Expert Systems with Applications 39 (2012) 52005213

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Expert Systems with Applications

journal homepage: www.elsevier.com/locate/eswa

Bearing fault prognosis based on health state probability estimation

Hack-Eun Kim a,, Andy C.C. Tan a, Joseph Mathew a, Byeong-Keun Choi b
a b

CRC for Integrated Engineering Asset Management, School of Engineering Systems, Queensland University of Technology, G.P.O. Box 2434, Brisbane, QLD 4001, Australia Department of Energy and Mechanical Engineering, Institute of Marine Industry, Gyeongsang National University, 445 Inpyeong-dong, Tongyoung City, Gyeongnam-do 650-160, South Korea

a r t i c l e

i n f o

a b s t r a c t
In condition-based maintenance (CBM), effective diagnostic and prognostic tools are essential for maintenance engineers to identify imminent fault and predict the remaining useful life before the components nally fail. This enables remedial actions to be taken in advance and reschedule of production if necessary. All machine components are subjected to degradation processes in real environments and they have certain failure characteristics which can be related to the operating conditions. This paper describes a technique for accurate assessment of the remnant life of bearings based on health state probability estimation and historical knowledge embedded in the closed loop diagnostics and prognostics system. The technique uses the Support Vector Machine (SVM) classier as a tool for estimating health state probability of machine degradation process to provide long term prediction. To validate the feasibility of the proposed model, real life fault historical data from bearings of High Pressure-Liqueed Natural Gas (HP-LNG) pumps were analysed and used to obtain the optimal prediction of remaining useful life (RUL). The results obtained were very encouraging and showed that the proposed prognosis system based on health state probability estimation has the potential to be used as an estimation tool for remnant life prediction in industrial machinery. 2011 Elsevier Ltd. All rights reserved.

Keywords: Prognosis Degradation stage Support Vector Machine (SVM) Remaining useful life (RUL) High pressure LNG pump

1. Introduction An important objective of condition-based maintenance (CBM) is to determine the optimal time for replacement or overhaul of a machine. The ability to accurately predict the remaining useful life of a machine system is crucial for its operation and can also be used to improve productivity, prolong machine usage and enhance system safety. In CBM, maintenance is usually performed based on an assessment or prediction of the machine health instead of its service time, which leads to extended usage of the machine, reduced down time and enhanced operation safety. An effective prognostics programe will provide ample lead time for maintenance engineers to schedule a repair and to acquire replacement components before catastrophic failures occur. Recent advances in computing and information technology have accelerated the production capability of modern machines and reasonable progress has been achieved in machine fault diagnostics, but not in prognostics. Although todays expert diagnostic engineers have signicant information and experience about machine failure and degradation health states by continuously monitoring and analysing the machine condition in industry; unfortunately, well understood systematic methodologies and supporting systems on how to

Corresponding author.
E-mail address: hackeunkim@gmail.com (H.-E. Kim). 0957-4174/$ - see front matter 2011 Elsevier Ltd. All rights reserved. doi:10.1016/j.eswa.2011.11.019

predict machine remnant life are still not available. The prognostic task still relies on human expert knowledge and experience. Therefore, there is an urgent need to continuously develop and improve prognostic models which can be implemented in intelligent maintenance systems with minimum human involvement. Numerous prognostic models have been proposed and reported in technical literature, however most prognostic methodologies are still faced with the problem and ability to provide accurate longterm prediction for industrial application. Arguably, prognosis is considerably more difcult to formulate than diagnosis since its accuracy is subjected to stochastic processes that failure events are yet to occur. Current prognostic methods can be classied as being associated with one or more of the following two approaches: data-driven and model-based. The data-driven approaches are derived directly from routinely monitored system operating data (such as calibration data, calorimetric data, spectrometric data, power, vibration and acoustic signal, temperature, pressure, oil debris, currents and voltages). In many applications, measured input/output data is the major source of knowledge to understand the system degradation behaviour. The data-driven approaches rely on the assumption that the statistical characteristics of data are relatively consistent unless a malfunctioning event occurs in the system (Vachtsevanos, Lewis, Roemer, Hess, & Wu, 2006). They are built based on past historical records and produce prediction outputs based on condition monitoring (CM) data. These approaches are also based on statistical

