从传感器数据中自动发现能反映系统老化程度的隐含特征。
LMFD: Latent Monotonic Feature Discovery
- 用单调性优化语法生成潜在老化代理变量。
- 真实数据中组合低单调性传感器,得到高单调性代理(ρ=0.95)。
- 适合做设备健康监测、系统退化分析的研究者使用。
现实世界中的许多系统会随时间缓慢但持续地退化。通过传感器监控此类系统时,往往假定数据中潜藏着某种‘老化’信号,但现有传感器未必直接提供该信息。本文研究如何从未知真实老化状态的多变量时间序列中,提取出潜在的老化代理。我们提出:若某个传感器或其组合函数具有足够强的单调性,则可作为理想代理。基于精心设计的语法,通过最大化候选公式与时间之间的绝对斯皮尔曼等级相关系数(Spearman's ρ)进行优化,生成候选特征并评估其单调性。在人工数据集和两个真实数据集上验证,结果表明该方法能将多个个体单调性较低的传感器(如InfraWatch数据中ρ=0.13和0.09)组合成高单调性代理(ρ=0.95)。这证明所提方法可发现可解释的方程,有效表征系统老化过程。
原文摘要 · Abstract (English)
Many systems in our world age, degrade or otherwise move slowly but steadily in a certain direction. When monitoring such systems by means of sensors, one often assumes that some form of `age' is latently present in the data, but perhaps the available sensors do not readily provide this useful information. The task that we study in this paper is to extract potential proxies for this `age' from the available multi-variate time series without having clear data on what `age' actually is. We argue that when we find a sensor, or more likely some discovered function of the available sensors, that is sufficiently monotonic, that function can act as the proxy we are searching for. Using a carefully defined grammar and optimising the resulting equations in terms of monotonicity, defined as the absolute Spearman's Rank Correlation between time and the candidate formula, the proposed approach generates a set of candidate features which are then fitted and assessed on monotonicity. The proposed system is evaluated against an artificially generated dataset and two real-world datasets. In all experiments, we show that the system is able to combine sensors with low individual monotonicity into latent features with high monotonicity. For the real-world dataset of InfraWatch, a structural health monitoring project, we show that two features with individual absolute Spearman's $ρ$ values of $0.13$ and $0.09$ can be combined into a proxy with an absolute Spearman's $ρ$ of $0.95$. This demonstrates that our proposed method can find interpretable equations which can serve as a proxy for the `age' of the system.
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