Performance Metrics in the Perspective of Prognosis Uncertainty

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Bruno P. Lea ̃o Takashi Yoneyama

Abstract

The subject of uncertainty in failure prognosis, including the importance of estimating and managing it, is a recurring topic in PHM literature. Considering that the prognosis task comprises forecasting, this could not be any different. However, prognosis performance metrics proposed in literature are usually concerned with measuring adherence to requirements, but not the adequate representation of the true uncertainty that arises from various sources in a prognosis problem. This paper presents statistically sound means for evaluating the performance of prognosis methods in the perspective of comparing the true uncertainty to its estimates. This provides a useful yet simple framework for failure prognosis performance evaluation.

How to Cite

P. Lea ̃o B., & Yoneyama, T. . (2013). Performance Metrics in the Perspective of Prognosis Uncertainty. Annual Conference of the PHM Society, 5(1). https://doi.org/10.36001/phmconf.2013.v5i1.2326
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Keywords

performance metrics, Probability Integral Transform, failure prognosis, uncertainty

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Section
Technical Papers

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