ENBIS-18 in Nancy

2 – 25 September 2018; Ecoles des Mines, Nancy (France) Abstract submission: 20 December 2017 – 4 June 2018

Prediction Uncertainty of Times Series and State Space Models

4 September 2018, 09:20 – 09:40


Submitted by
Bjarne Bergquist
Bjarne Bergquist (Luleå University of Technology), Peter Söderholm (Swedish Transport Administration and Luleå University of Technology)
In this presentation, we discuss recursively updated time series predictions of the remaining useful life (RUL) of the railway track geometry. Geometrical properties of the track degrade, and RUL, in this case, means the degradation of the track geometry to a faulty state, requiring actions such as speed restrictions and track alignment.
Track property sampling is irregular, and measurement errors differ between measurements. We compare models where we have assumed the same measurement error with models where we use the estimated precision of each measurement. The irregular sampling makes lumping of measurements into time intervals needed. We, therefore, analyse different interval selections for lumping of data. We also address needs for non-linear models and possibilities for seasonal component estimations.

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