Machine Learning Time Series Prediction

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Machine Learning Time Series Prediction

© All Rights Reserved

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Table of Contents

Introduction .............................................................................................................................. 3

Conclusion ................................................................................................................................ 9

Introduction

Asset-intensive industries are intrigued by what predictive maintenance software

offers to help them determine when to repair or replace their equipment. Until

recently, the options were to run something until it broke or replace it on a

schedule (i.e. planned maintenance). The former means maximizing the useful

life of the asset, but accepting outages, operating downtime, and operating

inefficiencies from unexpected and emergency-level repairs. The latter means

increased capital expenditures and operating costs.

Condition-Based Maintenance

Today, there are many solutions labeled “predictive maintenance” purporting to predict when

an asset will fail and recommend repair or replacement. Most of these solutions use

condition-based maintenance (“CBM”) models that base their predictions for a given asset

on how its condition compares to statistical models for that class of asset. Some, including

applications from SpaceTime Insight, use machine learning models to analyze the behavior

and condition of each individual unit and predict whether and how it will degrade in the

future, based on the model’s understanding of how that type of asset has degraded in the

past. The distinction may seem subtle, but it has significant consequences, which we will

explore in this white paper. Specifically, we will explain how SpaceTime Insight’s

unsupervised machine learning engine predicts the probability of asset failure at times in the

future and how it overcomes the limitations of most CBM models.

State Transitions

CBM is based on monitoring a set of Unsupervised machine learning takes, in effect,

conditions for which acceptable parameters or the opposite approach. Programmers can guide

patterns have been set, and alerting operators the model based on domain expertise to get it

when conditions exceed those parameters. started looking for machine states that lead to

This assumes that the conditions that predict failure, but the model must learn on its own, from

failure are well-understood and the parameters the data, what patterns emerge that characterize

or patterns that may indicate imminent failure the state of the machine and ultimately lead to a

are well-established. To the extent some CBM failure state. Figure 1 is a visual representation of

systems use machine learning, they may use a the state transition model created by our machine

form of supervised learning – the possible learning engine for a specific type of asset. It has

failure outcomes are considered to be known discovered fourteen different states, labeled A

and the model is trained to monitor for the through N, that are relevant to the probability of

specific conditions or parameters determined that asset type failing. It does this by analyzing

to predict failure. The conditions are based on data from the asset type, including assets that

experience and the parameters are based on have failed.

statistical averages.

The more types of data the model can analyze,

Figure 1 Unfortunately, this is insufficient for true and the more likely it is that it will learn the states

predictive modeling. If all the conditions that that matter along the degradation path, the better

lead to failure were well known and followed the model will be. If it has some such relevant

neat paths to failure, engineers would have data streams, however, it can create a model.

Unsupervised Learning

designed these flaws out of the asset long Historical data is useful, as the model can learn

ago. Further, predictions based on supervised and observe failures without waiting for assets to

A type of machine learning algorithm used to draw inferences

from datasets consisting of input data without labeled responses. learning apply only to a specific asset model. A fail in the field, but not necessary. The model

The most common unsupervised learning method is cluster anal-

ysis, which is used for exploratory data analysis to find hidden different asset from a different vendor or even continues to learn as it continues to receive

patterns or grouping in data.

a different model from the same vendor would current data.

Source: Mathworks

have unique combinations of conditions and

parameters to monitor.

© 2017 Space Time Insight, Inc. 4

Machines vs. Humans: Does Experience Matter?

These discovered machine states may or Looking at Figure 1 again, the lines represent a

may not be understandable by even the most path of transition from one state to another

experienced operator or engineer. In any state. The thickness of the line represents the

case, some of them will very rarely be probability of that transition occurring. You can

observed, and we gain the most by predicting see that the path to failure usually does not

rare events. It is here where one clear point follow a simple linear progression. An asset

If we are only monitoring of difference with CBM arises: if we are only might fail from any of a variety of prior states.

monitoring conditions that engineers and Nor does an asset progress inexorably toward

conditions that engineers

operators know about and understand, we failure; it may transition from one state to

and operators know about are likely not monitoring all the conditions another and then return to a prior state. The

and understand, we are that matter. asset in Figure 1 is as likely to fail from state B

likely not monitoring all the Machine learning discerns from the data the as it is from state M.

conditions that matter. significant transitions on the way to failure SpaceTime’s machine learning calculates a

and calculates the probabilities of the asset specific asset’s probability of failure because it

transitioning from one state to another along understands these probabilities, having

a path that leads to failure. These states may modeled this asset type using all the data at its

be observable by humans or they may not. disposal. Ultimately, the failure probability is

Typically, the states are hidden, and some of based on the model’s observation of the

them are counterintuitive to an engineer and specific asset and its actual state transitions.

revealed only by the data.

