ARTICLE IN PRESS

Mechanical Systems
and
Signal Processing
Mechanical Systems and Signal Processing 18 (2004) 813831
www.elsevier.com/locate/jnlabr/ymssp

Prognosis of machine health condition using

neuro-fuzzy systems
Wilson Q. Wanga, M. Farid Golnaraghib,*, Fathy Ismailb
a
Mechworks Systems Inc., Waterloo, Ont., Canada N2L 3L2
b
Mechanical Engineering, University of Waterloo, 200 University Ave. West, Waterloo, Ont., Canada N2L 3G1
Received 5 February 2002; received in revised form 6 April 2003; accepted 19 May 2003

Abstract

A reliable machine fault prognostic system can be used to forecast damage propagation trend in rotary
machinery and to provide an alarm before a fault reaches critical levels. Currently, there are several
techniques available in the literature for time-series prediction. Among the most promising methods are
recurrent neural networks (RNNs) and neuro-fuzzy (NF) systems. In this paper, the performance of these
two types of predictors is evaluated using two benchmark data sets. Through comparison it is found that if
an NF system is properly trained, it performs better than RNNs in both forecasting accuracy and training
efciency. Accordingly, NF system is adopted to develop an on-line machine fault prognostic system. In
order to facilitate the automatic monitoring process, reference function approach is proposed here to
enhance feature representation. The performance of the developed prognostic system is evaluated by using
three test cases including a worn gear, a chipped gear, and a cracked gear, as well as using data sets from
previous studies corresponding to a gear pitting damage and a shaft misalignment. From these tests, the NF
prognostic system is found to be a very reliable and robust machine health condition predictor. It can
capture the system dynamic behaviour quickly and accurately.
r 2003 Elsevier Ltd. All rights reserved.

Keywords: Machine fault prognosis; Neuro-fuzzy predictor; Recurrent neural networks; Wavelet reference function

1. Introduction

A reliable prognostic system is very useful to predict the fault propagation trend in rotary
machinery and to provide an alarm before a fault reaches critical levels. An on-line prognostic

*Corresponding author. Tel.: +1-519-888-4563; fax: +1-519-888-6197.

E-mail addresses: wilson wang@mechworkssys.com (W.Q. Wang), mfgolnar@uwaterloo.ca (M.F. Golnaraghi),
smail@mecheng1.uwaterloo.ca (F. Ismail).

0888-3270/03/$ - see front matter r 2003 Elsevier Ltd. All rights reserved.
doi:10.1016/S0888-3270(03)00079-7
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814 W.Q. Wang et al. / Mechanical Systems and Signal Processing 18 (2004) 813831

