A Robust Topological Framework for Detecting Regime Changes in Multi-Trial Experiments With Application to Predictive Maintenance

IF 1.2 4区 数学 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS
Journal of Time Series Analysis Pub Date : 2026-04-07 Epub Date: 2025-12-03 DOI:10.1111/jtsa.70032
Anass El-Yaagoubi, Jean-Marc Freyermuth, Hernando Ombao
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引用次数: 0

Abstract

We present a general and adaptable framework for detecting regime changes in complex, non-stationary data across multi-trial experiments. While traditional change point detection methods focus on identifying abrupt changes within a single time series (single trial), our approach identifies changes that occur across trials, accommodating variations due to experimental inconsistencies, such as differing event timings or durations. By utilizing diverse metrics, including topological analysis of time-frequency characteristics in the spectrum and spectrograms, our method provides a robust framework for detecting cross-trial changes. This flexibility allows it to address a range of scenarios with varying statistical assumptions, including different levels of stationarity within and across trials. We validate our approach through simulations using time-varying autoregressive processes exhibiting various regime changes. Our results highlight the method's effectiveness in detecting cross-trial changes under varied conditions. Furthermore, we showcase its potential for practical applications by analyzing vibration signals from the NASA bearing dataset. Through time-frequency analysis, our framework accurately identifies bearing failures, demonstrating its strong capability for early fault detection in predictive maintenance of mechanical systems.

多试验状态变化检测的鲁棒拓扑框架及其在预测性维修中的应用
我们提出了一种通用的、适应性强的框架,用于检测复杂的、非平稳的数据在多试验实验中的变化。传统的变化点检测方法侧重于识别单个时间序列(单个试验)中的突变,而我们的方法识别跨试验发生的变化,适应由于实验不一致而导致的变化,例如不同的事件时间或持续时间。通过利用多种指标,包括频谱和谱图中的时频特征的拓扑分析,我们的方法为检测交叉试验变化提供了一个强大的框架。这种灵活性使其能够处理具有不同统计假设的一系列场景,包括试验内部和试验之间的不同平稳性水平。我们通过使用显示各种状态变化的时变自回归过程的模拟来验证我们的方法。我们的结果突出了该方法在不同条件下检测交叉试验变化的有效性。此外,我们通过分析来自NASA轴承数据集的振动信号来展示其实际应用潜力。通过时频分析,我们的框架能够准确识别轴承故障,展示了其在机械系统预测性维护中早期故障检测的强大能力。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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来源期刊
Journal of Time Series Analysis
Journal of Time Series Analysis 数学-数学跨学科应用
CiteScore
2.00
自引率
0.00%
发文量
39
审稿时长
6-12 weeks
期刊介绍: During the last 30 years Time Series Analysis has become one of the most important and widely used branches of Mathematical Statistics. Its fields of application range from neurophysiology to astrophysics and it covers such well-known areas as economic forecasting, study of biological data, control systems, signal processing and communications and vibrations engineering. The Journal of Time Series Analysis started in 1980, has since become the leading journal in its field, publishing papers on both fundamental theory and applications, as well as review papers dealing with recent advances in major areas of the subject and short communications on theoretical developments. The editorial board consists of many of the world''s leading experts in Time Series Analysis.
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