developing diagnostics or prognostics algorithms. |
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The output is a time series (cycles) of observables (Nf, |
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In this study, since there was no real data available to |
Nc, wf, …) at cruise |
snapshots that were produced by |
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characterize true noise levels, simplistic normal noise |
modifying flow and efficiencies of the HPC module from |
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distributions were assumed based on information available |
initial |
settings |
(indicating |
normal deterioration) |
to |
values |
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from the literature [13, 16-18]. However, to make the signal |
corresponding |
to failure |
threshold. Degradation |
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of |
other |
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noise non-trivial, mixture distributions were used and all of |
modules was not included intentionally in the challenge data. |
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these |
noise |
sources |
were |
combined |
to |
present |
similar |
D. |
Health Index Calculation |
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challenges in a realistic manner. Since any degradation is |
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The safe operation region for an engine is determined via |
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modeled by varying |
(generally |
decreasing) the |
efficiency |
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operability margins - how far the engine is operating from |
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and flow parameters for the engine, the initial wear due to |
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various operational limits like stall and temperature limits. |
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manufacturing |
and |
assembly variations was |
modeled |
by |
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These margins can be calculated by computing the distance |
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selecting initial values, e0 and f0, |
for e and f parameters (eq. |
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between current engine state and pre-defined limits. Among |
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6) from a random distribution, such that the maximum initial |
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the margins considered, some are directly measurable, such |
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deterioration |
is bounded |
within 1% |
degradation |
of the |
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as core speed limits and upper EGT thresholds. Others are |
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healthy condition as |
cited in [14]. Therefore, |
each |
health |
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“virtual” margins established through simulation. Each of |
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index trajectory starts with a number between 1 and 0.99. |
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these margins are normalized to the range [0,1], where one |
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To |
model |
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the |
process |
noise, |
first |
the |
degradation |
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signifies |
a |
perfectly healthy system and zero denotes a |
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trajectory |
parameters, |
ak |
and bk, corresponding |
to |
a unit |
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system whose stall margin has reduced by a specified limit. |
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under |
test |
k |
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were |
chosen |
from |
a normal |
distribution. |
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For the challenge data this limit was set at 15% for HPC, |
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Together |
with |
e0 |
and |
f0, |
these |
parameters |
define |
a |
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LPC and |
fan |
stall |
margins and about 2% for the EGT |
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deterministic |
trajectory |
for |
degradation |
for |
a |
particular |
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margin. The underlying premise is that if one engine with |
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engine. This trajectory was then masked by a mixture of two |
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certain |
e |
and |
f pairing violates either one of operational |
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random distributions with slightly different variances. It has |
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margins under any possible operational conditions, such as |
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been shown that mixture noise models are more difficult to |
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hot day take off, maximum climb, or cruise, its health index |
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characterize |
even |
if |
they |
consist |
of |
simple |
individual |
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would be zero. Otherwise, whichever normalized margin is |
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components [19]. This contaminated trajectory was fed to |
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lower would be its current health index. As shown in Figure |
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the |
engine model |
simulation |
and |
corresponding |
sensor |
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6, |
these |
margins |
change as a function of operational |
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outputs listed in Table |
2 |
were |
collected |
after the |
system |
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conditions |
(e.g. throttle resolver angle (TRA), altitude, |
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response reached a steady state. This way, the input process |
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ambient temperature, etc.). Therefore, the health index must |
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noise |
gets |
filtered |
through |
system |
dynamics |
and |
overall |
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be adjusted according to operational condition as well. |
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effect is observed in the output. Lastly, a random |
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measurement |
noise |
component |
was added to |
all |
output |
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channels in order to impose sensor noise. This multistage |
Margin |
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2 |
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11 |
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StallHPCMargin StallHPCMargin |
35 |
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noise contamination resulted in complex noise |
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Fan |
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Margin |
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characteristics |
often |
observed |
in real |
data and posed |
a |
Stall |
10 |
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30 |
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Stall |