system can also be used to improve the reliability of the machine fault diagnosis by adaptively
verifying the diagnostic results and modifying the knowledge (rule) base [13]. Machine condition
prognosis means the use of available (current and previous) observations to forecast upcoming
states of the machine. Several temporal patterns can be used for machine condition prognosis,
such as vibration features and debris properties of the lubrication oil. The vibration-based
monitoring, however, is a well-accepted approach due to the ease of measurement and analysis,
and thus it is used in this study.
Several vibration-based techniques have been proposed in the literature for time-series
prediction. The classical approaches mainly use stochastic models such as the autoregressive (AR)
model [4], the bilinear model [5], and multivariate adaptive regression splines [6]. However, these
stochastic models are usually difcult to implement in forecasting the dynamic response of
complex systems. Recent studies in time-series prediction have focused on the use of exible
models, such as neural networks (NNs) and fuzzy systems. NN predictors are built automatically
by training, without the need for the identication of model structures and parameters. NNs have
two typical connection architectures: feedforward and recurrent networks, and both have been
employed in system behaviour forecasting [79]. From the modelling point of view, a feedforward
network is a special case of non-linear AR models, whereas a recurrent network is a non-linear
AR moving average model. From this, we can see that recurrent network predictors have the
advantages over feedforward network predictors in much the same way as the AR moving average
models have over the AR models. This conclusion was veried by Tse et al. [10] using simulation
and practical tests.
Fuzzy system uses linguistic rules for system behaviour forecasting. It starts from highly
formalised insights about the dynamic behaviour of the system, and then formulates expert
knowledge in fuzzy IFTHEN rules in a way to mimic humans to deal with a forecasting task [11].
However, fuzzy systems lack learning capability. Sometimes it is difcult to properly determine
the fuzzy rules and to optimise the membership functions, especially when more input variables
are applied. A solution to overcoming these disadvantages is to use the integrated systems e.g.
using NNs to train the fuzzy structure and parameters. Jang et al. [12] proposed a neuro-fuzzy
(NF) system for time-series prediction. Through simulation, they found that the NF predictor
gave higher forecasting accuracy than both the classical AR models and the feedforward NNs.
From the above summary, it can be seen that the RNNs and NF systems are the most
promising exible-model approaches in time-series prediction. The aims of this paper are to
evaluate the performance of these two types of forecasting schemes, and to develop a reliable
prognostic system for machine condition forecasting. We begin our presentation with a brief
description of the RNNs and NF systems. Their forecasting performance is evaluated using the
commonly applied benchmark data sets. Through comparisons, it is found that, if trained
properly, NF predictor performs better than the RNNs. Next the NF system is implemented for
machine condition prognosis. The monitoring indices are determined using our proposed
reference function approach [2]. The viability of this developed prognostic system is veried by
using on-line experimental tests corresponding to various gear conditions. From the investigations
in this paper, it is found that the developed NF system is a very reliable and robust machinery
prognostic scheme. It can capture the system dynamic behaviour quickly and accurately.
A brief description is rst given below regarding the applied forecasting techniques: recurrent
neural networks and neuro-fuzzy systems.
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2. Recurrent networks and neuro-fuzzy predictors

2.1. Recurrent network predictors

Recurrent networks are similar in architecture to feedforward NNs but having additional
feedback links that delay and store information from the previous time steps. From the
investigation in [13], it was found that the forecasting performance of the RNNs with different
types of feedback link connections does not vary signicantly. Thus, one type of recurrent
networks is implemented in this paper, as shown in Fig. 1, which has the feedback links from the
hidden layer to the context layer. To make a comparison with previous research [10], this network
has three layers, four input nodes (time steps), i.e. xt fxt3r xt2r xtr xt g; and for one-step-
ahead prediction, i.e. r=1. The nodes in the input and context layers only transmit input values to
the hidden layer. For the nodes in the hidden layers, hyperbolic tangent sigmoid functions are
chosen as their transfer functions, whereas a linear function is assigned to the output node. The
gradient decent algorithm is applied to train this network which consists of 45 unknown
parameters (40 connection weights and ve biases).

2.2. Neuro-fuzzy predictor

NF predictor is a neural network-based fuzzy system. The prediction reasoning is conducted by

fuzzy logic. The fuzzy inference structure is determined by expertise, whereas its membership
functions (MFs) are trained by using NNs. To make it compatible with the aforementioned
recurrent networks, four input parameters are used for one-step-ahead prediction. If two
membership functions are assigned to each input variable: SMALL (S) and LARGE (L), then 16
rules are formulated for this forecasting operation, as listed in Appendix A. For notational
simplicity, these rules are represented in a general form,
Rj : IF xt3r is Aj1 AND xt2r is Aj2 AND xtr is Aj3 AND xt is Aj4
THEN xtr cj xt ; 1

xt+ r

F F F F
Unit
Delay

x t - 3r x t - 2r xt - r xt
Fig. 1. Network architecture of recurrent neural networks.
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where cj xt cj1 xt3r cj2 xt2r cj3 xtr cj4 xt cj5 ; j=1,2,y,16. The network architecture of this
NF system is shown in Fig. 2. It is a six-layer feedforward network in which each node performs a
particular function on the incoming signals. The links represent the ow direction of signals
between nodes, but all of them have unity weights. The nodes in Layer 1 only transmit input
signals to the next layer. In Layer 2, each node acts as an MF, SMALL or LARGE. Through
comparison, sigmoid functions are chosen as MFs in this case, which are expressed as
1
mAj x ; l 1; 2; y; 4; j 1; 2; y; 16: 2
l 1 expbjl x  mjl
The parameters mjl and bjl are determined by training. In Layer 3, each node performs a fuzzy
T-norm operation. If max-product operator is applied here, the rule ring strength is
mj mAj xt3r mAj xt2r mAj xtr mAj xt ; j 1; 2; y; 16: 3
1 2 3 4