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and learning techniques, as well as approaches including the theory of pattern recognition (Jianhui, Pattipati, & Kawamoto, 2003). Several signal based techniques used in conjunction with datadriven have been reported in the literature (Garga, Meclintic, Campbell, Yang, & Lebold, 2000; Swanson, 2001; Wang & Vachtsevanos, 1999; Wang & Wong, 2002; Yang, 2001; Zhang, Basseville, & Benveniste, 1994). These techniques mainly focus on monitoring of signals related to the system health by estimating certain parameters from the condition signals. The most promising data-driven approach is based on articial intelligent approaches. These approaches utilise statistical and learning techniques, including the theory of pattern recognition, such as hybrid SVM-Bayesian Network (BN) model (Ramesh, Mannan, Poo, & Keerthi, 2003), Neuro-fuzzy model (Wang, Golnaraghi, & Ismail, 2004), Neural Networks (Gebraeel, Lawley, Liu, & Parmeshwaran, 2004; Shao & Nezu, 2002), Back Propagation Neural Network (BPNN) (Dong, Yu-Jiong, & Yang, 2004; Huang et al., 2007), Dynamic Wavelet Neural Network (DWNN) (Wang & Vachtsevanos, 2001), and Recurrent Neural Networks (RNNs) (Tse & Atherton, 1999; Yam, Tse, Li, & Tu, 2001). The advantage of datadriven techniques is their ability to transform high-dimensional noisy data into lower dimensional information for diagnostic/prognostic decisions. The main drawback of data-driven approaches is that their efcacy is highly dependent on the quantity and quality of system operational data. Model-based approaches however, require an accurate mathematical model to be developed and use residuals as features, where residuals are the outcomes of consistency checks between the sensed measurements of a real system and the outputs of a mathematical model (Vachtsevanos et al., 2006). Statistical techniques are normally used to dene thresholds to detect the presence of faults. Several statistical models have been reported recently, such as Recursive Least Square (RLS) (Li et al., 1999), Proportional Intensity Model (PIM) (Vlok, Wnek, & Zygmunt, 2004), Proportional Hazards Models (PHMs) (Banjevic & Jardine, 2006; Gasmi, Love, & Kahle, 2003), and Hidden Markov Model (HMM) (Chinnam & Baruah, 2003). Model-based approaches are applicable in situations where accurate mathematical models can be constructed from rst principles. However, model-based approaches may not be the most practical approach since the fault type in question is often unique, varies from component to component, and is hard to be identied without interrupting the operation. In general, the prognosis of machine failures entails large-grain of uncertainty because machine degradation is dynamic and undergoes a stochastic process usually consisting of a series of degradation states. The traditional condition-based diagnostics and prognostics are based on recognising indications of fault in the behaviour of the machine failure. If signatures describing system behaviour in the presence of a given fault are available from the historical condition data, it is possible to evaluate current machine condition by quantitative assessment between the newly arrived signatures and historical failure behaviours. Fig. 1 illustrates the conventional similarity-based technique for fault diagnostics and prognostics. The gure shows two health states in machine degradation. The most recent behaviour covers the transients of normal and faulty conditions. This methodology can provide the level of degradation and forecast a specic faulty behaviour for machine diagnostics and prognostics. Liu, Djurdjanovic, Ni, Casoetto, and Lee (2007) suggested the similarity based method for manufacturing process diagnosis and performance failure prediction. In their paper, similarities with historical data were used to predict the probabilities of failure over time by evaluating the overlaps between predicted feature distributions and feature distributions related to unacceptable equipment behaviour for long-term prediction of process performance. However, this method only considers two health states, namely Normal and Faulty

Fig. 1. Two health states in similarity-based diagnostics and prognostics models.

conditions. In real-life situations, machine faults normally go through various health degradation states until nal failure. Accurate and precise prognosis of the time to failure of a failing component or subsystem need to consider the critical-state variables associated with the change of physical conditions. In this paper, for accurate prediction of the remnant life of machine, the authors propose a machine prognostics model based on health state probability estimation. The proposed prognostic model considers the discrete health state probability in the machine degradation process, which can effectively represent the dynamic and stochastic degradation of machine failure. An effective prognosis requires performance assessment, development of degradation models, failure analysis, health management and prediction, feature extraction and historical knowledge of faults (Lee, Ni, Djurdjanovic, Qiu, & Liao, 2006). In general, each machine system has its inherent characteristics that could be used to identify the source of failure. Therefore, prior analysis of machine characteristics and knowledge of failure pattern are essential for accurate prediction of remnant life. In the proposed model, prior historical failure knowledge is embedded in the integrated diagnostics and prognostics system. The historical failure knowledge includes prior knowledge of faults, failure patterns and machine degradation process. Li et al. (1999) suggested that a reliable diagnostic model is essential for the overall performance of a prognostics system. The outcome of diagnosis module provides reliable information for the estimation of machine health state and system redesign by employing the precise failure pattern of the impending fault. Therefore, by using an integrated system of diagnosis and prognosis, pre-determined dominant fault obtained in the diagnostic process with prior historical failure knowledge can be used to improve the accuracy of prognosis in estimating the remnant life. The health state probability estimation is carried out through exploring a full failure degradation process of the machine by optimal selection of the optimum number health degradation states over time from new to nal failure stages. The cases of using too many health states in the degradation process can lead to the over-tting problem of classication performance. On the other hand, insufcient number of health states may results in under-tting. Therefore, both cases can signicantly affect the performance of the classier and will affect the remnant life prediction accuracy. In this work, the optimum number of health states is selected through the investigation of classication results with several health state cases. With the historical knowledge, historical failure data and events will be applied to determine the number of discrete failure degradation stages. This approach produces an effective feature extraction for diverse faults and the construction of discrete degradation stages for the impending faults. With this new approach, the authors aim to develop a practical prognostics tool which could be used in on-line condition monitoring to predict the remaining useful life (RUL) of a failing component.

