Trending system and method using window filtering
First Claim
1. A trending system for trending data from a physical system, the trending system comprising:
- a sliding window filter, the sliding window filter adapted to receive a data set from the physical system, the data set comprising a plurality of data points, the sliding window filter selecting multiple data windows in the data set, with each of the data windows including a subset plurality of the data points in the data set, and with adjacent windows in the multiple data windows overlapping in the data set, the sliding window filter adapted to generate upper confidence bounds and lower confidence bounds for each data point using each of the multiple data windows that includes the data point, the sliding window filter adapted to select an upper confidence bounds and a lower confidence bounds for each data point that results in the smallest confidence interval between the upper confidence bounds and lower confidence bounds for that data point, and wherein the sliding window filter is adapted to generate a filtered estimate of the data set from the selected upper confidence bounds and lower confidence bounds for each data point; and
a trend change detection mechanism, the trend change detection mechanism adapted to determine a first convex hull for a set of upper confidence bounds and a second convex hull for a set of lower confidence bounds, the trend change detection mechanism adapted to compare the first convex hull and the second convex hull to determine a transition point in the data set, the trend change detection mechanism adapted to determine an estimated trend of the data set based on the transition point and the set of upper confidence bounds and the set of lower confidence bounds.
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Accused Products
Abstract
A trending system and method for trending data in a mechanical system is provided. The trending system includes a sliding window filter. The sliding window filter receives a data set of data points generated by the mechanical system. The sliding window filter partitions the data set into a plurality of data windows, and uses the data windows to calculate upper and lower confidence bounds for the data set. Specifically, the sliding window filter calculates an upper confidence bounds and lower confidence bounds for each data point using each of the multiple data windows that includes the data point. The sliding window filter then selects the upper confidence bounds and the lower confidence bounds that results in the smallest mean prediction confidence interval for that data point. This results in a smoothed estimated trend for the data set that can be used for prognostication and fault detection.
79 Citations
35 Claims
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1. A trending system for trending data from a physical system, the trending system comprising:
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a sliding window filter, the sliding window filter adapted to receive a data set from the physical system, the data set comprising a plurality of data points, the sliding window filter selecting multiple data windows in the data set, with each of the data windows including a subset plurality of the data points in the data set, and with adjacent windows in the multiple data windows overlapping in the data set, the sliding window filter adapted to generate upper confidence bounds and lower confidence bounds for each data point using each of the multiple data windows that includes the data point, the sliding window filter adapted to select an upper confidence bounds and a lower confidence bounds for each data point that results in the smallest confidence interval between the upper confidence bounds and lower confidence bounds for that data point, and wherein the sliding window filter is adapted to generate a filtered estimate of the data set from the selected upper confidence bounds and lower confidence bounds for each data point; and a trend change detection mechanism, the trend change detection mechanism adapted to determine a first convex hull for a set of upper confidence bounds and a second convex hull for a set of lower confidence bounds, the trend change detection mechanism adapted to compare the first convex hull and the second convex hull to determine a transition point in the data set, the trend change detection mechanism adapted to determine an estimated trend of the data set based on the transition point and the set of upper confidence bounds and the set of lower confidence bounds. - View Dependent Claims (2, 3, 4, 5)
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6. A trending system for trending data from a physical system, the trending system comprising:
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a sliding window filter, the sliding window filter adapted to receive a data set from the physical system, the data set comprising a plurality of data points, the sliding window filter selecting multiple data windows in the data set, with each of the data windows including a subset plurality of the data points in the data set, and with adjacent windows in the multiple data windows overlapping in the data set, the sliding window filter adapted to generate upper confidence bounds and lower confidence bounds for each data point using each of the multiple data windows that includes the data point, the sliding window filter adapted to select an upper confidence bounds and a lower confidence bounds for each data point that results in the smallest confidence interval between the upper confidence bounds and lower confidence bounds for that data point, and wherein the sliding window filter is adapted to generate a filtered estimate of the data set from the selected upper confidence bounds and lower confidence bounds for each data point; and an outlier elimination mechanism, the outlier elimination mechanism adapted to remove statistical outliers in the data set by generating a first prediction cone for data points in a left sample window, generating a second prediction cone for data points in a right sample window, and determining if data points in a test window reside in the first prediction cone and the second prediction cone. - View Dependent Claims (7, 8, 9, 10, 11, 12)