All the rule ring strengths are normalised in Layer 4. After the linear combination of the input
variables in Layer 5, the predicted output xtr is obtained in Layer 6 using the centroid
defuzzication,
P16 j j j j j
j1 mj c1 xt3r c2 xt2r c3 xtr c4 xt c5
xtr P16
j1 mj
X
16
m% j cj1 xt3r cj2 xt2r cj3 xtr cj4 xt cj5 ; 4
j1

xt+ r

Layer 6

Layer 5 R1 R2 R3 R4 ... ... R 13 R 14 R 15 R 16

Layer 4 N N N N ... ... N N N N

Layer 3 T T T T ... ... T T T T

Layer 2

Layer 1

xt-3 r xt-2 r xt- r xt

Fig. 2. Architecture of the neuro-fuzzy system.
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m% j is the normalised rule ring strength. Next is the training process. The above stated NF system
has 96 parameters to be optimised in training (16 premise MF parameters and 80 consequent
parameters). In order to improve the training efciency and eliminate the possible trapping due to
local minima, a hybrid learning algorithm [13,14] is employed in this case. It is a combination of
the gradient descent approach and least-squares estimate, which is briey described next.
For pth training data pair, fxp p p p p
t3r ; xt2r ; xtr ; xt ; d g; where p 1; 2; y; P; P is the total
number of the training data pairs. d p is the desired future value. The error function can be
dened as
1 p
Ep x  d p 2 : 5
2 tr
The objective function for all the P data sets is
X
P
1X P
E Ep xp  d p 2 : 6
p1
2 p1 tr

The premise parameters in Eq. (1) are updated using the gradient descent approach,
@E
mjl k 1 mjl k  Zm ; 7
@mjl

@E
bjl k 1 bjl k  Zb ; 8
@bjl
where k denotes the kth training epoch, and Zm and Zb are the step sizes. The consequent
parameters are optimised using least-squares estimate as being briey described next.
Given the MF parameters and P training pairs, P linear equations in terms of the consequent
parameters can be formed as follows:
Ay d; 9
where A
2 3
m1 1
1 xt3r m1 1
1 xt2r m1 1
1 xtr m1
1 xt
1
m% 1
1 ? m1 1
16 xt3r m1 1
16 xt2r m1 1
16 xtr m1 1
16 xt m1
16
6 7
6 2 2 7
m2 2
m2 2
m2 2
m2 m2 2
m2 2
m2 2
m2 2
m2
6 16 7
m x 1 xt2r 1 xtr 1 xt ? 16 xt3r 16 xt2r 16 xtr 16 xt
6 1 t3r 1
7
6 ^ ^ ^ 7
4 5
mP P
1 xt3r mP P
1 xt2r mP P
1 xtr mP
1 xt
P
mP
1 ? mP P
16 xt3r mP P
16 xt2r mP P
16 xtr mP P
16 xt mP
16

16 16 16 16 T
y c11 c12 c13 c14 c15 c21 c22 c23 c24 c25 ? c16
1 c2 c3 c4 c5
; and d d
1
d 2 ? d P
T : Since
the row vectors in A and the associated elements in d are obtained sequentially, the least-squares
estimate of y in Eq. (9) can be computed recursively. Let the ith row vector of matrix A be ai, and
the ith element of d be d(i), then the least-squares estimate of y is y, and is calculated recursively
using the following formula:

yi1 yi S i1 aTi1 d i1  ai1 yi

; 10
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S i aTi1 ai1 S i
S i1 S i  ; 11
1 ai1 S i aTi1

y yP ; 12
i=0, 1,2,y,P1. The initial conditions to Eqs. (10) and (11) are: y0=0; the covariance matrix
S0=gI, where g is a large positive number and I is an identity matrix (1616). The derivatives of
Eqs. (10) and (11) are listed in Appendix B.
In each training epoch, the premise MF parameters are updated in the backward pass by using
gradient descent algorithms Eqs. (7) and (8); the consequent parameters are ne-tuned in the
forward pass by using least-squares estimate Eqs. (10) and (11).