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In the proposed model, intelligent fault diagnosis and health states estimation of discrete failure degradation is performed using a range of classication algorithms, such as Articial Neural Networks (ANNs), Support Vector Machines (SVMs), Classication and Regression Trees (CART) and Random Forests, Linear Regression and others. Among the available classiers, SVMs shows outstanding performance in the classication process compared with the other classiers (Niu, Han, Yang, & Tan, 2007a; Niu et al., 2007b; Pal & Mather, 2004; Yan & Xue, 2008). In this work, the health state probability estimations were conducted using the classication ability of SVM and with subsequent machine prognostics being conducted based on the probability distributions of each health states. To validate the feasibility of the proposed model, bearing fault cases of High Pressure-Liqueed Natural Gas (HPLNG) pumps were analysed to obtain the failure degradation process. To select effective features for the classication of health states, the distance evaluation technique was employed. Several health states were investigated to determine the optimal number of health states (degradation stages) for accurate estimation of machine remnant life. The results show that the proposed prognosis model with ve degradation stages has the potential to be used as an estimation tool for machine remnant life prediction in real life industrial applications. The remaining part of the paper is organised as follows. Section 2 presents the proposed prognosis model based on health state probability estimation with embedded historical knowledge. In Section 3, the case study using bearing failure cases of HP-LNG pumps is presented. We conclude the paper in Section 4 with a summary for future research work. 2. Prognostics model based on health state probability estimation In this research, an innovative prognostics model based on health state probability estimation with embedded historical knowledge is proposed. Fig. 2 illustrates the conceptual integration of diagnostics and prognostics with embedded historical knowledge. For accurate assessment of machine health, a signicant amount of past knowledge of the assessed machine is required because the corresponding failure modes must be known in advance and well-described in order to assess the current machine state (Jardine, Lin, & Banjevic, 2006). In this model, through prior analysis of the historical data and events, major failure patterns that affect the entire life of the machine are identied for diagnostics and prognostics. The historical knowledge to be used in diagnostics and prognostics will provide key information on the organisation of this system. For example, it could be used to determine appropriate techniques for signal processing and feature extraction. Fig. 3 presents the owchart of the integration of historical knowledge, diagnostics and prognostics systems for remnant life prediction. The proposed system consists of three sub-systems,

namely, historical knowledge, diagnostics and prognostics. The entire sequence includes condition monitoring, classication of impending fault, health state estimation and prognostics, and is performed by linking them to case based historical knowledge. Through prior analysis of historical data, the historical knowledge provides useful information for the selection of suitable condition monitoring techniques, such as sensor (data) type and signal processing techniques which are dependent on machine fault type. In the proposed model, feature extraction and selection techniques in the diagnostics module are linked with historical knowledge. The pre-determined discrete failure degradation of the machine which is located in the historical knowledge module can be used to estimate the health state of the machine which is located in the prognostics module. The nal output of the prognostics module of certain impending faults can also be accumulated to update the historical knowledge. This accumulated historical knowledge can then be used to update the system and improve the prognostic model by providing reliable posterior degradation features for diverse failure modes and fault types. The detail of these three modules, historical knowledge, diagnostics and prognostics in this integrated system are described in the following sections. 2.1. Historical knowledge In this model, historical knowledge is closely related to machine fault diagnostics and prognostics as depicted in Fig. 3. More specifically, prior analysis of historical data and failure pattern in terms of historical knowledge provides key references for fault isolation of a particular fault and health/degradation state estimation. The historical knowledge provides useful information for effective impending fault detection and isolation. For example, past fault historical data can be used for intelligent fault classication performance by providing the training set of historical faults in machine. This module provides the following three types of diagnostic/prognostic information as shown by the three branches in Fig. 3. (1) Analysis of historical data and event: provides past failure pattern information for the selection of appropriate signal processing and feature extraction techniques depending on fault types and degradations. (2) Main faults: given a typical main fault data of the machine, it is possible to determine the impending fault type that has occurred by providing the training set for intelligent fault classication (i.e., fault detection and isolation). (3) Degradation stages of each failure pattern: analysis of past condition monitoring data provides qualitative understanding about the sequence of discrete failure degradation stages of each failure pattern for the estimation of the current health state of the machine. 2.2. Diagnostics The diagnostics sub-system follows the typical procedure of intelligent fault diagnostics including condition monitoring, signal processing, feature extraction and fault classication in this integrated system. In general, raw data acquired from sensors require signal processing to obtain appropriate features. A range of features is calculated to cover the preliminary impending faults of the machine. Effective selection of features is necessary to avoid the problem of dimensionality and high training error value which may cause a signicant amount of computer burden and over-t of data training, known as the Feature Selection Problem (Weston, Chapelle, Poggio, 2000). The goal of dimensionality reduction is to reduce high-dimensional data samples into a low-dimensional space while preserving

