Multivariate Bernoulli Logit-Normal Model for Failure Prediction
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Abstract
The failures among connected devices that are geographically close may have correlations and even propagate from one to another. However, there is little research to model this prob- lem due to the lacking of insights of the correlations in such devices. Most existing methods build one model for one de- vice independently so that they are not capable of captur- ing the underlying correlations, which can be important in- formation to leverage for failure prediction. To address this problem, we propose a multivariate Bernoulli Logit-Normal model (MBLN) to explicitly model the correlations of devices and predict failure probabilities of multiple devices simulta- neously. The proposed method is applied to a water tank data set where tanks are connected in a local area. The results indicate that our proposed method outperforms baseline ap- proaches in terms of the prediction performance such as ROC.
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failure prediction, multivariate response
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