# US 11,308,404 B2 · Synthesizing high-fidelity signals with spikes for prognostic-surveillance applications

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- Number: US 11,308,404 B2
- Document ID: US11308404B2
- Status: Granted
- Kind: B2
- Application number: 16/215,345
- Filed: 2018-12-10
- Published: 2020-06-11
- Granted: 2022-04-19
- Earliest claimed: 2018-12-10
- Assignees: Oracle International Corporation
- Applicants: Oracle International Corporation
- Inventors: Guang C. Wang; Kenny C. Gross
- Web page: https://patentgrep.com/patent/US11308404B2

## CPC

- G06N 5/04: Inference or reasoning models
- G01R 23/20: Measurement of non-linear distortion
- G06N 20/00: Machine learning
- H04L 63/1425: {Traffic logging, e.g. anomaly detection}
- G01R 31/343: {in operation}
- G06N: COMPUTING ARRANGEMENTS BASED ON SPECIFIC COMPUTATIONAL MODELS
- G01R: MEASURING ELECTRIC VARIABLES; MEASURING MAGNETIC VARIABLES (indicating correct tuning of resonant circuits H03J3/12)
- H04L: TRANSMISSION OF DIGITAL INFORMATION, e.g. TELEGRAPHIC COMMUNICATION (arrangements common to telegraphic and telephonic communication H04M)

## Abstract

The system receives original time-series signals from sensors in a monitored system. Next, the system detects and removes spikes from the original time-series signals to produce despiked original time-series signals, which involves using the original time-series data to optimize a damping factor, which is applied to a threshold for a spike-detection technique, and using the spike-detection technique with the optimized damping factor to detect the spikes. The system then generates despiked synthetic time-series signals, which are statistically indistinguishable from the despiked original time-series signals. The system also includes synthetic spikes, which have the same temporal, amplitude and width distributions as the spikes in the original time-series signals, in the despiked synthetic time-series signals to produce synthetic time-series signals with spikes. The system uses the synthetic time-series signals with spikes to train an inferential model, and uses the inferential model to perform prognostic-surveillance operations on subsequently-received signals from the monitored system.

## Claims

### Claim 1

A method for performing prognostic-surveillance operations on a monitored system, comprising:
receiving original time-series signals from sensors in the monitored system;
detecting and removing spikes from the original time-series signals to produce despiked original time-series signals, wherein detecting the spikes involves,
using the original time-series data to optimize a damping factor, which is applied to a threshold for a spike-detection technique, and
using the spike-detection technique with the optimized damping factor to detect the spikes;
generating despiked synthetic time-series signals, which are statistically indistinguishable from the despiked original time-series signals;
including synthetic spikes, which have the same temporal distribution, amplitude distribution and width distribution as the spikes in the original time-series signals, in the despiked synthetic time-series signals to produce synthetic time-series signals with spikes;
using the synthetic time-series signals with spikes to train an inferential model; and
using the inferential model to perform prognostic-surveillance operations on subsequently-received time-series signals from the monitored system.

### Claim 2 (depends on 1)

The method of claim 1, wherein optimizing the damping factor comprises:
using the spike-detection technique with an initial damping factor to detect and remove the spikes from the original time-series signals to produce despiked original time-series signals;
generating despiked synthetic time-series signals, which are statistically indistinguishable from the despiked original time-series signals;
including synthetic spikes in the despiked synthetic time-series signals to produce ground truth synthetic time-series signals, wherein the synthetic spikes have expanded and contracted temporal distributions, amplitude distributions and width distributions with respect to the spikes in the original time-series signals;
performing tests, which involve varying the damping factor while using the spike-detection technique to detect spikes in the ground truth synthetic time-series signals; and
determining an optimized damping factor based on true and false detections resulting from the tests.

### Claim 3 (depends on 1)

The method of claim 1, wherein the spike-detection technique comprises one of the following:
a phase-space thresholding technique, which uses a phase-space-related threshold;
an acceleration-thresholding technique, which uses an acceleration threshold; and
a wavelet-thresholding technique, which uses a wavelet-space-related threshold.