Fig. 2. Closed loop prognostic system.

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Fig. 3. Flowchart of the integration of historical knowledge, diagnostic system and prognostics system based on health state probability estimation.

most of the intrinsic information contained in the data set. Once dimensionality reduction is carried out appropriately, compact representation of the data for various succeeding tasks such as visualisation and classication can be utilised. An effective feature selection can lead to better performance of the predictor, costeffective and better understanding of the underlying process that generated the data (Guyon & Elisseeff, 2003). Several feature selection algorithms have been proposed in recent literatures as reviewed in references (Guyon & Elisseeff, 2003; Weston et al., 2000). In this paper, for the outstanding performance of fault classication and the reduction of computational effort, effective features were selected using the distance evaluation technique of feature effectiveness introduced by Knerr et al. (Hwang & Yang, 2004; Knerr, Personnaz, & Dreyfus, 1990). After feature extraction (feature selection), predetermined major fault data were trained using classication algorithms. Through this training of major faults of machine system, current impending faults can be isolated and identied in the diagnostics module. The diagnostic procedure of this paper follows the typical intelligent fault classication steps, but the output of diagnostics does not provide any information on the severity of faults. Instead, a more precise failure pattern from a number of historical degradation data in historical knowledge module can be employed in the prognostic module through this verication (isolation) of impending fault in the diagnostic module.

2.3. Health state probability estimation and RUL prediction After identifying the impending fault in the diagnostic module, the discrete failure degradation stages determined in historical knowledge module are employed in the health state estimation module as depicted in Fig. 3. The proposed prognostic model in this paper assumed that machine degradation consists of a series of degraded states (health states) which is essential as machine failure is nonlinear or in the presence of dynamic and stochastic process. Fig. 4 illustrates the discrete health states of machine degradation. The discrete health states can effectively represent the dynamic of the failure process according to the changes of physical condition in machine degradation. The historical failure patterns also can be used to determine the optimum number of health stages for estimation of the machine remnant life. In the estimation of health state, predetermined discrete degradation stages were trained before being used to test the current health state. Through prior training of each failure degradation stage, current health condition is obtained in terms of probabilities of each health state of the machine using the capability of classication algorithms. At the end of each prognostic process, the output information will also be used to update the historical knowledge. In this paper, the capability of SVM classier is employed for the health state estimation to be used in predicting remnant life of machine. The following subsections provide a brief

Fig. 4. Illustration of discrete health states in machine degradation.

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summary of the proposed health state estimation methodology and URL prediction using the SVM classier. 2.3.1. Application of SVM for health state probability estimation SVM is based on the statistical learning theory introduced by Vapnik and his co-workers (Vapnik, 1995, 1999). SVM is also known as maximum margin classier with the abilities of simultaneously minimising the empirical classication error and maximising the geometric margin. Due to its excellent generalisation ability, a number of applications have been addressed with the machine learning method in the past few years (Niu et al., 2007a, 2007b; Pal & Mather, 2004; Yan & Xue, 2008). The theory, methodology and software of SVM are readily available in references (Cristianini & Shawe-Taylor, 2000; Hsu & Lin, 2002; Vapnik, 1995, 1999). Although SVMs were originally designed for binary classication, multi-classication can be obtained by the combination of several binary classications. Several methods have been proposed, such as one-against-one, one-against-all, and directed acyclic graph SVMs (DAGSVM). Hsu and Lin (2002) presented a comparison of these methods and pointed out that the oneagainst-one method is suitable for practical use than the other methods. Consequently, in this study, the authors employed the one-against-one method to perform the classication of discrete failure degradation stages. For given observations ~ xt xt1 ; xt2 ; . . . ; xtm , m is the number of observations and t is the time index. Let yt be the health state (class) at time (t) and yt = 1, 2, . . ., n, where n is the number of health states. For multi-classication of n-health state (class) event, the one-against-one method has n(n 1)/2 classiers, where each classier is trained on data from two classes. For training data from the ith and the jth classes, SVM solves the following classication problem:

