Uncertainty-aware Remaining Useful Life predictor

Remaining Useful Life (RUL) estimation is the problem of inferring how long a certain industrial asset can be expected to operate within its defined specifications. Deploying successful RUL prediction methods in real-life applications is a prerequisite for the design of intelligent maintenance strategies with the potential of drastically reducing maintenance costs and machine downtimes. In light of their superior performance in a wide range of engineering fields, Machine Learning (ML) algorithms are natural candidates to tackle the challenges involved in the design of intelligent maintenance systems. In particular, given the potentially catastrophic consequences or substantial costs associated with maintenance decisions that are either too late or too early, it is desirable that ML algorithms provide uncertainty estimates alongside their predictions. However, standard data-driven methods used for uncertainty estimation in RUL problems do not scale well to large datasets or are not sufficiently expressive to model the high-dimensional mapping from raw sensor data to RUL estimates. In this work, we consider Deep Gaussian Processes (DGPs) as possible solutions to the aforementioned limitations. We perform a thorough evaluation and comparison of several variants of DGPs applied to RUL predictions. The performance of the algorithms is evaluated on the N-CMAPSS (New Commercial Modular Aero-Propulsion System Simulation) dataset from NASA for aircraft engines. The results show that the proposed methods are able to provide very accurate RUL predictions along with sensible uncertainty estimates, providing more reliable solutions for (safety-critical) real-life industrial applications.