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similar challenge in front of competition participants to carry |
Fan |
9 |
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25 |
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out appropriate de-noising operations. |
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8 |
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40 |
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80 |
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100 |
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80 |
100 |
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C. |
Data Generation |
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20 |
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14 |
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TRA |
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2200 |
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TRA |
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The process for using the model was as follows: |
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StallMargin |
12 3 |
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EGT |
2000 4 |
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1. |
Choose initial deterioration (f0, e0). |
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10 |
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1800 |
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EGT |
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e0 [0.99,1] |
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(9) |
Stall |
8 |
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1600 |
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LPC |
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f0 [0.99,1] |
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LPC |
6 |
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1400 |
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4 |
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1200 |
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2. |
Impose an exponential rate of change for flow and |
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TRA |
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TRA |
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100 |
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efficiency loss for each data set, denoting an |
Figure 6. Stall margins vary as a function of operational conditions (TRA in |
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otherwise unspecified fault with increasingly |
this example). |
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worsening effect as described in equation (4). This |
For the challenge data set six different flight conditions |
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results in the overall health index, H(t)=g(e(t), f(t)), |
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were simulated that comprised of a range of values for three |
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varying as a function of time. The randomly chosen |
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operational |
conditions: altitude (0-42K ft.), Mach number |
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direction and evolution of faults is constrained by |
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(0-0.84), |
and TRA |
(20-100). Furthermore, these |
margins |
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fi ,ei |
≤ 1%, |
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change |
as |
system |
degradation takes |
place. |
If |
system |
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ak |
[0.001, 0.003], |
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(10) |
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degradation |
is |
plotted |
on flow-efficiency axes, various |
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bk |
[1.4,1.6], |
k = 1,2. |
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margins |
indicating |
the |
deterioration |
can |
be |
depicted as |
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3. Stop when health H= 0 (this is our failure criterion). |
shown in Figure 7 and Figure |
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8. A |
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threshold |
boundary |
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4. |
Superimpose measurement noise to the output data. |
separates |
the |
failure |
region |
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for |
respective |
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margins. |
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Depending on the direction of the failure evolution trajectory (simulated by changing e and f parameters) a threshold may or may not be crossed. Therefore, the overall health index is determined by the margin that approaches the corresponding limit first. For instance, in the following figures, health index is determined by increasing EGT (decreasing EGT margin) as compared to HPC stall margin for all three degradation trajectories. Each degradation trajectory was simulated until the health index reached zero.
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0 |
Failure |
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-0.02 |
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35 |
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Region |
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Loss (%) |
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-0.06 -0.04 -0.02 |
0 |
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Efficiency Loss (%) |
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Figure 7. Fault propagation trajectories on HPC stall margin contour map.
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2450 |
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2250 |
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2150 |
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2100 |
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0 |
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Efficiency Loss (%) |
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Figure 8. Fault propagation trajectories on EGT contour map with failure threshold.
VI. COMPETITION DATA
The objective was to generate train, test, and validation data sets for development of data-driven prognostics. To that end, a reasonably large number of trajectories were created from C-MAPSS that had the following properties:
1)Simulation of degradation in HPC module under 6 different combinations of Altitude, TRA, and Mach number operational conditions. Sensed margins (fan, HPC, LPC and EGT) were used to compute health index to determine simulation stopping criteria.
2)Time series of observables including operational variables (see Table 1 and Table 2), that change from some undefined initial condition to a failure threshold. Participants were not given access to the health index explicitly and were expected to infer it from the given sensed variables.
3)Division of data into training set, test set, and validation
set. The training set had trajectories that ended at the failure threshold while the test and validation sets were pruned to stop some time prior to the failure threshold.
4)The range of RUL variation was expanded for the validation set to test robustness of the algorithms trained on test data set (a condition that was not announced to the participants). The test data set RULs ranged between 10 and 150 cycles, whereas validation RULs ranged between 6 and 190 cycles. However, all other
characteristics like variation in initial wear, noise levels and degradation parameters spread remained changed.