3. Forecasting comparisons

The forecasting performance of the aforementioned predictors is examined in this section using
two typical data sets: a sunspot activity record and a MackeyGlass equation data series. These
are benchmark data sets in time-series prediction research due to their specic natures, such as the
non-linear, non-Gaussian, and non-stationary for the former, and chaotic, non-periodic, and non-
convergence for the latter. The prediction performance is assessed by using the normalised Akaike
Information Criterion (AIC) [15], dened as
2u
AIC ln s2 ; 13
P
where s2 is the variance of the forecasting error, u is the number of model parameters to be
updated, and P is the number of samples contained in the predicted data set. The smaller the AIC
is, the better the forecasting performance will be.

3.1. Sunspot activity data forecasting

The available data set considered here contains the sunspot activity record for the period from
years of 1700 to 2000, which has the mean of 49.829 and standard deviation of 40.476 [16]. The
rst 221 samples (the years 17001920) are used to train the systems, whereas the remaining data

Table 1
Processing results using a sunspot activity record
Method Training epochs Time used (s) AIC
Recurrent NNs 500 106.9 5.935

Neuro-fuzzy system (without interpolation) 500 105.9 9.682

Neuro-fuzzy system (with interpolation) 500 240.7 1.527

Neuro-fuzzy system (with interpolation) 50 23.7 1.527

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Fig. 3. Comparison between the predicted (dashed) and actual (solid) results using a sunspot activity record.

pairs are used to test the identied models. Fig. 3 and Table 1 demonstrate the forecasting results
using a Pentium 4 computer in MATLAB 6 environment. In Fig. 3, the solid and dashed lines
represent the original data and the forecasted behaviour, respectively. Examining these graphs,
the RNNs (Fig. 3a) provide a reasonably well forecasting performance; the NF system (Fig. 3b),
however, cannot catch up the system dynamic behaviour due to poor training. Generally, to
properly train an NF system, sufcient representative training data pairs should be provided e.g.
more than ve times the number of parameters to be updated [12]. In this case, however, 221
samples are apparently not enough to train an NF system with 96 unknown parameters. Just as an
exercise, the sunspot data is expanded by three times using interpolation. The rst 500 data pairs
are used for training and the remaining samples for testing. Fig. 3c shows the new forecasting
result. It is clear that the performance of the NF predictor improved signicantly. Its AIC is more
than three times lower than the RNN model.
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3.2. MackeyGlass differential equation data prediction

MackeyGlass (MG) differential delay equation [17] was rst proposed for modelling white
blood cell production in human bodies, which is dened as
dxt 0:2xt  t
 0:1xt: 14
dt 1 x10 t  t
This equation is sensitive to the initial conditions. To make a comparison with the previous
studies, we will use the same initial conditions as in [12], i.e. x(0)=1.2, t=3. 1000 data pairs are
selected. The rst 500 samples are used for training whereas the remaining samples for testing the
identied model. Fig. 4 shows the forecasting result, which is summarised in Table 2. It is clear
that the NF predictor provides a much better forecasting performance. Its AIC is more than two
times lower than that of RNNs.
The above analysis is based on the models trained over 500 epochs. Tables 1 and 2 also list the
forecasting accuracy of NF predictors trained only over 50 epochs, and the corresponding
forecasting can reach satisfactory accuracy levels. That makes NF systems more suitable for real-
time forecasting applications.
From the comparisons and analyses in this section, it can be seen that a properly trained NF
system can capture the system dynamic behaviour quickly and accurately. Although NF systems
have shown great potential in non-linear and stochastic time-series predictions, there is no known

