IFP-ADAC: A Two-stage Interpretable Fault Prediction Model for Multivariate Time Series

Weilin Wang, Zhaohui Peng, Senzhang Wang, Hao Li, Min Liu, Liang Xue, Nengwei Zhang

Abstract: Fault prediction is critically important for many mobile equipments such as vehicles, ships and spacecrafts. Sensors deployed on these equipments continuously collect the status data, which are usually multivariate time series data. It is challenging to accurately predict the failure of the equipments based on the generated multivairate time series due to the complex correlations among the variables and the dynamic operation conditions. Though many methods have been proposed, they are not effective to provide an interpretable and accurate fault prediction result. This paper proposes a two-stage Interpretable Fault Prediction method based on Anomaly Detection and Anomaly Accumulation, called IFP-ADAC. Specially, we first design an anomaly detection module based on Generative Adversarial Nets due to the lack of samples. The generator captures the correlations among multiple variables and the temporal dependency within each variable jointly. Second, we design an anomaly accumulation model based on LSTM to capture the anomaly growth pattern, and the attention mechanism has been introduced to consider the severity of the detected anomalies. Compared with the end- to-end methods, our two-stage fault prediction method based on anomaly detection and accumulation has better interpretability. Extensive experiments conducted on two real-world datasets show the superior performance of our method.