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13. A method of trending data from a physical system, the method comprising the steps of:
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a) receiving, from the physical system, a data set comprising a plurality of data points; b) selecting multiple data windows in the data set, each of the data windows including a subset plurality of data points, and with adjacent windows in the multiple data windows overlapping in the data set; c) generating upper confidence bounds and lower confidence bounds for each of the data points using each of the multiple data windows that includes the data point; d) generating a first convex hull from a first set of the upper confidence bounds and generating a second convex hull from a second set of the lower confidence bounds; e) determining a transition point in the data set from the first convex hull and the second convex hull; and f) generating an estimated trend of the data set from the transition point and selected upper confidence bounds and lower confidence bounds for each data point, the estimated trend of the data set for fault detection in the physical system. - View Dependent Claims (14, 15, 16, 17)
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18. A method of trending data from a physical system, the method comprising the steps of:
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a) receiving, from the physical system, a data set comprising a plurality of data points; b) selecting multiple data windows in the data set, each of the data windows including a subset plurality of data points, and with adjacent windows in the multiple data windows overlapping in the data set; c) generating upper confidence bounds and lower confidence bounds for each of the data points using each of the multiple data windows that includes the data point; d) selecting an upper confidence bounds and a lower confidence bounds for each data point that results in the smallest confidence interval between the upper confidence bounds and lower confidence bounds; and e) removing outlier data from the data stream by generating a first prediction cone for data points in a left samples window, generating a second prediction cone for data points in a right sample window, and determining if data points in a test window reside in the first prediction cone and the second prediction cone; f) generating a filtered estimate of the data set from the selected upper confidence bounds and lower confidence bounds for each data point, the filtered estimate of the data set for fault detection in the physical system. - View Dependent Claims (19, 20, 21, 22, 23)
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24. A computer readable medium embodying a computer program product, said program product comprising:
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a trending program, the trending program including; a sliding window filter, the sliding window filter adapted to receive a data set from the physical system, the data set comprising a plurality of data points, the sliding window filter selecting multiple data windows in the data set, with each of the data windows including a subset plurality of the data points in the data set, and with adjacent windows in the multiple data windows overlapping in the data set, the sliding window filter adapted to generate upper confidence bounds and lower confidence bounds for each data point using each of the multiple data windows that includes the data point, the sliding window filter adapted to select an upper confidence bounds and a lower confidence bounds for each data point that results in the smallest confidence interval between the upper confidence bounds and lower confidence bounds for that data point, and wherein the sliding window filter is adapted to generate a filtered estimate of the data set from the selected upper confidence bounds and lower confidence bounds for each data point; a trend change detection mechanism, the trend change detection mechanism adapted to determine a first convex hull for a set of upper confidence bounds and a second convex hull for a set of lower confidence bounds, the trend change detection mechanism adapted to compare the first convex hull and the second convex hull to determine a transition point in the data set, the trend change detection mechanism adapted to determine an estimated trend of the data set based on the transition point and the set of upper confidence bounds and the set of lower confidence bounds. - View Dependent Claims (25, 26, 27, 28)
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29. A computer readable medium embodying a computer program product, said program product comprising:
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a trending program, the trending program including; a sliding window filter, the sliding window filter adapted to receive a data set from die physical system, the data set comprising a plurality of data points, the sliding window filter selecting multiple data windows in the data set, with each of the data windows including a subset plurality of the data points in the data set, and with adjacent windows in the multiple data windows overlapping in the data set, the sliding window filter adapted to generate upper confidence bounds and lower confidence bounds for each data point using each of the multiple data windows that includes the data point, the sliding window filter adapted to select an upper confidence bounds and a lower confidence bounds for each data point that results in the smallest confidence interval between the upper confidence bounds and lower confidence bounds for that data point, and wherein the sliding window filter is adapted to generate a filtered estimate of the data set from the selected upper confidence bounds and lower confidence bounds for each data point; an outlier elimination mechanism, the outlier elimination mechanism adapted to remove statistical outliers in the data set by generating a first prediction cone for data points in a left sample window, generating a second prediction cone for data points in a right sample window, and determining if data points in a test window reside in the first prediction cone and the second prediction cone. - View Dependent Claims (30, 31, 32, 33, 34, 35)
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Specification