An Ensemble of Modified Support Vector

Regression Models for Data-Driven Prognostics

Josey Mathew∗ , Prahlad Vadakkepat∗ , Ming Luo† , and Chee Khiang Pang∗
∗
Department of Electrical and Computer Engineering,
National University of Singapore, Singapore 117576.
Email: josey.mathew@u.nus.edu, prahlad@nus.edu.sg, justinpang@nus.edu.sg
† Singapore Institute of Manufacturing Technology,

71 Nanyang Drive, Singapore 638075.

Email: mluo@simtech.a-star.edu.sg

Abstract—Accurate models for estimation of remaining useful
life (RUL) is a key tool to improve productivity and reliability in
modern industries. Recent advancements in machine learning and
easier availability of data are driving development of data driven
prognostic frameworks for estimation of RUL. Direct adoption of
learning algorithms is challenging due to inherent characteristics
of the domain like non-causal definition of required target,
heterogeneity among the units, and temporal dependencies.
This paper proposes a prognostic framework that attempts to
overcome these using a modified support vector regression (SVR)
as its base. SVR is modified with temporal features and an
adaptive penalty term that gives higher importance to targets
closer to the end-of-life of units. An ensemble of such models
is learned on groups of units having similar trajectories. The
framework is evaluated on benchmark data set to estimate the
RUL of aircraft engines.
Index Terms—Support Vector Regression, Data-driven Prog-
nostics, Ensemble, Time-series
I. I NTRODUCTION
Industries are under constant pressure to improve profitabil-
ity while ensuring that the reliability and safety of equipment
and personnel are not compromised. A principal mechanism
to achieve this objective is by performing regular maintenance
of the equipment. Costs associated with maintenance however,
forms a considerable chunk of operational expenses in most
industries. Performing appropriate maintenance at the optimal
time is essential to avoid unexpected breakdowns that can
significantly hamper the operations of the industry. Historically
maintenance philosophies have been categorized into reactive,
preventive, and predictive approaches [1]. Reactive philosophy
[2] performs maintenance activity only when the machine is
broken and as such is used only for non-critical systems. Time-
based or preventive maintenance relies on statistical estimates
of failure time to determine optimal maintenance schedules but
do not adapt to the actual condition of the individual machine.
Finally, predictive maintenance [3] is the modern condition
driven strategy that tracks “health” of the unit in real-time to
estimate the remaining useful life (RUL) and optimizes the
maintenance schedule.
A large number of predictive maintenance algorithms and
framework have been developed [1], [4]–[6] and can be
broadly classified into physical-model based and data-driven
algorithms. Physical-model based algorithms work from first
principles developing detailed mathematical models of the
unit that are simulated and compared to the real system to
diagnose faults and estimate the RUL. However, developing
precise mathematical models is not practical for modern com-
plex engineering systems. Data-driven [7]–[10] approaches
on the other hand utilizes historical records from similar
machines to approximate physical degradation models. With
recent advancements in computational processes and learning
algorithms there is a large push to develop more robust and
accurate data-driven prognostic algorithms. Direct adoption of
machine learning algorithms has had limited success due to
the unique challenges in prognostic applications.
This paper reviews some of the challenges in learning
prognostic models from run-to-failure (RTF) data sets and
develops a novel framework to overcome them. Support vector
regression (SVR), a machine learning algorithm with strong
theoretical foundations and generalization capabilities based
on structural risk minimization is adapted to address the
challenges posed by the prognostic task. The framework is
empirically evaluated on a popular benchmark data set to
estimate the RUL in aircraft engines.
II. C HALLENGES IN DATA - DRIVEN P ROGNOSTICS
Ease of collection and storage of historical sensor measure-
ments and maintenance records are driving the development of
novel data-driven algorithms to estimate RUL. Challenges in
adopting data-driven algorithms for prognostics are described
in this section.
Historical data available for learning typically consists
of RTF measurements from n units {U 1 , · · · , U n } of a
fleet or multiple maintenance cycles of the same unit. The
RTF data for the ith machine consists of time-series sensor
measurements from an initial state to final state before an
unplanned failure or scheduled maintenance represented as
{s1i , · · · , sfi i }. Each unit has a different failure time fi . The
aim of prognostic models is to estimate the RUL (rkt ≈ fk −t)
given U tk = {s1k , · · · , stk }, the measurement up to time t.
Learning from such data sets falls under the paradigm
of supervised machine learning algorithms that learn a
mapping function f (·) from an input x to approximate

