Multiple optimized online support vector regression for adaptive time series prediction

Data-driven prognostics based on sensor or historical test data have become appropriate prediction means in prognostics and health management (PHM) application. However, most traditional data-driven prognostics methods are off-line which would be seriously limited in many PHM systems needed on-line predicting or real-time processing. Furthermore, even in some on-line prediction algorithms such as Online Support Vector Regression (Online SVR) and Incremental learning algorithm, there are conflicts and trade-offs between prediction efficiency and accuracy. Therefore, in different PHM applications, prognostics algorithms should be on-line, flexible and adaptive to balance the prediction efficiency and accuracy. An on-line adaptive data-driven prognostics strategy is proposed with five various optimized on-line prediction algorithms based on Online SVR. These five algorithms are improved with kernel combination and sample reduction to realize higher precision and efficiency. These algorithms can achieve more accurate results by data preprocessing and model optimization, moreover, faster operating speed and lower computational complexity can be obtained by optimization of training process with on-line data reduction. With these different improved Online SVR methods, varies of prediction with different precision and efficiency demands could be fulfilled by an adaptive strategy. To evaluate the proposed prognostics strategy, we have executed simulation experiments with Tennessee Eastman (TE) process. In addition, the prediction strategies are also applied and evaluated by traffic mobile communication data from China Mobile Communications Corporation Heilongjiang Co., Ltd. Experiments and test results prove its effectiveness and confirm that the algorithms can be effectively applied to the on-line status prediction with increased performance in both precision and efficiency. (c) 2013 Elsevier Ltd. All rights reserved.