Prediction in Two Temporal Dimensions

Another critical advantage over CBM that go through, we can predict the probability of Let’s look at a three-dimensional model of those

emerges from this model is the ability to not just it taking a path to failure within the next sixty predictions, shown in Figure 2. The height of the

predict the current probability of failure, but to days, but we can also tell you that since we curve is the probability of failure. There are two

understand what that prediction would be at a know the probable path it will take over time, time axes: number of days into the future of the

certain time in the future. CBM can say “based if we make the same prediction three months prediction, and the days into the future that a

on historical averages, assets in this condition from now, the probability of it failing within prediction is made. The 0,0 point, therefore, is

fail, on average, within sixty days.” Our machine sixty days from then will be different.” “now.” This asset right now does not indicate a

learning model, however, can say “based on the And that, as they say, makes all the probability of failing in the next 60 days. If we

state transitions we’ve seen this particular asset difference. were to make that prediction six weeks from

now, we would predict that the probability of

failure going forward 60 days is much higher. If

we continue pushing forward in time, we can

see that the probability of failure comes back

down. Looking further into the future, the

probability once again spikes. Clearly this asset

has a problem, and at some point, it will likely

fail. The trick is knowing the best time to repair

or replace it.

Let’s look at this in a simpler way.

Figure 2

Seeing Over the Hill

CBM and less sophisticated models are

parameterized and suffer reduced statistical

confidence as they try to predict forward in time,

because they aren’t looking at a degradation

path, they are looking at current conditions.

They can only predict, based on averages, the

likelihood of failure under those conditions. As

they extrapolate what the asset’s future

condition might be further into the future the

failure prediction will have even less confidence.

lowering the asset lifespan and increasing the cost

of repair or replacement when parts have to be rush ordered or crew schedules disrupted. have a time window to work with, so the asset

The machine learning analytics modeled in owners can optimize purchasing, spare parts

Reinforcement Learning location, crew schedules, down times, and other

Figure 2 predicts the probability of asset

Reinforcement learning involves learning what to do — how to map maintenance activities. The result is extended

situations to actions — to maximize a numerical reward signal. The failure at multiple times in the future without

three most important distinguishing features of reinforcement asset life, increased return on invested capital,

learning are: 1) being closed-loop in an essential way; 2) not hav- loss of confidence. As shown in Figure 3, it

ing direct instructions of what actions to take; and 3) playing out and lower maintenance and operating costs.

the consequences of actions, including reward signals, over ex- “sees over the hill” and predicts the

tended time periods.

Source: Reinforcement Learning: An Introduction (Second Edition, in progress, probability of surviving event A but not event

2016), Rich Sutton and Andrew Barto, MIT Press.

B. Reinforcement learning algorithms then

© 2017 Space Time Insight, Inc. 7

Risk Tolerance and Optimizing the Prediction

The graph in Figure 4 shows actual failure thought of as a function of the cost to the against other costs such as the cost of capital

prediction curves for disk drives in a data center. business of the asset failing balanced used to deploy that asset.

The graph compares actual condition-based

predictive models from the manufacturers with

an average of the predictions from our machine

learning model (the blue line). This graph shows

averages for a set of assets, to create an apples-

to-apples comparison with these other models.

In practice, our machine learning model predicts

the probability of failure for each asset

individually.

In an operating environment, risk tolerance is an

important constraint. Any predictive

maintenance plan should minimize risk: it could

simply predict that every asset will fail one week

after it is put into service, and if replaced

accordingly, you’ll never have a part failure.

However, that’s no way to run a business since

asset utilization will be very low. You need a

model with a better fit, one that allows you to Figure 4

operate the asset as long as possible before the This graph may be recognizable as an illustration of Gini coefficients. Gini coefficients are a measure of statistical dispersion, often used to describe

income inequality in a population. They can, however, be used to represent continuous probability distribution and effectively illustrate how well the

risk of failure is actually too high. Risk might be various predictive models of asset failure balance the cost of failure against the cost of prematurely replacing the asset.

The graph in Figure 4 illustrates this

balancing. Extending the operating hours is,

in effect, lowering the cost of capital and

other costs associated with purchasing and

deploying that asset. The ideal curve would

be one that predicts all or nearly all the asset

failures in a narrow band as far to the right as

possible, representing the longest operating Conclusion

lifetimes while still predicting most asset

Models that predict the probability of asset failure are the foundation of a predic-

failures before they happen. The least

desirable curve is one that equally distributes tive maintenance system that reduces business costs associated both with unex-

failure predictions along the operating hours pected asset failures and with premature replacement of operating assets. While

axis. condition-based maintenance is an improvement over “wait until it breaks” on one

In Figure 4, the red line comes close to extreme or overly conservative planned maintenance schedules on the other, for

representing the latter, and the blue line, many types of assets, CBM lacks the analytical strength to create models that op-

representing SpaceTime’s machine learning timize business outcomes. Machine learning can create such models, and as

model, comes closest to representing the such should be a requirement for choosing any predictive maintenance solution.

former. The other lines are the CBM

predictions delivered by the disk

manufacturers. All of the models have

access to the same data. Our model best

makes the trade-off between risk tolerance

and operating hours.

About SpaceTime Insight

generate more value from their people, processes, and assets. Our award-

winning analytics and industrial internet of things applications optimize

operations in motion, in context and in real time. Teams at some of the

largest organizations in the world, including transportation and energy firms

and some of the world’s largest utilities, use SpaceTime Insight software to

power mission-critical systems. SpaceTime is headquartered in San Mateo,

CA with offices in Canada, UK, India, and Japan.

San Mateo, CA 94404 USA

650.513.8550

www.spacetimeinsight.com

@spacetimeinsght

linkedin.com/company/space-time-insight

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