class is added by one. Otherwise, the jth value is increased by one. Then the jth class is predicted using the largest vote. The voting approach described above is also called as Max Win strategy (He, Kong, & Shen, 2005). From the above SVM multi-classication result (yt), we obtain the probabilities of each health states (Si) using the smooth window and indicator function (Ii) as following:

Prob St ij~ xt ; . . . ; ~ xtu1  Ii y

t u1 X jt

Ii yj =u

0 yi 1 yi

where St is the smoothed health state and u is the width of the smooth window. In the given smooth window subset, the sum of each health state probabilities is shown in Eq. (3)
m X i 1

PrSt ij~ xt ; . . . ; ~ xtu1 1

minimise :

X 1 ij 2 ij T kw k C t nij t w 2 ij subject to : wij T /~ xt b P 1 nij t ; if yt i; wij T /~ xt b 6 1 nij t ; if yt j; nij t P 0; j 1; 2; . . . ; l

ij

From the result of each health probabilities, the probability distribution of each health state subject to time (t) can be obtained as illustrated in Fig. 5. Fig. 5 shows an example of health state probability distribution which has a simple linear degradation process consisting of n number of discrete health states. As the probability of one state decreases, the probability of the next state increases. At the point of intersection there is a region of over-lap between the two health states, which is a natural phenomenon in linear degradation process. However, the probability distribution of failure process is complex due to the dynamic and stochastic degradation process in a real environment. 2.3.2. Prediction of RUL After the estimation of current health state in term of probability distribution of each health state, the RUL prediction is performed. For the prediction of machine remnant life, two parameters are used in the proposed model, such as each health state probabilities at a certain time t and historical remaining life at each trained health state. The probabilities of each health state at certain time t provide a real time failure index in the machine failure process for RUL prediction. The RUL prediction of machine can be expressed as Eq. (4) accordingly,

where the training data ~ xt is mapped to a higher dimensional space by function /; /~ xt is the kernel function, (xt, yt) is the ith or jth training sample, w 2 Rn is the coefcient vector, b 2 R is the bias of the hyper-plane, nij t is the slack variable and C is the penalty parameter. For detailed explanations on the weighting factors, slack variable and penalty parameter the reader is referred to Vapnik (1995). There are different methods which can be used in future testing after all the n(n 1)/2 classiers are constructed. After a series of tests, the decision is made using the following strategy: if sign ij wij T /~ xt b says ~ x is in the ith class, then the vote for the ith

RULT t

m X i1

PrSt ij~ xt ; . . . ; ~ xtu1 si

where St is current probabilities of each health state at time t, si is historical remaining life at each trained health state i and m is number of health state.

Fig. 5. Illustration of health state probability distributions of a simple linear degradation process.

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At the end of each prognostics process, the output information is used to update the historical knowledge for further improvement of failure analysis by providing reliable posterior degradation characteristics for diverse failure modes and fault types. 3. Case study using bearing failure data of HP-LNG pumps In this industrial case study, RUL prediction tests were conducted using bearing failure data of HP-LNG pumps to validate the feasibility of integrating health state probability estimation with historical knowledge for accurate long term failure prediction. 3.1. High pressure LNG pump Liqueed natural gas (LNG) takes up six hundreds of the volume of natural gas at or below the boiling temperature (162 C), which can be used for storage and easy transportation. In an LNG receiving terminal, HP-LNG pumps are used to boost the LNG pressure to 80 bar for evaporation of LNG into highly compressed natural gas in order to be delivered via a pipeline network across large distances. The numbers of HP-LNG pumps determine the amount of LNG to be delivered at the receiving terminal. It is critical equipment in the LNG production process and need be maintained to keep

