Roc analysis based condition indicator threshold optimization method

Lun Zhang, N. Hu
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Abstract

In condition monitoring systems, condition indicators(CIs) are usually used to describe health state of equipment. Usually, detailed fault isolation is conducted by various diagnoses model, threshold alarming is used to detect exceptions. However, how to set threshold that performs best become a problem. Based on ROC analysis, a condition indicator threshold optimization method is proposed in this paper, optimization object function considers true positive rate and false positive rate, meanwhile, accuracy and precision are included as well; optimization method is validated by experimental signals collected from a planetary test rig.
基于Roc分析的工况指标阈值优化方法
在状态监测系统中,通常使用状态指示器来描述设备的健康状态。通常采用各种诊断模型进行详细的故障隔离,采用阈值报警检测异常。然而,如何设置性能最好的阈值成为一个问题。在ROC分析的基础上,提出了一种条件指标阈值优化方法,优化目标函数考虑了真阳性率和假阳性率,同时考虑了准确率和精密度;通过行星试验平台采集的实验信号对优化方法进行了验证。
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