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 the desired output y ≈ f (x). This mapping function is
learned using a training data set of known input-output pairs
{(x1 , y1 ), · · · , (xn , yn )}. A clear definition of desired output
is however challenging for prognostic applications. Given the
RTF of Unit i (U i ) a straightforward output target at time
t is of the form fi − t. This non-causal target assignment
requires knowledge of the future events which is not available
while making predictions for the test unit U tk . Number of
approximations have been proposed with varying degree of
success to address this challenge. The target is approximated
as a kink function in [11] with constant RUL during the initial
stages beyond which it is set to fi − t. Other approaches
include approximating the internal health index (HI) of the ma-
chine using an exponential model [2], [12] or linear function
with variations allowed in failure threshold [13], [14]. These
approximations are then utilized as targets for the learning
algorithm with no emphasis given to their exactness.
Another major challenge is the inherent variations present
even among units of similar type due to manufacturing dif-
ferences and operational conditions. Such diversity affects the
generalization capability as a single model is unable to capture
nuances present in the fleet. Multiple models in an ensemble
framework have been used to adapt to such diversity. In [7],
[8], [13], multiple neural network models trained with different
parameters were used. Ensemble models trained on different
random subsets of data have also been described for prognostic
application [15]. An ensemble of different learning algorithms
has also been developed [14]. Above ensemble techniques at-
tempts at addressing heterogeneity in the data using modeling
techniques while not attempting to differentiate the variations
in the data itself.
The sequential form of RTF for each unit with the differing
length is also challenging to machine learning algorithms
that expect a fixed dimensional feature vector x. Addition-
ally, most learning algorithms assume that the features are
drawn from an independent and identically distributed (iid)
distribution. Such an assumption is not valid for RTF data
sets as measurements and predictions at time t are dependent
on its past. A time-window based modification is generally
t RTF data from n units. An implicit definition of RUL for
applied
 t where thet−q−1feature vector is redefined from x = si to
x = si · · · si so that the algorithm is aware of the
context of window size q before estimating the RUL [7], [8].
In spite of such challenges numerous frameworks have been
proposed for data-driven prognostic modeling. RUL of aircraft
engines are estimated using an ensemble of neural networks
in [7]. Recurrent neural networks are used to diagnose faults
in railway track systems in [9]. Support vector regression
(SVR) is shown to be an effective time-series based prognostic
algorithm in [17].
SVR based algorithms have inherent advantages compared
to other data-driven algorithms like neural networks or general
path models. SVR optimization is based on the structural risk
minimization principle that balances between empirical risk
minimization and generalization capability of the model [18].
The convex optimization problem also guarantees a single
solution that is easily reachable unlike local optima using
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iterative learning in neural networks. The convex nature also
means that the solution is stable and not dependent of initial
parameters of the learning algorithm. However, the adoption
of SVR for prognostic applications has been limited in liter-
ature. This paper attempts to bridge this gap by modifying
SVR for prognostic modeling by addressing the challenges
mentioned above. The time dependency is captured using an
auto-regressive window of features. The proposed framework
utilizes an exponential HI formulation as the target label for
SVR with an adaptive error penalty. Diversity in the training
units is addressed by clustering the RTF data into groups based
on their measured trajectories.
III. P ROPOSED F RAMEWORK FOR DATA - DRIVEN
P ROGNOSTICS
The framework for prognostic modeling using the modified
SVR algorithm is shown in Fig. 1. During the training phase,
historical RTF from the n units (U 1 , · · · , U n ) are prepro-
cessed for supervised learning. The challenge in defining
targets for the learning algorithm is partially addressed by
health modeling (HM) that assigns a synthetic HI hti to each
measurement. It is worth noting that HM algorithm models HI
using the complete run-to-failure data that is available during
training and as such cannot be applied to estimate HI in real-
time implementations. The multi-variate time-series data set
is then clustered into k groups C1 , · · · , Ck to identify units
having similar sensor and degradation profiles. A prognostic
regression model (PRM) is trained on each group to learn
the functional mapping from the input feature xti to its
corresponding HI hti . The k PRM are combined as an ensemble
model that can be used to make prediction of the HI of a test
unit from its partial run data. The final predicted HI is then
mapped back to obtain an estimate of the RUL.
Each sub-component of the framework is described in detail
in the following sub-sections.
A. Health Modeling
The objective of prognostic modeling is to estimate the RUL
given sensor measurements up to time t by learning from
learning is fi − t where fi is the failure time for the ith unit.
However, this definition is non-causal and is dependent on
future events and inadvertently introduces a linear degradation
assumption. Training PRM using such a definition hinders the
learning capacity of the algorithm. A better estimate of the
RUL can be obtained if an indicator for the state of health
is known and can be used to forecast its future evolution.
Such an indicator is often not present or observable in realistic
engineering applications [6], [7]. An alternative approach is to
utilize synthetic indicators of health either based on domain
knowledge or heuristic intuition. In [7], [12] the target HI to
be predicted is approximated as,
t
hit = a(e−bsi +c − ec ) (1)
where a, b, c are parameters that are empirically estimated by
assuming the HI to be close to 1 during the initial cycles and
 utx
Test engine
uf11 Health Prognostic
hf11 Regression
Historical run-to-failure Modeling C1
Model
uf22 Health
hf22 Trajectory Prognostic
Modeling Regression Ensemble
clustering C2
.. .. .. Model
..
. . . .
h̃tx
ufnn Health Prognostic
Modeling hfnn Regression
Ck
Model Re-scaling

