Data Augmentation of Multivariate Sensor Time Series using Autoregressive Models and Application to Failure Prognostics

Fuente: arXiv
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Autori principali: de Souza, Douglas Baptista, Leao, Bruno Paes
Natura: Preprint
Pubblicazione: 2024
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author de Souza, Douglas Baptista
Leao, Bruno Paes
author_facet de Souza, Douglas Baptista
Leao, Bruno Paes
contents This work presents a novel data augmentation solution for non-stationary multivariate time series and its application to failure prognostics. The method extends previous work from the authors which is based on time-varying autoregressive processes. It can be employed to extract key information from a limited number of samples and generate new synthetic samples in a way that potentially improves the performance of PHM solutions. This is especially valuable in situations of data scarcity which are very usual in PHM, especially for failure prognostics. The proposed approach is tested based on the CMAPSS dataset, commonly employed for prognostics experiments and benchmarks. An AutoML approach from PHM literature is employed for automating the design of the prognostics solution. The empirical evaluation provides evidence that the proposed method can substantially improve the performance of PHM solutions.
format Preprint
id arxiv_https___arxiv_org_abs_2410_16419
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Data Augmentation of Multivariate Sensor Time Series using Autoregressive Models and Application to Failure Prognostics
de Souza, Douglas Baptista
Leao, Bruno Paes
Machine Learning
Statistics Theory
Methodology
This work presents a novel data augmentation solution for non-stationary multivariate time series and its application to failure prognostics. The method extends previous work from the authors which is based on time-varying autoregressive processes. It can be employed to extract key information from a limited number of samples and generate new synthetic samples in a way that potentially improves the performance of PHM solutions. This is especially valuable in situations of data scarcity which are very usual in PHM, especially for failure prognostics. The proposed approach is tested based on the CMAPSS dataset, commonly employed for prognostics experiments and benchmarks. An AutoML approach from PHM literature is employed for automating the design of the prognostics solution. The empirical evaluation provides evidence that the proposed method can substantially improve the performance of PHM solutions.
title Data Augmentation of Multivariate Sensor Time Series using Autoregressive Models and Application to Failure Prognostics
topic Machine Learning
Statistics Theory
Methodology
url https://arxiv.org/abs/2410.16419