Participants of the challenge were then given details of the scoring function. They could submit their test set results in vector form through a web site where scores were automatically calculated and posted back to the participants, allowing them to improve their algorithms. To avoid overfitting to the test data, the validation set was withheld and published later, without feedback of the score until after the competition had closed.
VII. PERFORMANCE EVALUATION
Performance evaluation is concerned with employing metrics that help assess if the prognosis meets specifications for the task at hand. In PHM context, since the key aspect is to avoid failures, it is generally desirable to predict early as compared to predicting late. However, in specific situations where failures may not pose life threatening situations and early predictions may instead involve significant economic burden, this equation may change and one may not prefer conservative predictions. Hence, a performance evaluation system should reflect such characteristics to meet specific requirements.
For an engine degradation scenario an early prediction is preferred over late predictions. Therefore, the scoring algorithm for this challenge was asymmetric around the true time of failure such that late predictions were more heavily penalized than early predictions. In either case, the penalty grows exponentially with increasing error. The asymmetric preference is controlled by parameters a1 and a2 in the scoring function given below (eq. 11) and Figure 9 shows the score as a function of the error.
n |
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i=1 |
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where
s is the computed score, n is the number of UUTs,
d = tˆRUL − tRUL (Estimated RUL – True RUL), a1 = 10, and a2 = 13.
150 |
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100 |
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score |
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50 |
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error |
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Figure 9. Score as a function of error.
Asymmetric scoring functions like this capture the preference for early prediction pretty well and can be appropriately tuned to quantify the extent of such preference.
While evaluating the results, it was realized that this prognostics metric can be further enhanced in various ways. It must be noted that predicting farther into the future is more difficult than predicting at a time closer to the end of life. Furthermore, it is more important to weigh accuracy of RULs higher when one is closer to the end of life. Keeping these thoughts in mind it may be desirable to assign higher weights for cases with shorter true RULs. Another characteristic of such datasets is that the performance of an algorithm is evaluated from multiple units under test (UUTs), e.g., in fleet applications. Since the metric is a combined aggregate of performance for individual UUTs, an additional correlation metric should be employed to ensure that an algorithm consistently predicts well for all cases as against predicting well for some and poorly for the rest. This idea is illustrated in Figure 10 and Figure 11 shows a simplified asymmetric scoring function used for this illustration.
The various axes shown in Figure 11 show six different cases of prognostics algorithm outputs. Each axis shows estimated RULs and the corresponding true RULs for four UUTs. A simple asymmetric function (see Figure 10) is used to compute scores from RUL predictions for each UUT. As shown, each of these six cases produces an equal aggregated score of six. Clearly one can further differentiate in the output performance based on the suggested correlation metric. In some applications a higher correlation score may be preferred over lower aggregated scores, as a higher correlation may indicate a bias in the algorithm output that can be accordingly adjusted.
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1010 |
True RUL |
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88 |
Late Prediction |
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66 |
Early prediction |
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Score |
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Figure 10. A simplified asymmetric scoring function chosen for illustration
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UUT Index |
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Score: +1 +2 +1 +2 = 6 |
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Correlation: 0.89 |
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Figure 11. Scenarios illustrating various cases where error based aggregated scores may be same but the correlation score distinguishes further between different algorithms.
These suggestions are just to illustrate the point that there may be more modifications possible depending on specific applications and requirements and one must adapt accordingly. A comprehensive review of prognostics metrics is given in [20].
VIII. CONCLUSION
This paper has described how damage propagation can be modeled in various modules of aircraft gas turbine engines for developing and testing prognostics algorithms. A publically available aero-propulsion system simulator, C- MAPSS, was used in this study. Various assumptions and settings have been provided that were used to generate data for the PHM competition at the first international conference on prognostics and health management. Although, the data for the competition consisted of a subset of various possible conditions and settings, an insight into other possibilities can be easily derived. Later, a brief discussion has been provided on the performance evaluation of prognostics algorithms and the aspects of the performance metrics that may be desirable in a PHM application.
ACKNOWLEDGEMENTS
The authors would like to thank Dean Frederick for providing valuable insight into the operation of C-MAPSS.
REFERENCES
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