rjt

Fig. 1. Proposed framework for prognostic applications

0 close to the end-of-life of the unit. The above synthetic HI valid alignments between two time-series of lengths n and m.
is used by the proposed framework. Additionally, an adaptive And finally, Da,b (π) is the distance metric computed as,
weighting is introduced into the learning algorithm (Section
l
III-C) to give higher importance to errors made closer to X
Da,b (π) = φ(xπai , bπyi ) (3)
the end-of-life of the unit. These models were then used to
i=1
estimate the HI of a test engine with partial data and multiplied
by a constant (average RUL) to obtain an estimate of the RUL where φ(·, ·) is a distance metric like Euclidean distance.
of the machine. For a richer representation of the whole spectrum of costs
among the different alignments in I(n, m) the DTW metric
has been extended to the global alignment kernel (GAK) [20]
B. Trajectory Clustering
as, X
The training data set consists of RTF data from multiple kGA (a, b) = exp−Da,y (π) . (4)
similar units over a period of time. Each unit starts with a π∈I(n,m)
different initial condition and operates under different loading
and environmental conditions. These variations affect the GAK can be trivially used for multi-variate time-series of dif-
degradation profile of individual models and hence attempting fering lengths by using kernels like Gaussian for computation
to fit a single time-series model to all the units is difficult. To of the distance metric. The proposed framework utilizes DTW
overcome this issue a clustering of units is performed prior with GAK to compute similarity between the different training
to modeling by the SVR algorithm. This clustering identifies units and cluster them into k different groups.
units with similar degradation profiles and builds individual
C. Prognostic Regression Modeling
models for them.
Partitional clustering algorithms like k-means clustering Support Vector Regression (SVR) [18] is a non-linear
requires the determination of a similarity index between each regression algorithm than maps the features into a higher
pair of units. The multi-variate time-series with differing dimensional kernel based Hilbert space where the mapping
lengths in prognostic data sets make it hard to determine is linearized. Given a training data set of N iid sample,
traditional similarity metrics like Euclidean distance. Dy- S = {(x1 , y1 ), · · · , (xN , yN )} where x1 , · · · , xN ∈ Rm are
namic time wrapping (DTW) [19] has been used compute the m dimensional features and y1 , · · · , yN ∈ R are their
similarity between two time-series. Given two time-series respective output values, SVR learns a mapping function f (x)
a = (a1 , · · · , an ) and b = (b1 , · · · , bm ) DTW computes the to predict yi by optimizing the following,
minimum distance between them with respect to the alignment 1X
π as, max∗ − (αi − αi∗ )K(xi , xj )(αj − αj∗ )− (5)
α,α 2 i,j
DTW(a, b) = min Da,b (π) (2) X X
π∈I(n,m)  (αi + αi∗ ) + yi (αi − αi∗ )
(P i i
where π = (π a , π b ) are incremental integer vectors of length αi∗
i αi − =0
l ≤ n + m − 1 such that 1 = πa1 ≤ · · · ≤ πal = n and s. t.
1 = πb1 ≤ · · · ≤ πbl = m. I(n, m) is the set of all possible αi , αi∗ ∈ [0, C],