the operation at optimal conditions. As a result, vibration and noise of HP-LNG pumps are regularly monitored and managed based on predictive maintenance techniques. Fig. 6 shows the HP-LNG pump schematic and vibration measuring points. As shown in Fig. 6, HP-LNG pumps are enclosed within a suction vessel and mounted with a vessel top plate. Three ball bearings are installed to support the entire dynamic load of the integrated shaft of pump and motor. The submerged motor and bearings are cooled and lubricated by a predetermined portion of the LNG being pumped. For condition monitoring of the pump, two accelerometers are installed on the housing near the bottom bearing assembly and in two radial directions. These high-pressure LNG pumps are submerged and operate at super cooled temperatures. They are self-lubricated at both ends of the rotor shaft and tail bearings using LNG. Due to the low viscous value (about 0.16cP) of LNG, the three bearings of the pump are poorly lubricated and these bearings must be specially designed. Table 1 shows the pump specications. It is very difcult to detect the symptom of pump failure at an incipient stage because certain bearing components can result in rapid bearing failure due to poor lubricating conditions and high operating speed (3600 rpm). Hence, in the case of an abnormal problem occurring, one would not have sufcient time to analyse the possible root cause of pump failure. Furthermore, due to material property variations of cryogenic pumps at super low temperatures and

Fig. 6. Pump schematic and vibration measuring points.

5206 Table 1 Pump specications. Capacity 241.8 m /h Upper bearing No. 6314
3

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Pressure 88.7 kg/cm g Bottom bearing No. 6317

2

Impeller stage 9 Tail bearing No. 6311

Speed 3585 rpm Rotor bar quantity 41 EA

Voltage 6600 V Diffuser vane No. 8 EA

Rating 746 kW Current 84.5 A

difculties in measuring the vibration signals on the submerged pump housing, there are some restrictions for diagnosis of pump health and the study of vibration behaviour. Hence, there is a need to use the historical failure knowledge of failure patterns for accurate estimation of remnant life. Accurate long term prediction of failures is essential for safe operation and prolonging utilisation of the pumps production capability. 3.2. Vibration data acquisition of bearing failure For machinery fault diagnostics and prognostics, signals such as vibration, temperature and pressure are commonly used. In this research, the authors used vibration data because it was readily available and the trend of vibration features closely related to the bearing failure process. Fig. 7 shows the frequency spectrum plots of P301D pump. The bearing resonance component increased over the period of the operation hours. The rst symptom of a pump failure was detected as early as 14 months before the bearing nal failure. Other bearing fault components appeared progressively until the bearing failed completely. Vibration data were collected through two accelerometers installed on the pump housing as shown in Fig. 6. The vibration data from two HP-LNG pumps of identical specication were used for prediction of the remaining useful life. Due to the random operation of the pumps in order to meet the total production target, there were some restrictions to collect complete data over the entire life of the pump. The acquired vibration data are summarised in Table 2. As shown in Table 2, a total 136 vibration samples for P301 C and 120 vibration samples for P301 D were collected during the full range of operation over the life of the pump, for training and testing of the proposed prognostic model, respectively. Fig. 8 shows the damage of (a) the outer raceway spalling of P301 C and (b) inner raceway aking of P301 D, respectively. Although these two bearing faults had different fault severities on the inner race and the outer race, these faults occurred on bearings located at the same location of the pump. 3.3. Features calculation and selection In this paper, the authors calculated 10 statistical parameters using the time domain data. These feature parameters were mean, rms, shape factor, skewness, kurtosis, crest factor, entropy estimation, entropy estimation error, histogram lower and upper. In addition to these parameters, four parameters (rms frequency, frequency centre, root variance frequency and peak) in the frequency domain were also calculated. A total of 28 features (14 parameters, 2 positions) were calculated as shown in Table 3. Although bearing faults are primary causes of machine breakdown, a number of other component faults can also be embedded in the bearing fault signals which make it problematic in bearing diagnosis/prognosis. Currently, a number of physical model-based prognosis have been reported which focused on identifying appropriate features of damages or faults. However, current researches of prognostics only concentrate on specic component degradations and do not include other types of fault. In this paper, the authors aim to address a generic and scalable prognosis model which is applicable for different faults in identical machines. The

conventional statistical parameters from vibration signals are used to establish the generic and scalable prognosis model. In order to select optimal parameters that can fully represent a failure degradation process, effective features were selected using the distance evaluation technique introduced by Knerr et al. (1990), Hwang and Yang (2004) as depicted below. The reduction of feature dimension also leads to better performance of SVM and reduction in computational effort. The average distance (di,j) of all the features in state i can be dened as follows:

