On Integrating Prior Knowledge into Gaussian Processes for Prognostic Health Monitoring

06/17/2022
by   Simon Pfingstl, et al.
0

Gaussian process regression is a powerful method for predicting states based on given data. It has been successfully applied for probabilistic predictions of structural systems to quantify, for example, the crack growth in mechanical structures. Typically, predefined mean and covariance functions are employed to construct the Gaussian process model. Then, the model is updated using current data during operation while prior information based on previous data is ignored. However, predefined mean and covariance functions without prior information reduce the potential of Gaussian processes. This paper proposes a method to improve the predictive capabilities of Gaussian processes. We integrate prior knowledge by deriving the mean and covariance functions from previous data. More specifically, we first approximate previous data by a weighted sum of basis functions and then derive the mean and covariance functions directly from the estimated weight coefficients. Basis functions may be either estimated or derived from problem-specific governing equations to incorporate physical information. The applicability and effectiveness of this approach are demonstrated for fatigue crack growth, laser degradation, and milling machine wear data. We show that well-chosen mean and covariance functions, like those based on previous data, significantly increase look-ahead time and accuracy. Using physical basis functions further improves accuracy. In addition, computation effort for training is significantly reduced.

READ FULL TEXT
research
06/15/2020

Sparse Gaussian Process Based On Hat Basis Functions

Gaussian process is one of the most popular non-parametric Bayesian meth...
research
02/18/2014

Student-t Processes as Alternatives to Gaussian Processes

We investigate the Student-t process as an alternative to the Gaussian p...
research
12/19/2014

Regression with Linear Factored Functions

Many applications that use empirically estimated functions face a curse ...
research
07/21/2020

MAGMA: Inference and Prediction with Multi-Task Gaussian Processes

We investigate the problem of multiple time series forecasting, with the...
research
05/16/2013

Evolution of Covariance Functions for Gaussian Process Regression using Genetic Programming

In this contribution we describe an approach to evolve composite covaria...
research
11/18/2020

Approximate inference in related multi-output Gaussian Process Regression

In Gaussian Processes a multi-output kernel is a covariance function ove...
research
03/10/2019

Sparse Grouped Gaussian Processes for Solar Power Forecasting

We consider multi-task regression models where observations are assumed ...

Please sign up or login with your details

Forgot password? Click here to reset