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Main Authors: Naveed, Khuram, Rehman, Naveed ur
Format: Preprint
Published: 2025
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Online Access:https://arxiv.org/abs/2511.20831
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author Naveed, Khuram
Rehman, Naveed ur
author_facet Naveed, Khuram
Rehman, Naveed ur
contents We propose a fully multivariate generalization of multifractal detrended fluctuation analysis (MFDFA) and leverage it to develop a fault diagnosis framework for multichannel machine vibration data. We introduce a novel covariance-weighted $L_{pq}$ matrix norm based on Mahalanobis distance to define a fully multivariate fluctuation function that uniquely captures cross-channel dependencies and variance biases in multichannel vibration data. This formulation, termed FM-MFDFA, allows for a more accurate characterization of the multiscale structure of multivariate signals. To enhance feature relevance, the proposed framework integrates multivariate variational mode decomposition (MVMD) to isolate fault-relevant components before applying FM-MFDFA. Results on wind turbine gearbox data demonstrate that the proposed method outperforms conventional MFDFA approaches by effectively distinguishing between healthy and faulty machine states, even under noisy conditions.
format Preprint
id arxiv_https___arxiv_org_abs_2511_20831
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle A Fully Multivariate Multifractal Detrended Fluctuation Analysis Method for Fault Diagnosis
Naveed, Khuram
Rehman, Naveed ur
Signal Processing
We propose a fully multivariate generalization of multifractal detrended fluctuation analysis (MFDFA) and leverage it to develop a fault diagnosis framework for multichannel machine vibration data. We introduce a novel covariance-weighted $L_{pq}$ matrix norm based on Mahalanobis distance to define a fully multivariate fluctuation function that uniquely captures cross-channel dependencies and variance biases in multichannel vibration data. This formulation, termed FM-MFDFA, allows for a more accurate characterization of the multiscale structure of multivariate signals. To enhance feature relevance, the proposed framework integrates multivariate variational mode decomposition (MVMD) to isolate fault-relevant components before applying FM-MFDFA. Results on wind turbine gearbox data demonstrate that the proposed method outperforms conventional MFDFA approaches by effectively distinguishing between healthy and faulty machine states, even under noisy conditions.
title A Fully Multivariate Multifractal Detrended Fluctuation Analysis Method for Fault Diagnosis
topic Signal Processing
url https://arxiv.org/abs/2511.20831