Joint modeling of degradation signals and time‐to‐event data for the prediction of remaining useful life

Abstract Accurate prediction of remaining useful life (RUL) for in‐service systems plays an important role in ensuring efficient operation of industrial equipment and in preventing unexpected equipment failures. In this paper, we present a prognostic framework for real‐time RUL prediction based on joint modeling of both degradation signals and time‐to‐event data. The proposed model employs a change point‐based general path model to capture signal non‐linearity and Neural network (NN) based Cox model to link the time‐to‐event data with the estimated degradation trend. An empirical two‐step scheme for hyperparameter estimation is proposed to enhance prognostic accuracy. Furthermore, an efficient Bayesian model updating procedure, integrated with recursive particle filtering, is used to facilitate online prediction, achieving accurate RUL prediction in real‐time and accounting for uncertainties in RUL prediction. Simulation and real‐life case studies demonstrate the advantages of the proposed method over existing approaches.