Fig. 4. Comparison between the predicted (dashed) and actual (solid) results using a data set from MackeyGlass
differential equation.
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Table 2
Processing results using a data set from MackeyGlass differential equation
Method Training epochs Time used (s) AIC
RNNs 500 248.8 6.465
Neuro-fuzzy system 500 242.9 15.058
Neuro-fuzzy system 50 23.7 14.956

application in real-time machine health condition prognosis. This is attempted in the present
paper. In the next section, we will implement the NF system to develop an on-line prognostic
system to forecast the machine fault propagation trend.

4. Neuro-fuzzy machine condition prognostic system

In this section, the NF system is implemented to forecast the condition propagation trends in
rotary machinery. Usually, a fault developing in a machine component induces an increase in
vibration levels in the associated element(s). Vibration-based machine fault prognosis is to use the
available vibration symptoms to predict upcoming states of the fault propagation trend by
monitoring one or more parameters. In this section, the experimental set-up used for this on-line
prognostic system is rst described, followed is a demonstration of how to determine the
monitoring index using our proposed reference function technique [2].

4.1. On-line test set-up

The experimental set-up used in this study is schematically shown in Fig. 5. It consists of two-1
HP DC motors and a single-stage gearbox. A pair of spur gears is tested for fault state prognosis.
The driving gear has 16 teeth and the driven gear 14 teeth, with the module of 1.5 mm. The gears
used are off-the-shelf and thus, very representative of the most common and average precision
applications. The motor speed controller allows tested gear operation in the range of 200
1400 rpm. The load is provided by a power resistor network connected to the load motor. The
speed of the drive motor and the load of the resistor network can be adjusted continuously to
accommodate the range of speed/torque operating conditions. The vibration is measured with an
accelerometer mounted on the gearbox housing in the direction of gear action. An optical sensor
is mounted in proximity to a slotted disc attached to the driving shaft, which provides a one-pulse-
per-revolution signal to be used for time synchronous averaging. The signals from both sensors
are properly amplied, ltered, and then fed into the computer for further processing.

4.2. Monitoring index

The health condition monitoring of a gearbox is conducted one gear at a time. To get a reliable
fault prognosis, the features to be monitored should be sensitive to the vibration trend but less
sensitive to noise. According to our previous research [3], these requirements can be reached using
selected signal processing techniques such as continuous wavelet transform, beta kurtosis, phase
and amplitude modulations. Usually more than one feature should be used for machine health
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Fig. 5. Schematic of the test apparatus.

condition prognosis. As an example, the wavelet amplitude pattern based on overall residual
signal is used here to demonstrate how to employ a feature for machine condition prognosis. The
forecasting process includes the followings:
(1) Extract the vibration signature of the gear of interest using time synchronous averaging.
(2) Filter out the gear meshing frequency and its harmonics to get the overall residual signal, x(t).
t is expressed here in terms of rotation position.
(3) Take continuous wavelet transform according to
Z N p
WTx t; s xt s wst  t dt; 15
N
where s and t are the scale (frequency) and time (space) parameters, respectively. A Morlet
function w(t) is chosen in this study as the mother wavelet [3, 18]. Wavelet transform is used
here to detect localised gear faults, such as tooth crack and scoring, which may cause serious
damage to the machine.
(4) In order to enhance the feature representation associated with localised gear faults and to
further reduce the feature dimension, a reference function approach is developed as a post-
processing technique. Here we also use wavelet reference function as an example to illustrate
this method.Wavelet reference function, Rw (t), is proposed as the energy concentration over a
specic bandwidth:
Z fmax
Rw t jWTx t; sj ds; tA0; 360
: 16
fmin

fmax is chosen as the fth harmonic of the gear meshing frequency. fmin is set at 2/3 of the
meshing frequency because the lower frequency components are mainly caused by other
imperfections such as gear run-out and manufacturing inaccuracies, and not by localised
tooth faults. Figs. 6a and c are the wavelet amplitude maps corresponding to two gears with a
20% and a 40% tooth crack, respectively. The corresponding wavelet reference functions are
shown in Figs. 6b and d, respectively. Apparently, the proposed reference function represents
the wavelet amplitude features more accurately than in wavelet maps, and accentuates the
existence of the localised fault signicantly.
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Fig. 6. Wavelet reference function.