### Claim 4 (depends on 1)

The method of claim 1, wherein generating the despiked synthetic time-series signals includes:
decomposing the despiked original time-series signals into deterministic and stochastic components; and
using the deterministic and stochastic components to produce the despiked synthetic time-series signals.

### Claim 5 (depends on 1)

The method of claim 1, wherein the despiked synthetic time-series signals have the same serial-correlation structure, cross-correlation structure, and stochastic content as the despiked original time-series signals.

### Claim 6 (depends on 5)

The method of claim 5, wherein the stochastic content includes one or more of the following:
a mean;
a variance;
a skewness;
a kurtosis; and
Kolmogorov-Smirnov test statistics.

### Claim 7 (depends on 1)

The method of claim 1, wherein generating the despiked synthetic time-series signals involves using a telemetry parameter synthesis (TPSS) technique, which creates a high-fidelity synthesis equation, and then uses the high-fidelity synthesis equation to produce the despiked synthetic time-series signals.

### Claim 8 (depends on 7)

The method of claim 7, wherein using the TPSS technique to generate the despiked synthetic time-series signals includes:
using an autocorrelation technique to determine a longest period for each signal in the despiked original time-series signals;
selecting a portion of the despiked original time-series signals that contains an integer number of periods;
determining a number of Fourier modes Nmode, which equals a number of peaks in a spectral-density function for the despiked original time-series signals;
selecting the maximum Nmode Fourier modes; and
using the selected Nmode Fourier modes to produce the despiked synthetic time-series signals.

### Claim 9 (depends on 1)

The method of claim 1, wherein using the inferential model to perform prognostic-surveillance operations on the subsequently-received time-series signals comprises:
using the prognostic inferential model to generate estimated values for the subsequently-received time-series sensor data;
performing a pairwise differencing operation between actual values and the estimated values for the subsequently-received time-series sensor data to produce residuals; and
performing a sequential probability ratio test (SPRT) on the residuals to detect the incipient anomalies.

### Claim 10 (depends on 9)

The method of claim 9, wherein detecting the incipient anomalies comprises detecting one or more of the following:
an impending failure of the monitored system; and
a malicious-intrusion event in the monitored system.

### Claim 11

A non-transitory computer-readable storage medium storing instructions that when executed by a computer cause the computer to perform a method for performing prognostic-surveillance operations on a monitored system, the method comprising:
receiving original time-series signals from sensors in the monitored system;
detecting and removing spikes from the original time-series signals to produce despiked original time-series signals, wherein detecting the spikes involves,
using the original time-series data to optimize a damping factor, which is applied to a threshold for a spike-detection technique, and
using the spike-detection technique with the optimized damping factor to detect the spikes;
generating despiked synthetic time-series signals, which are statistically indistinguishable from the despiked original time-series signals;
including synthetic spikes, which have the same temporal distribution, amplitude distribution and width distribution as the spikes in the original time-series signals, in the despiked synthetic time-series signals to produce synthetic time-series signals with spikes;
using the synthetic time-series signals with spikes to train an inferential model; and
using the inferential model to perform prognostic-surveillance operations on subsequently-received time-series signals from the monitored system.

### Claim 12 (depends on 11)

The non-transitory computer-readable storage medium of claim 11, wherein optimizing the damping factor comprises:
using the spike-detection technique with an initial damping factor to detect and remove the spikes from the original time-series signals to produce despiked original time-series signals;
generating despiked synthetic time-series signals, which are statistically indistinguishable from the despiked original time-series signals;
including synthetic spikes in the despiked synthetic time-series signals to produce ground truth synthetic time-series signals, wherein the synthetic spikes have expanded and contracted temporal distributions, amplitude distributions and width distributions with respect to the spikes in the original time-series signals;
performing tests, which involve varying the damping factor while using the spike-detection technique to detect spikes in the ground truth synthetic time-series signals; and
determining an optimized damping factor based on true and false detections resulting from the tests.

