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A Transformer-based Framework For Multi-variate Time Series: A Remaining Useful Life Prediction Use Case

2023-08-19 · Oluwaseyi Ogunfowora, Homayoun Najjaran

In recent times, Large Language Models (LLMs) have captured a global spotlight and revolutionized the field of Natural Language Processing. One of the factors attributed to the effectiveness of LLMs is the model architecture used for training, transformers. Transformer models excel at capturing contextual features in sequential data since time series data are sequential, transformer models can be leveraged for more efficient time series data prediction. The field of prognostics is vital to system health management and proper maintenance planning. A reliable estimation of the remaining useful life (RUL) of machines holds the potential for substantial cost savings. This includes avoiding abrupt machine failures, maximizing equipment usage, and serving as a decision support system (DSS). This work proposed an encoder-transformer architecture-based framework for multivariate time series prediction for a prognostics use case. We validated the effectiveness of the proposed framework on all four sets of the C-MAPPS benchmark dataset for the remaining useful life prediction task. To effectively transfer the knowledge and application of transformers from the natural language domain to time series, three model-specific experiments were conducted. Also, to enable the model awareness of the initial stages of the machine life and its degradation path, a novel expanding window method was proposed for the first time in this work, it was compared with the sliding window method, and it led to a large improvement in the performance of the encoder transformer model. Finally, the performance of the proposed encoder-transformer model was evaluated on the test dataset and compared with the results from 13 other state-of-the-art (SOTA) models in the literature and it outperformed them all with an average performance increase of 137.65% over the next best model across all the datasets.

📄 PDF Abstract BibTeX arXiv:2308.09884

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Time SeriesTime Series Prediction

Methods 이 논문이 사용한 방법론

Multi-Head Attention 설명 없음
Attention 설명 없음
Linear Layer A Linear Layer is a projection $\mathbf{XW + b}$.
Position-Wise Feed-Forward Layer 설명 없음
BPE Byte Pair Encoding, or BPE, is a subword segmentation algorithm that encodes rare and unknown words as sequences of subword units. The intuition is that various word…
Adam 설명 없음
Label Smoothing Label Smoothing is a regularization technique that introduces noise for the labels. This accounts for the fact that datasets may have mistakes in them, so maximizing the…
Layer Normalization Unlike batch normalization, Layer Normalization directly estimates the normalization statistics from the summed inputs…

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