Multivariable Degradation Modeling and Life Prediction Using Multivariate Fractional Brownian Motion

In system prognostics and health management, multivariable degradation models have been widely developed to predict the life of complex systems using degradation data of multiple Performance Characteristics (PCs). Recent studies have detected a Long-Term Memory (LTM) effect among the degradation process of various PCs, implying a strong coupling phenomenon between the future degradation behavior and historical degradation trajectory. Although the LTM has been widely integrated into single-PC-based degradation modeling, it has not been considered in multi-PC-based scenarios. To capture LTM among multiple PCs, this article proposes a novel LTM-integrated Multivariate Degradation Model (MDM) for system life prediction based on multivariate fractional Brownian motion, which simultaneously incorporates the cross-correlation among different PCs. To estimate parameters of the LTM-integrated MDM, a maximum likelihood method is developed. Two likelihood-ratio hypothesis tests are developed to test the existence of the overall and individual LTM effect among multiple PCs. Both simulation studies and physical experiments on the performance degradation of integrated energy devices are conducted to validate the proposed model. Results reveal that the proposed LTM-integrated MDM significantly outperforms existing MDMs in life prediction, while the lifetime uncertainty is heavily underestimated by those traditional approaches that neglect the LTM.