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 where,  ∈ R+ is the width of zero loss band around yi ,
C ∈ R+ is the regularization parameter, K(·, ·) is the kernel
function, and α, α∗ ∈ R+n are the optimization variables
[18]. The optimal values of α, α∗ are used to compute the
output function as,
N for prognostic applications as higher penalty is given as time
X
f (x) = (αi − αi∗ )K(x, xi ) + b.
i=1
SVR formulation assumes independence between the fea-
ture vector x. This restricts the capacity of SVR to capture
temporal dependency that exists in prognostic application. A
simple approach is to use a feature vector with a window of
past measurements [21]. Such a formulation has been used
in areas like financial time-series prediction, environmental
parameter estimation, electrical load prediction, and machine
reliability forecasting [22], [23]. Additionally, temporal de-
pendency in output [24] can also be captured using past
predictions of length p as,
xti = f (xt−1 ) · · · f (xt−p ) sti st−1 · · · sit−q−1
 
i i i Modified SVR
Such a formulation limits SVR to fixed window of features
and introduces problems in initialization. In the proposed
framework the window parameters p, q (∈ [0, 30]) are tuned
using cross-validation and auto-regressive components are
initialized to the mean values from the training data set.
Alternate modifications to SVR include an alignment kernel
[25] to identify common sub-segments of the time-series and
multiple kernel regression [23] approach. The structural risk
minimization principle with its strong regularization approach
enables SVR to generalize with sparse amount of data. How-
ever, the adoption of SVR for prognostic applications has been
limited [27].
The original optimization problem of SVR in (6) considers
all the training instances to be equal imposing a fixed zero
error loss of width  around the target yi . However, the
target for prognostic applications are an approximation in
the form of synthetic HI as explained earlier. A fixed width
insensitive region around the target inadvertently biases the
learning algorithm to a strict definition of output, even though
the HI is synthetically generated. The ambiguity in the HI
is higher during the initial lifetime of the unit while being
more accurate towards its end-of-life. This uncertainty can be
captured by adapting the width of the insensitive region based
on the fraction of lifetime.
This modified SVR model for prognostic applications
(SVR-P) can be determined by modifying the original objec-
tive function given in (6) as following,
1 X X ti ∗ t t t ∗
max∗ − (αi − αiti )K(stii , sjj )(αjj − αjj )− (8)
α,α 2 i,j t ,t
i j
t ∗
XX XX
tii (αiti + αij ) + yiti (αiti − αiti )
i t i ti
(P Pi
ti ti ∗
i ti (αi − αi ) =0
s. t. ∗ In engineering applications early prediction of end-of-life is
αiti , αiti ∈ [0, C]
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This formulation introduces ti that modifies the zero error loss
region around the target value as shown in Fig. 2. The blue
region shows the insensitive region of SVR as given in (6),
while the inner red region shows the modified loss region for
SVR-P as defined in (8). This formulation is more beneficial
(6) increases nudging the PRM to more accurately predict the HI
at later stages of machine life. Additionally, this also helps to
reduce the ambiguity in the definition of target for PRM.
0.8
Health Index
0.4
-insensitve region
(7) SVR
0.0
0 50 100 150 200
Time
Fig. 2. Comparison of SVR loss region
IV. C ASE S TUDY: A IRCRAFT E NGINE D EGRADATION
DATA S ET
Prognostic models have been developed for a wide range
of applications like railway track fault identification [9],
aerospace remaining life determination, semi-conductor cham-
ber degradation, etc. However, the lack of common bench-
marking data set hindered development and comparison of
different models. The PHM society released the commercial