di;j

XN 1 jP m Pi;j nj m;n1 i;j N N 1

0

The average distance di;j of all the features in different states is

di;j

XM 1 jP P ai;n j m;n1 ai;m M M 1

where, m, n = 1, 2, . . . N, m n, Pi,j: eigen value, i: data index, j: class index, a: average, N: number of feature and M: number of class. When the average distance (di,j) inside a certain state is small 0 and the average distance di;j between different states is big, these averages represent that the features are well separated among the classes. Therefore, the distance evaluation criteria (ai) is dened as

ai d0ai =dai

The optimal features can be selected from the original feature sets according to the large distance evaluation criteria (ai). In this work, a total 14 of features were used to extract effective features from each signal sample measured at identical accelerometer position. The distance evaluation criteria (ai) of 14 features in this work are shown in Fig. 9, with almost zero value for histogram upper (No. 9). In order to select the effective degradation features, the authors dened a value greater than 1.3 of normalised distance evaluation criteria, ai/aN P 1.3, where ai is distance evaluation criteria and aN is mean value of ai. The ratio of 1.3 is selected based on past historical records for this particular bearing/pump. From the results, the authors selected three features, Kurtosis {5}, Entropy estimation value {7} and Entropy estimation error value {8} for health state estimation. They meet the large distance evaluation criteria (ai) as compared with other features. These features could minimise the classication training and test errors of each health state. Fig. 10 shows the feature trends of kurtosis, entropy estimation and entropy estimation error value, respectively. All the three features show increasing trends which indicate the failure degradation process of the machine over time. 3.4. Selection of number of health states for training and classication To select the optimal number of health states to represent the bearing degradation process, several number of health stages were investigated using the data sets of P301 D for training and prediction tests. As the basic kernel function of SVM, a polynomial function was used in this paper. Multi-class classication using one-against-one was applied to perform the classication of bearing degradation as described in Section 2. Sequential minimal

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Fig. 7. Spectrum plots of P301D pump from 14 months to 1 week before nal bearing failure.

5208 Table 2 Acquired vibration data of the LNG pump. Machine No. P301 C P301 D Total operation hours 4698 3511

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Reason of remove and root cause High vibration and outer raceway sampling High vibration and Inner raceway aking

No of sample data 136 120

Sampling frequency (Hz) 12,800 12,800

Fig. 8. Outer and inner race bearing failures.

Table 3 Statistical feature parameters and attributed label. Position Acc. (A) Acc. (B) Time domain parameters Mean {1}, RMS {2}, Shape factor {3}, Skewness {4}, Kurtosis {5}, Crest factor {6} Entropy estimation value {7}, Entropy estimation error {8}, Histogram upper {9} and Histogram lower {10} Frequency domain parameters RMS frequency value {11}, Frequency centre value {12} Root variance frequency {13} and Peak value {14}

Note: { } represents the feature number.

Fig. 9. Distance evaluation criteria of features.

optimisation (SMO) proposed by Platt (1999) was used to solve the SVM classication problem. For the selection of optimal kernel parameters, the authors used the cross-validation technique to obtain effective classication performance suggested by Hsu, Chang, Lin (2005). This was done to avoid over-tting or under-tting. The training and prediction errors against the number health states

are plotted in Fig. 11. The average prediction error value was calculated using the following equation.

PN Average prediction error%

i 1 j

l0i li j
N

! 100 8

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Fig. 10. Feature trends of selected features.

where N is number of data, l0 is actual RUL (%) and li is estimated RUL (%). A total of nine different states were investigated, ranging from two to ten states. As shown in Fig. 11, although low number of health states had low classication training error values, they showed high prediction error values compared with other higher number of health states. On the contrary, high number of health states also had high training error values but relatively low prediction error values. From this result, the authors selected ve health states as the optimal number of health states. Beyond ve health states the training error values increased rapidly and without signicant decrease in the prediction error values. The training error and prediction error values of using ve states were 10% and 5.6%, respectively. Table 4 shows the training data sets of the ve selected degradation states used in this work and with eight sets of samples in

each state using three selected features. Initially (Stage 1) the percentage of RUL is almost 100% (99.89%) and progressively reduced to 3.02% in stage 5.

3.5. RUL prediction In the prediction of bearing remaining useful life, closed and open tests were conducted. The closed test was involved using identical data sets for model training and prediction. On the other hand, different test data sets were applied in the open test. Identical training data sets were used in both tests. In the closed test, the ve states were trained using the listed training data sets shown in Table 4, and full data sets from P301 D (136 data sets) were tested to obtain the probabilities of the ve

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Fig. 11. Result of investigation to determine optimal number of health states.

