and how to maintain the asset.Comment: Will be published in the proceedings of ICCS 2020; @Booklet{EasyChair:3183, author = {Paul Hofmann and Zaid Tashman}, title = {Hidden Markov Models and their Application for Predicting Failure Events}, howpublished = {EasyChair Preprint no. 3183}, year = {EasyChair, 2020}

Time Series Clustering with Deep Reservoir Computing

This paper proposes a method for clustering of time series, based upon the ability of deep Reservoir Computing networks to grasp the dynamical structure of the series that is presented as input. A standard clustering algorithm, such as k-means, is applied to the network states, rather than the input series themselves. Clustering is thus embedded into the network dynamical evolution, since a clustering result is obtained at every time step, which in turn serves as initialisation at the next step. We empirically assess the performance of deep reservoir systems in time series clustering on benchmark datasets, considering the influence of crucial hyperparameters. Experimentation with the proposed model shows enhanced clustering quality, measured by the silhouette coefficient, when compared to both static clustering of data, and dynamic clustering with a shallow network

Gap Filling of Daily Sea Levels by Artificial Neural Networks

In the recent years, intelligent methods as artificial neural networks are successfully applied for data analysis from different fields of the geosciences. One of the encountered practical problems is the availability of gaps in the time series that prevent their comprehensive usage for the scientific and practical purposes. The article briefly describes two types of the artificial neural network (ANN) architectures ‐ Feed‐ Forward Backpropagation (FFBP) and recurrent Echo state network (ESN). In some cases, the ANN can be used as an alternative on the traditional methods, to fill in missing values in the time series. We have been conducted several experiments to fill the missing values of daily sea levels spanning a 5‐years period using both ANN architectures. A multiple linear regression for the same purpose has been also applied. The sea level data are derived from the records of the tide gauge Burgas, which is located on the western Black Sea coast. The achieved results have shown that the performance of ANN models is better than that of the classical one and they are very promising for the real‐time interpolation of missing data in the time series

Recurrent Neural Networks for Predictive Maintenance of Mill Fan Systems

In the present paper we focus on online monitoring system for predictive maintenance based on sensor automated inputs. Our subject was a device from Maritsa East 2 power plant - a mill fan. The main sensor information we have access to is based on the vibration of the nearest to the mill rotor bearing block. Our aim was to create a (nonlinear) model able to predict on time possible changes in vibrations tendencies that can be early signal for system work deterioration. For that purpose, we compared two types of recurrent neural networks: historical Elman architecture and a recently developed kind of RNN named Echo stet networks (ESN). The preliminary investigations showed better approximation and faster training abilities of ESN in comparison to the Elman network. Direction of future work will be increasing of predications time horizon and inclusion of our predictor at lower level of a complex predictive maintenance system

Local Rejection Strategies for Learning Vector Quantization

Fischer L, Hammer B, Wersing H. Local Rejection Strategies for Learning Vector Quantization. In: Wermter S, Weber C, Duch W, et al., eds. Artificial Neural Networks and Machine Learning – ICANN 2014. Lecture Notes in Computer Science. Vol 8681. Cham: Springer International Publishing; 2014: 563-570