(5) Determine the monitoring index. The proposed reference function, Rw (t), is still inadequate
for automatic monitoring. A single quantitative value, a monitoring index, is established next
to represent the condition of the gear, which will be used as the input to the NF prognostic
system. If the instant, tmax ; corresponds to the maximum amplitude of Rw (t), the monitoring
index is dened as the relative amplitude level,
Rw tmax
xw : 17
R% 0w t
R% 0w t is the mean value of Rw t outside a window around tmax : In this way, the localised gear
fault is assumed to fall within the selected window. Through tests, the window width is chosen
as four tooth periods around position tmax ; i.e. Itmax  720 =N; tmax 720 =Nm; N being the
number of teeth in the gear of interest.

5. Machine fault state prognosis

The on-line forecasting performance of the developed NF predictor is examined in this section.
Three test cases were used in this study as shown in Fig. 7: (a) a worn gear, (b) a chipped gear, and
(c) a cracked gear. The faults were initiated in the gears with 16 teeth. The tests were conducted
between the gear speed of 6001200 rpm, and load torque of 36 N m. Every 10 min (the time
step), the developed NF prognostic system was automatically applied to adaptively forecast the
future states of the health condition of the gear of interest after 10 min. Prediction results using the
RNNs were also generated for comparison.

5.1. Serious gear wear

Wear is a common fault type especially in exposed gear systems. A pair of new gears was mounted,
and minimum lubrication oil was provided to this gearbox in order to initiate and propagate gear
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(a) (b) (c)

Fig. 7. Gear test cases: (a) worn gear, (b) chipped gear, (c) cracked gear.

wear rapidly. The NF predictor was initially trained only using a data set from the MG equation. The
one-step-ahead prediction continued until serious tooth wear occurred. The actual and predicted
values of xw are shown in Fig. 8a. It can be seen that the NF predictor captured the system behaviour
very quickly (in eight samples) and then tracked the system response accurately. As a comparison,
Fig. 8b is the forecasting result using RNNs trained by the same data set as NF predictor. Apparently,
the RNN predictor could not catch up with the system behaviour at the beginning and at the end of
the testing due to the inadequate training using only an MG data set.

5.2. Chipped gear

The NF prognostic system (and the RNN predictor as well) was updated using the available
data set from the previous worn gear test. A pair of healthy gears was mounted and tested. After
about 155 samples (about 26 h), one tooth was led in the middle with about 15% of the tooth
surface area removed, as shown in Fig. 7b, to simulate a spalling damage. Then the test started
again and continued until the damaged tooth was partly broken out, about 22 h later. Fig. 9a
represents the on-line forecasting result based on xw : It is clear that the prediction matched the
actual state accurately in the period corresponding to its healthy condition (early section). After
the chipped fault was initiated, the NF predictor took only a few samples to catch up with the new
dynamic characteristics of the system again, and then tracked the fault propagation trend well.
The monitoring system gave an alarm about 23 samples (2030 min) prior the tooth breakage.
During that period, big uctuations appeared due to erratic gear meshing stiffness.
On the other hand, the RNN predictor failed to track the system dynamic behaviour after the
fault was initiated because it could not adapt itself effectively to that new system dynamics.

