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At least 55 records · Page 3

Hidden Markov models for fault detection in dynamic systems

The invention is a system failure monitoring method and apparatus which learns the symptom-fault mapping directly from training data. The invention first estimates the state of the system at discrete intervals in time. A feature vector x of dimension k is estimated from sets of successive windows of sensor data. A pattern recognition component then models the instantaneous estimate of the posterior class probability given the features, p(w(sub i) perpendicular to x), 1 less than or equal to i is less than or equal to m. Finally, a hidden Markov model is used to take advantage of temporal context and estimate class probabilities conditioned on recent past history. In this hierarchical pattern of information flow, the time series data is transformed and mapped into a categorical representation (the fault classes) and integrated over time to enable robust decision-making.

Smyth, Padhraic J.↗

Hierarchical semi-Markov models with duration-aware dynamics for activity sequences

Residential electricity demand at granular scales is driven by what people do and for how long. Accurately forecasting this demand for applications like microgrid management and demand response therefore requires generative models for activities that can produce realistic daily activity sequences, capturing both the timing and duration of human behavior. This paper develops a generative model of human activity sequences using nationally representative time-use diaries at a 10-min resolution. We use this model to quantify which demographic factors are most critical for improving predictive performance. We propose a hierarchical semi-Markov framework that addresses two key modeling challenges. First, a time-inhomogeneous Markov router learns the patterns of “which activity comes next.” Second, a semi-Markov hazard component explicitly models activity durations, capturing “how long” activities realistically last. To ensure statistical stability when data are sparse, the model pools information across related demographic groups and time blocks. The entire framework is trained and evaluated using survey design weights to ensure our findings are representative of the U.S. population. On a held-out test set, we demonstrate that explicitly modeling durations with the hazard component provides a substantial and statistically significant improvement over purely Markovian models. Furthermore, our analysis reveals a clear hierarchy of demographic factors: Sex, Day-Type, and Household Size provide the largest predictive gains, while Region and Season, though important for energy calculations, contribute little to predicting the activity sequence itself. The result is an interpretable and robust generator of synthetic activity traces, providing a high-fidelity foundation for downstream energy systems modeling.

24 POWER TRANSMISSION AND DISTRIBUTION↗

A Markov model for NASA's Ground Communications Facility

A 'natural' way of constructing finite-state Markov chains (FSMC) is presented for those noise burst channels that can be modeled by them. In particular, a five-state Markov chain is given as a model of errors occurring at the Ground Communications Facility (GCF). A maximum likelihood procedure applicable to any FSMC is developed for estimating all the model parameters starting from the data of error runs. A few of the statistics important for estimating the performance of error control strategies on the channel are provided.

Adeyemi, O.↗

Using Markov Models of Fault Growth Physics and Environmental Stresses to Optimize Control Actions

A generalized Markov chain representation of fault dynamics is presented for the case that available modeling of fault growth physics and future environmental stresses can be represented by two independent stochastic process models. A contrived but representatively challenging example will be presented and analyzed, in which uncertainty in the modeling of fault growth physics is represented by a uniformly distributed dice throwing process, and a discrete random walk is used to represent uncertain modeling of future exogenous loading demands to be placed on the system. A finite horizon dynamic programming algorithm is used to solve for an optimal control policy over a finite time window for the case that stochastic models representing physics of failure and future environmental stresses are known, and the states of both stochastic processes are observable by implemented control routines. The fundamental limitations of optimization performed in the presence of uncertain modeling information are examined by comparing the outcomes obtained from simulations of an optimizing control policy with the outcomes that would be achievable if all modeling uncertainties were removed from the system.

Bole, Brian↗

Markov Modeling of Component Fault Growth over a Derived Domain of Feasible Output Control Effort Modifications

This paper introduces a novel Markov process formulation of stochastic fault growth modeling, in order to facilitate the development and analysis of prognostics-based control adaptation. A metric representing the relative deviation between the nominal output of a system and the net output that is actually enacted by an implemented prognostics-based control routine, will be used to define the action space of the formulated Markov process. The state space of the Markov process will be defined in terms of an abstracted metric representing the relative health remaining in each of the system s components. The proposed formulation of component fault dynamics will conveniently relate feasible system output performance modifications to predictions of future component health deterioration.

Bole, Brian↗

Hidden Markov Models and Neural Networks for Fault Detection

Continuous online monitoring of complex dynamic systems is common in applications as diverse as industrial plant operations, telecommunications network, and biomedical health monitoring. For monitoring purposes, the exact nature of the system under observation is typically not relevant provided there exist some measurements or symptoms which provide diagnostics information regarding the underlying system state.

Markov Fault Detection↗

An Observationally Trained Markov Model for MJO Propagation

A Markovian stochastic model is developed for studying the propagation of the Madden-Julian Oscillation (MJO). This model represents the daily changes in real time multivariate MJO (RMM) indices as random functions of their current state and background conditions. The probability distribution function of the RMM changes is obtained using a machine learning algorithm trained to maximize MJO forecast skills using observed daily indices of RMM and different modes of variability. Skillful forecasts are obtained for lead times between 8 and 27 days. Large ensemble simulations by the stochastic model show that with monsoonal changes in the background state, MJO propagation across the Maritime Continent (MC) is most likely to be disrupted in boreal spring and summer when MJO events propagate from favorable conditions over the Indian Ocean to unfavorable ones over the MC, and predictability is higher during spring and summer when MJO activity is away from the MC region.

54 ENVIRONMENTAL SCIENCES↗