A Novel Dynamic-Weighted Probabilistic Support Vector Regression-Based Ensemble for Prognostics of Time Series Data

摘要

In this paper, a novel Dynamic-Weighted Probabilistic Support Vector Regression-based Ensemble (DW-PSVR-ensemble) approach is proposed for prognostics of time series data monitored on components of complex power systems. The novelty of the proposed approach consists in i) the introduction of a signal reconstruction and grouping technique suited for time series data, ii) the use of a modified Radial Basis Function (RBF) kernel for multiple time series data sets, iii) a dynamic calculation of sub-models weights for the ensemble, and iv) an aggregation method for uncertainty estimation. The dynamic weighting is introduced in the calculation of the sub-models' weights for each input vector, based on Fuzzy Similarity Analysis (FSA). We consider a real case study involving 20 failure scenarios of a component of the Reactor Coolant Pump (RCP) of a typical nuclear Pressurized Water Reactor (PWR). Prediction results are given with the associated uncertainty quantification, under the assumption of a Gaussian distribution for the predicted value.