modular aero-propulsion system simulation (CMAPSS) data
set [16] to create a common benchmarking platform for
researchers. The repository consists of four sub data sets
(FD001-FD004) and PHM data challenge data set. Each data
set consists of a training and test units consisting of sensor
data from a fleet of aircraft engines that were generated
using NASA simulation software. The FD001 and FD003 data
sets were generated under a single operating condition while
FD002 and FD004 operated under 6 different regimes. FD001
and FD002 were simulated with one induced fault while the
rest had two types of faults.
The training units consist of RTF data from multiple en-
gines with different initial conditions to mimic manufacturing
variations. The objective of the data set is to build models
to estimate the RUL of test units. Faults modes are injected
∗
at random unknown points of operation for both training and
testing unit. Measurements from 21 sensors along with three
operating settings are provided as defined in [16].
preferred to late predictions. This can ensure safe operation of
888
 the unit by giving sufficient time for planning maintenance. To
favor such early predictions, the organizers of data challenge
have provided an exponential scoring function that penalizes
the difference between estimated RUL r̂it and the true RUL rit
for a fleet of n engines as,
n
 t −r t
e− r̂i10 i
X − 1 for r̂it − rit < 0
s= si , si = t
r̂i −rit
e 13 − 1 for r̂t − rt ≥ 0
i i
The proposed prognostic framework was evaluated on
FD001 and FD003 subsets of CMAPSS data sets that operated
under a single regime. Out of 21 sensors a few have no
trends while others have either a positive or negative trend
through the lifetime of the unit. Sensors 2, 3, 4, 7, 11, 12,
15 were selected following analysis in [12] as features for the
algorithm. It is worth noting that a rigorous sensor selection
with feature extraction can further improve the performance
of the prognostic framework.
To improve the prediction closer to the end-of-life of the
unit the SVR-P shown in (8) was used with tii set as  times
target value normalized in the range of (0, 1]. Nine different
groups of trajectories were identified using GAK distance
while training to form the PRM clusters of the ensemble.
For models with target HI, the exponential HI (1) was used
to determine the target value for the regression model. In
addition to the above the other hyper-parameters like the
regularization parameter C (∈ [1, 500]), width of loss band
 (∈ [0.1, 0.4]), and window width parameters were tuned
using cross-validation to reduce the root-mean square error
• For most of the models, modified zero loss region of
SVR-P reduces the penalty score significantly. This is
further validated in Fig. 3 where the actual and predicted
HI using ensemble models on the training subset of
FD001 is shown. It can be observed that the predictions
made using the modified loss is closer to the true value
(diagonal line) and the prediction error tapers as true HI
(9)
gets closer to 0 or the unit is nearing its end-of-life.
• Fixing the target for regression algorithms as HI reduces
the penalty score drastically when compared to directly
estimating the RUL. Direct estimation of RUL is hard due
to its very definition as a linear function which is available
only after the unit has reached its end-of-life. With such
a definition the targets for the regression algorithm will
vary a lot although the sensor values are within a small
region.
• The single PRM has the best overall score in FD001 data
set while ensemble model performs better for FD003. The
ensemble approach is more suitable for FD003 as it has
two different fault types that are differentiated in the unit
clustering model before being trained using regression
algorithm.
1.25
1.00
Predicted Health Index

on a subset of the training data set.

