Ensemble of data-driven prognostic algorithms with weight optimization and k-fold cross validation

Chao Hu, Byeng D. Youn, Pingfeng Wang

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

The traditional data-driven prognostic approach is to construct multiple candidate algorithms using a training data set, evaluate their respective performance using a testing data set, and select the one with the best performance while discarding all the others. This approach has three shortcomings: (i) the selected standalone algorithm may not be robust, i.e., it may be less accurate when the real data acquired after the deployment differs from the testing data; (ii) it wastes the resources for constructing the algorithms that are discarded in the deployment; (iii) it requires the testing data in addition to the training data, which increases the overall expenses for the algorithm selection. To overcome these drawbacks, this paper proposes an ensemble data-driven prognostic approach which combines multiple member algorithms with a weighted-sum formulation. Three weighting schemes, namely, the accuracybased weighting, diversity-based weighting and optimizationbased weighting, are proposed to determine the weights of member algorithms for data-driven prognostics. The k-fold cross validation (CV) is employed to estimate the prediction error required by the weighting schemes. Two case studies were employed to demonstrate the effectiveness of the proposed prognostic approach. The results suggest that the ensemble approach with any weighting scheme gives more accurate RUL predictions compared to any sole algorithm and that the optimization-based weighting scheme gives the best overall performance among the three weighting schemes.

Original languageEnglish (US)
Title of host publicationASME 2010 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference, IDETC/CIE2010
Pages1023-1032
Number of pages10
EditionPARTS A AND B
DOIs
StatePublished - 2010
Externally publishedYes
EventASME 2010 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference, IDETC/CIE2010 - Montreal, QC, Canada
Duration: Aug 15 2010Aug 18 2010

Publication series

NameProceedings of the ASME Design Engineering Technical Conference
NumberPARTS A AND B
Volume3

Other

OtherASME 2010 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference, IDETC/CIE2010
Country/TerritoryCanada
CityMontreal, QC
Period8/15/108/18/10

ASJC Scopus subject areas

  • Modeling and Simulation
  • Mechanical Engineering
  • Computer Science Applications
  • Computer Graphics and Computer-Aided Design

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