Time receiver operating characteristic (tROC) curves: A new tool for evaluating the performance of diagnostic systems

摘要

Rapid and reliable fault detection is critical for the safe and economic operation of complex industrial systems like aircraft and locomotives. A metric for quantifying the performance of fault detection systems is important for selecting and optimizing such systems. Traditional two-class classifier metrics such as accuracy or ROC curves are inappropriate for time series data. This paper introduces the tROC, a method of quantifying performance of fault detection systems that has many of the desirable properties of traditional ROC curves, while accounting for the time series nature of the data.