0.75
TABLE I
C OMPARISON OF S CORE L OSS FOR FD001 AND FD003 OF CMAPSS

0.50
Score penalty
Prognostic model Error band Target
FD001 FD003
SVR Constant RUL 68749 1078 × 106
SVR-P Modified RUL 47037 1212 × 106
0.25 Modified
SVR-W Constant RUL 53330 3943 × 103
SVR-P-W Modified RUL 39773 5139 × 103 Constant
SVR-W Constant HI 8183 44530
SVR-P-W Modified HI 698 9534
Ensemble SVR-W Constant HI 1832 2034 0.00
Ensemble SVR-P-W Modified HI 797 1087 0.00 0.25 0.50 0.75 1.00 1.25
Health Index
The model learned from the training subset of the data set
using parameters and configurations described earlier. The test
Fig. 3. Prediction with constant and modified -insensitive loss functions for
units were then used to estimate RUL and evaluated using random training unit
the exponential score loss function (9). Various configurations
of the proposed framework was implemented and evaluated. The CMAPSS data set has been used extensively for the
Four different types of models were trained using either the development and evaluation of diagnostic and prognostic algo-
original SVR, SVR-P, SVR-P with window features (SVR- rithms. In [27], a higher level overview of the data set and cat-
P-W), and ensemble of SVR-P-W models. The improvement egorization of published literature based on problem objective,
with respect to using HI instead of directly estimating RUL treatment of uncertainty, performance evaluation is given. The
was also evaluated. difference in sensor selection, learning objectives, evaluation
The exponential score penalty computed using (9) for above metrics make a direct comparison among the methods difficult.
model combinations is given in Table I. From the results, the An extensive comparison based on multiple algorithms is
following observations can be inferred. available in [7], [8]. The best penalty score reported in these

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 papers is 334.23 and 421.91 for FD001 and FD003 respec-
tively using an ensemble of deep belief networks [8]. The
framework described in this paper improves the performance
of SVR algorithms for prognostic applications and achieves
score close to the state of the art. While ensemble of PRM
does not achieve the best score compared to neural network [7]
and deep belief networks [8] the convex formulation ensures
that the results are more stable. Additionally, SVR offers
advantages like generalization guarantee based on statistical
risk minimization and sparse final model [18].
V. C ONCLUSION
In this paper a data-driven prognostic framework utiliz-
ing SVR as the base model is developed and evaluated on
benchmarking data sets. The proposed approach attempts to
address some of the challenges in directly adopting regression
algorithms for data-driven prognostic. Firstly, instead of direct
prediction of the RUL for a unit an indirect indicator of the
internal health of the machine is modeled and utilized. Sec-
ondly, time-series clustering algorithms are utilized to group
the units in the fleet and learn separate models. Finally, the
regression algorithm itself is modified for prognostic problems
by modifying the features used and the SVR loss region
based on the unit’s proximity to end-of-life. The framework is
evaluated on benchmark data sets and achieves performance
close to state-of-art results.
The proposed prognostic framework may be further im-
proved by following approaches. Temporal models may be
learned to estimate the evolution of health indices predicted by
the ensemble framework. The models can then be used to give
a probabilistic estimate of RUL. Real-world prognostic tasks
involve additional challenges like sparse training data, change
in operating modes, maintenance activities partially restoring
health. The models may be updated online by adding new
clusters in the ensemble to account for the above dynamic
changes in underlying system.
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