Metrics and Semiparametric Model Estimating Failure Rate and Mean time Between Failures

Patent metadata

Field	Value
Publication number	US-2016306903-A9
Application number	US-201314047879-A
Country	US
Kind code	A9
Filing date	Oct 7, 2013
Priority date	Apr 14, 2011
Publication date	Oct 20, 2016
Grant date	—

Abstract

Techniques for predicting a failure metric of a physical system using a semiparametric model, including providing raw data representative of the physical system, to identify a set of units at risk in the physical system, a set of times of treatment corresponding to a event of at least one unit in the set of units, and an index-set of the at least one unit for which a event has occurred. A parametric and a nonparametric component of the semiparametric model are estimated and a hazard rate is predicted at a given time with the semiparametric model.

First claim

1 . A method of predicting a metric of a physical system using a semiparametric model, comprising:
providing raw data representative of the physical system; processing the raw data to identify a set of units at risk in the physical system, a set of times of treatment corresponding to a event of at least one unit in the set of units, and an index-set of the at least one unit for which a event has occurred; estimating a nonparametric component of the semiparametric model with reference to the set of units, the set of times, and the index-set; and predicting a hazard rate at a given time with the semiparametric model.

2 . The method of claim 1 , further comprising estimating a parametric component of the semiparametric model with reference to the set of units, the set of times, and the index-set.

3 . The method of claim 1 , wherein the event is a failure event.

4 . The method of claim 1 , wherein the metric is a failure metric.

5 . The method of claim 1 , wherein the metric comprises a mean time between failures.

6 . The method of claim 1 , further comprising storing the set of units, the set of times of treatment, and the index-set.

7 . The method of claim 1 , wherein providing raw data further comprises providing raw data in real time.

8 . The method of claim 1 , wherein the physical system is a cyber-physical system.

9 . The method of claim 1 , wherein the physical system is an electrical grid.

10 . The method of claim 1 , wherein the raw data represents an outage database.

11 . The method of claim 1 , wherein each treatment in the set of times of treatment comprises a single “all-or-nothing” treatment occurring at a recorded time.

12 . The method of claim 2 , further comprising:
estimating the nonparametric component as zero for all times except those included in the set of times of treatment and estimating the parametric component; and estimating the nonparametric component using a weighted nonparametric estimator using a the estimate of the parametric component.

13 . The method of claim 1 , further comprising:
removing from the index-set units for which the times at which a event occurs is unknown or for which the treatment is unknown.

14 . The method of claim 1 , further comprising smoothing the nonparametric component with a smoothing process.

15 . The method of claim 14 , wherein the smoothing process is a Gaussian smoothing process.

16 . The method of claim 2 , wherein the nonparametric component is given by λ 0 (t), the parametric component is given by ψ(t)= φ(t) , the hazard rate is predicted with reference to the semiparametric model given by λ(t;i)=λ 0 (t)ψ(t−τ l,i ), and a full likelihood of failure is given by

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Assignees

• Univ Columbia

Inventors

• Teravainen Timothy
• Wu Leon L
• Anderson Roger N
• Boulanger Albert

Classifications

• G06F2119/06

  Power analysis or power optimisation · CPC title

• G06F2111/08

  Probabilistic or stochastic CAD · CPC title

• G06F30/3323 Primary

  using formal methods, e.g. equivalence checking or property checking · CPC title

• G06F30/20

  Design optimisation, verification or simulation (optimisation, verification or simulation of circuit designs G06F30/30) · CPC title

• G06F11/008 Primary

  Reliability or availability analysis · CPC title