Table 4 Classication training data sets for the ve degradation states using the three selected features [P301D]. Stage no. 1 2 3 4 5 No. of samples (u) 18 2532 4148 8188 121128 Average operation hours (si) 4 503 843 2501 3405 RUL (%) 99.89% 85.67% 75.99% 28.77% 3.02%

degradation states. Fig. 12 shows the probability distribution of the ve health states of P301 D. The rst state probability starts at 100% and decreases as long as the next state probability increases. For example, the rst state (solid lines) shows the probabilities dropping and increasing again until about 90% and eventually dropping to zero (at sample 30). Simultaneously the second state (dotted lines) reached 100%. Some overlaps between the states and non uniformity of the distribution can be explained due to dynamic and stochastic degradation processes. The uncertainty of machine health condition or inappropriate data acquisition in a real environment could also be factors. The entire probabilities of each state follow a non-linear degradation process and are distinctly separated. In the open test, similar bearing fault data (P301 C), which consisted of 120 sample sets, was tested to obtain the probability distribution of each health state using identical training data sets

shown in Table 4. Fig. 13 shows the probability distributions of the ve health states of P301 C. Similar non-linear probabilities distribution and overlaps between states are also observed due to reasons explained above. The machine remnant life of bearing failure was estimated using historical operation hours (si) of each training data sets described in Table 4 and their probabilities evaluated using Eq. (4). Fig. 14 shows the results of closed tests in estimating the bearing remnant life and its comparison with the actual RUL. As shown in Fig. 14, although there are some discrepancies, the overall trend of the estimated RUL follows the gradient of the actual remaining useful life of the machine. The average prediction accuracy was 94.4% using Eq. (9) over the entire range of the data set. The estimated RUL at the nal state matched closely to the actual RUL.

Average prediction accuracy% ! PN 0 i1 jli li j 1 100 N

where N is number of sample, l0 is actual RUL(%), and li is estimated RUL(%). Fig. 15 shows the results of open test in estimating the bearing remnant life and its comparison with the actual RUL. There is a large difference in remnant life prediction at the initial degradation states as shown in Fig. 15. In the open tests, the estimated RUL time was obtained based on the training data sets (P301 D) which had 3511 h in total operation while the actual operating time of P301 C is 4698 h. This causes the discrepancy between the actual RUL

Fig. 12. Probability distribution of each health state [Closed Test, P301 D].

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Fig. 13. Probability distribution of each health state [Open Test, P301 C].

Fig. 14. Comparison of actual RUL and estimated RUL [Closed Test, P301 D].

and the estimated RUL at the beginning of the test. However, as it approaches the nal bearing failure, the estimated RUL matched very closely to the actual remaining useful life than those in the initial and middle states. In this case study, several tests using different health states were conducted to verify the optimum number of health states, ranging from two states to ten states using the same test data (P301 C). Fig. 16 shows the test result of training and prediction errors of these health states. Health state numbers from two to ve

show high prediction errors and settled down at about 7.45% error at state No. 5, while the training error increases as the number of states increases and stabilised between states Nos. 4 and 5. However, beyond ve states, the training error values increased rapidly in the classication while the average prediction errors remain relatively constant. Therefore, the selected ve health states were veried as the optimal number of health states for the estimation of bearing health probability. It has to be noted that different health stages need to be evaluated for different case studies.

Fig. 15. Comparison of actual RUL and estimated RUL [Open Test, P301 C].

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Fig. 16. Training and prediction values of several health states [P301 C].

4. Conclusion This paper has proposed an innovative bearing fault prognosis based on health state probability estimation. Through prior analysis of historical failure data, discrete failure degradation stages were employed to estimate the health state probability for accurate long term machine prognosis. This implementation provides the severities of impending faults and estimates the probability of current machine health state for RUL prediction. By employing existing classication algorithms, a number of damage sensitive features can be used to estimate current machine health state in the feature space. To verify the proposed model, bearing failure data from HP-LNG pumps were used to extract prominent features and to determine the probabilities of degradation states. The selection of number of optimal health states of bearing failure is vital to avoid high training error with no improvement in the prediction accuracy. To select the optimal number of health states of bearing failure, several health states were investigated. The health state probability estimation was carried out using a full failure degradation process by optimally selecting the number of health state from new to nal failure stages. The result from an industrial case study indicates that the proposed method can provide accurate estimation of bearing health condition and assist in the long-term prediction of bearing remnant life. The proposed model also effectively represents the dynamic and stochastic degradation process of bearing failure. The knowledge of failure patterns and physical degradation from different historical data of machine faults still needs further investigation. Acknowledgements This research was conducted with nancial support from QUTInternational Postgraduate Award and the CRC for Integrated Engineering Asset Management, established and supported under the Australian Governments Cooperative Research Centres Programme. References
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