### Claim 13 (depends on 11)

The non-transitory computer-readable storage medium of claim 11, wherein the spike-detection technique comprises one of the following:
a phase-space thresholding technique, which uses a phase-space-related threshold;
an acceleration-thresholding technique, which uses an acceleration threshold; and
a wavelet-thresholding technique, which uses a wavelet-space-related threshold.

### Claim 14 (depends on 11)

The non-transitory computer-readable storage medium of claim 11, wherein generating the despiked synthetic time-series signals includes:
decomposing the despiked original time-series signals into deterministic and stochastic components; and
using the deterministic and stochastic components to produce the despiked synthetic time-series signals.

### Claim 15 (depends on 11)

The non-transitory computer-readable storage medium of claim 11, wherein the despiked synthetic time-series signals have the same serial-correlation structure, cross-correlation structure, and stochastic content as the despiked original time-series signals.

### Claim 16 (depends on 11)

The non-transitory computer-readable storage medium of claim 11, wherein generating the despiked synthetic time-series signals involves using a telemetry parameter synthesis (TPSS) technique, which creates a high-fidelity synthesis equation, and then uses the high-fidelity synthesis equation to produce the despiked synthetic time-series signals.

### Claim 17 (depends on 11)

The non-transitory computer-readable storage medium of claim 11, wherein using the inferential model to perform prognostic-surveillance operations on the subsequently-received time-series signals comprises:
using the prognostic inferential model to generate estimated values for the subsequently-received time-series sensor data;
performing a pairwise differencing operation between actual values and the estimated values for the subsequently-received time-series sensor data to produce residuals; and
performing a sequential probability ratio test (SPRT) on the residuals to detect the incipient anomalies.

### Claim 18 (depends on 17)

The non-transitory computer-readable storage medium of claim 17, wherein detecting the incipient anomalies comprises detecting one or more of the following:
an impending failure of the monitored system; and
a malicious-intrusion event in the monitored system.

### Claim 19

A system that performs prognostic-surveillance operations on a monitored system, comprising:
at least one processor and at least one associated memory; and
a prognostic-surveillance mechanism that executes on the at least one processor, wherein during operation, the prognostic-surveillance mechanism:
receives original time-series signals from sensors in the monitored system;
detects and removes spikes from the original time-series signals to produce despiked original time-series signals, wherein while detecting the spikes, the prognostic-surveillance mechanism,
uses the original time-series data to optimize a damping factor, which is applied to a threshold for a spike-detection technique, and
uses the spike-detection technique with the optimized damping factor to detect the spikes;
generates despiked synthetic time-series signals, which are statistically indistinguishable from the despiked original time-series signals;
includes synthetic spikes, which have the same temporal distribution, amplitude distribution and width distribution as the spikes in the original time-series signals, in the despiked synthetic time-series signals to produce synthetic time-series signals with spikes;
uses the synthetic time-series signals with spikes to train an inferential model; and
uses the inferential model to perform prognostic-surveillance operations on subsequently-received time-series signals from the monitored system.

### Claim 20 (depends on 19)

The system of claim 19, wherein while optimizing the damping factor, the prognostic-surveillance mechanism:
uses the spike-detection technique with an initial damping factor to detect and remove the spikes from the original time-series signals to produce despiked original time-series signals;
generates despiked synthetic time-series signals, which are statistically indistinguishable from the despiked original time-series signals;
includes synthetic spikes in the despiked synthetic time-series signals to produce ground truth synthetic time-series signals, wherein the synthetic spikes have expanded and contracted temporal distributions, amplitude distributions and width distributions with respect to the spikes in the original time-series signals;
performs tests, which involve varying the damping factor while using the spike-detection technique to detect spikes in the ground truth synthetic time-series signals; and
determines an optimized damping factor based on true and false detections resulting from the tests.