5.3. Cracked gear

The NF system (as well as the RNN predictor) was updated using the new data sets from the
chipped gear. Subsequently, another pair of healthy gears was mounted and tested. After 230 time
samples (about 38 h), a transverse cut with 10% of root thickness was initiated at one tooth of the
gear with 16 teeth to simulate an initial fatigue crack. Fig. 10a shows the real-time forecasting
result using the NF system. It can be seen that the NF predictor worked effectively during the test.
It captured the system behaviour exactly except for the errors just prior to tooth failure. It gave an
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Fig. 8. Gear wear forecasting results: predicted (dashed), actual (solid): (a) using NF system, (b) using RNNs.

alarm signal about possible irregularity about 46 samples (4060 min) before the tooth actually
broke. That was a very valuable indication for the gear system health condition monitoring.
At the same time, after had been trained using more test data sets, the RNN predictor had
learned the system characteristics in that case as shown in Fig. 10b. But its forecasting accuracy
was inferior to that of the NF predictor.

5.4. Other machine fault prognosis

More tests were conducted to evaluate the generality of the developed NF prognostic system. It
was employed in other applications with different scales and different monitoring parameters
from the wavelet index xw.
First, we used a data set corresponding to gear pitting fault, which had been scanned and
digitised from [19]. The signature was represented by a monitoring index from the normalised
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Fig. 9. Chipped gear forecasting results: predicted (dashed), actual (solid): (a) using NF system, (b) using RNNs.

kurtosis based on the overall residual signal. Fig. 11 shows the forecasting result. It can be seen
that the NF predictor could track the system behaviour accurately except for errors occurring at
96 and 108 h locations due to very fast dynamic uctuations. Fig. 12 is another verication test
using the data set from [10], which was a fault propagation trend associated with a shaft
misalignment. The signature was originally represented by a metric of a shaft frequency spectrum.
Again the NF scheme is shown to forecast the misalignment very closely.
The above additional two tests further verify that this proposed NF predictor, even established
by a wavelet index xw ; can also be used effectively to capture the system dynamic characteristics
expressed in different indices and scales.
It should be stated that the time steps used in this on-line prognostics is in terms of 10 min.
Different scales can be applied for specic forecasting applications, such as 1 min, 1 day, 1 week,
etc. The forecasting results can be used appropriately to pre-schedule the machine maintenance
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Fig. 10. Cracked gear forecasting results: predicted (dashed), actual (solid): (a) using NF system, (b) using RNNs.

and repair, so as to delete the traditional routine machine shutdown and check out. In addition,
the current study is for one-step-ahead prediction. Further research is currently in progress to
implement this NF system for multi-step-ahead prognosis for rotary machinery and other real-
world applications.

6. Conclusions

In this paper, two types of the most promising exible-model-based time-series prediction
schemes: RNNs and NF system, were evaluated by using two typical time-series data sets. It was
found that once an NF system is properly trained, it performs better than RNNs in forecasting
future values of non-linear and chaotic time series. An on-line machine fault prognostic system
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Fig. 11. A forecasting test of gear with pitting fault: predicted (dashed), actual (solid).

Fig. 12. A forecasting test of misalignment: predicted (dashed), actual (solid).

was developed using the proposed NF system. A reference function approach was proposed to
enhance the feature representation and to reduce the feature dimension. In the forecasting tests,
corresponding to different gear damage conditions, it was found that the NF prognostic system
could capture system dynamic behaviour quickly and accurately. Its forecasting accuracy was
always higher than that of RNNs. In addition, the developed NF prognostic system was shown to
be a robust real-time predictor. It was veried successfully in other forecasting applications
represented by different monitoring indices and scales.
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Acknowledgements

Financial support of this project has been provided by Materials and Manufacturing Ontario,
Natural Sciences and Engineering Research Council of Canada, and Mechworks Systems Inc.

