Performance Metrics in the Perspective of Prognosis Uncertainty

Bruno P. Leão and Takashi Yoneyama
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Full Paper
phmc_13_080.pdf475.82 KBOctober 24, 2013 - 2:28am

The subject of uncertainty in failure prognosis, including the importance of estimating and managing it, is a recurring topic in PHM literature. Considering that the prognosis task comprises forecasting, this could not be any different. However, prognosis performance metrics proposed in literature are usually concerned with measuring adherence to requirements, but not the adequate representation of the true uncertainty that arises from various sources in a prognosis problem. This paper presents statistically sound means for evaluating the performance of prognosis methods in the perspective of comparing the true uncertainty to its estimates. This provides a useful yet simple framework for failure prognosis performance evaluation.

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Submission Keywords: 
performance metrics
failure prognosis
Probability Integral Transform
Submission Topic Areas: 
Standards and methodologies
Uncertainty Quantification and Management in PHM
Verification and validation
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