Data driven prognostics using a Kalman filter ensemble of neural network models

This paper details the winning method in the IEEE GOLD category of the PHM psila08 Data Challenge. The task was to estimate the remaining useable life left of an unspecified complex system using a purely data driven approach. The method involves the construction of Multi-Layer Perceptron and Radial Basis Function networks for regression. A suitable selection of these networks has been successfully combined in an ensemble using a Kalman filter. The Kalman filter provides a mechanism for fusing multiple neural network model predictions over time. The essential initial stages of pre-processing and data exploration are also discussed.