Introduction to Grey system theory
The Journal of Grey System
Time series data mining: identifying temporal patterns for characterization and prediction of time series events
A fusion model of HMM, ANN and GA for stock market forecasting
Expert Systems with Applications: An International Journal
An HMM for detecting spam mail
Expert Systems with Applications: An International Journal
Reduction in mean residual life in the presence of a constant competing risk
Applied Stochastic Models in Business and Industry
PM2.5 concentration prediction using hidden semi-Markov model-based times series data mining
Expert Systems with Applications: An International Journal
Isolated-utterance speech recognition using hidden Markov modelswith bounded state durations
IEEE Transactions on Signal Processing
Enhanced adaptive grey-prediction self-organizing fuzzy sliding-mode controller for robotic systems
Information Sciences: an International Journal
Expert Systems with Applications: An International Journal
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This paper presents a hybrid prognosis approach of age-dependent hidden Markov model (HMM) and grey model (GM) for prediction of engineering asset health. Age-dependent HMM allows modeling the time duration of the hidden states and therefore is capable of prognosis. The estimated state duration probability distributions can be used to predict the remaining useful life (RUL) of the assets. The previous HMM based prognosis method assumed that the transition probabilities are only state-dependent. That is, the probability of making transition to a less healthy state does not increase with the age. In the proposed method, in order to characterize a deteriorating asset, an aging factor that discounts the probabilities of staying at current state while increasing the probabilities of transitions to less healthy states will be introduced. After the estimation of the aging factor, a grey model is used to compute the expected residual life (ERL) by redefining the hazard rate. With the asset health prognosis, the behavior of the asset condition can be predicted.