FBM-Based Remaining Useful Life Prediction for Degradation Processes With Long-Range Dependence and Multiple Modes

For some practical industrial systems or components, such as blast furnaces and Li-ion batteries, there are two important factors to model the degradation processes. One is the long-range dependence, which can reflect the non-Markovian nature of the degradation processes. The other factor is the existence of multiple modes, because the operating conditions and external environments inevitably change during the whole lifetime of these systems. In this paper, we first propose a fractional Brownian motion (FBM) based degradation model with long-range dependence and multiple modes, and then consider the prediction of remaining useful life. To identify the multiple modes in the degradation process, we propose a two-step method, including change-points detection and linear segments clustering. In each degradation mode, the degradation rate is assumed to be normally distributed. The means and variances of these distributions can be obtained by the maximum likelihood estimation. To describe the switching between different modes, the continuous-time Markov chain is applied, and its transition rate matrix can be estimated by the historical switching time. An approximation of the first passage time with a predefined threshold can be obtained by a weak convergence theorem and a time-space transformation. A numerical simulation and a practical case of a blast furnace wall are provided to demonstrate the effectiveness of the proposed method.