Appendix A. The neuro-fuzzy predictor inference rule structure

R1: IF (xt3r is S1) AND (xt2r is S2) AND (xtr is S3) AND (xt is S4) THEN (xt+r=c1xt),
R2: IF (xt3r is S1) AND (xt2r is S2) AND (xtr is S3) AND (xt is L4) THEN (xt+r=c2xt),
R3: IF (xt3r is S1) AND (xt2r is S2) AND (xtr is L3) AND (xt is S4) THEN (xt+r=c3xt),
R4: IF (xt3r is S1) AND (xt2r is S2) AND (xtr is L3) AND (xt is L4) THEN (xt+r=c4xt),
R5: IF (xt3r is S1) AND (xt2r is L2) AND (xtr is S3) AND (xt is S4) THEN (xt+r=c5xt),
R6: IF (xt3r is S1) AND (xt2r is L2) AND (xtr is S3) AND (xt is L4) THEN (xt+r=c6xt),
R7: IF (xt3r is S1) AND (xt2r is L2) AND (xtr is L3) AND (xt is S4) THEN (xt+r=c7xt),
R8: IF (xt3r is S1) AND (xt2r is L2) AND (xtr is L3) AND (xt is L4) THEN (xt+r=c8xt),
R9: IF (xt3r is L1) AND (xt2r is S2) AND (xtr is S3) AND (xt is S4) THEN (xt+r=c9xt),
R10: IF (xt3r is L1) AND (xt2r is S2) AND (xtr is S3) AND (xt is L4) THEN (xt+r=c10xt),
R11: IF (xt3r is L1) AND (xt2r is S2) AND (xtr is L3) AND (xt is S4) THEN (xt+r=c11xt),
R12: IF (xt3r is L1) AND (xt2r is S2) AND (xtr is L3) AND (xt is L4) THEN (xt+r=c12xt),
R13: IF (xt3r is L1) AND (xt2r is L2) AND (xtr is S3) AND (xt is S4) THEN (xt+r=c13xt),
R14: IF (xt3r is L1) AND (xt2r is L2) AND (xtr is S3) AND (xt is L4) THEN (xt+r=c14xt),
R15: IF (xt3r is L1) AND (xt2r is L2) AND (xtr is L3) AND (xt is S4) THEN (xt+r=c15xt),
R16: IF (xt3r is L1) AND (xt2r is L2) AND (xtr is L3) AND (xt is L4) THEN (xt+r=c16xt),
where Sk and Lk denote the corresponding Small and Large membership functions,
respectively, k=1,2,y,4. The consequent terms are

cj xt cj1 xt3r cj2 xt2r cj3 xtr cj4 xt cj5 ; j 1; 2; y; 16:

Appendix B. Derivative of the least-squares estimate equations

From Eq. (9),

Ay d; B:1

let Ai be a submatrix of A composed by the rst ith rows of A, the ith row vector of matrix A be ai,
and the ith element of d be d(i). Let

T i ATi Ai ; S i T 1
i ; i 0; 1; 2; y; P  1; B:2

then, we have

T i1 ATi Ai aTi1 ai1 T i aTi1 ai1 ; B:3

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830 W.Q. Wang et al. / Mechanical Systems and Signal Processing 18 (2004) 813831

T 1 T 1
i ai1 ai1 T i S i aTi1 ai1 S i
S i1 T 1 1
i1 T i  Si  ; B:4
1 ai1 T 1 T
i ai1
1 ai1 S i aTi1
which is the Eq. (11).
For the ith training data pair, from Eq. (B.1),
Ai y i d i ; B:5
where d i d 1 ; d 2 ; y; d i
T : The initial condition is y0=0. Then we have
" # " i #
Ai d
yi1 i1
; B:6
ai1 d
" #T " # " #T " #
Ai Ai Ai di
yi1 : B:7
ai1 ai1 ai1 d i1
Thus,
yi1 S i1 ATi d i d i1 aTi1

S i aTi1 ai1
yi  y d i1 S i1 aTi1
1 ai1 S i aTi1 i
S i aTi1
yi  ai1 yi d i1 S i1 aTi1
1 ai1 S i aTi1
" #
S i aTi1 ai1 S i aTi1
T
yi  S i ai1  ai1 yi d i1 S i1 aTi1
1 ai1 S i aTi1
" #
S i aTi1 ai1 S i
yi  S i  aT ai1 yi d i1 S i1 aTi1
1 ai1 S i aTi1 i1
yi  S i1 aTi1 ai1 yi d i1 S i1 aTi1
yi  S i1 aTi1 d i1  ai1 yi
B:8
which is the formula in Eq. (10).

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