Method for predicting truck's failure rate in open-pit mine based on Mallat algorithm and ARMA model

doi:10.16265/j.cnki.issn1003-3033.2018.10.006

Abstract

Abstract: In order to improve the predictive accuracy of open-pit mine transport trucks failure rate, reduce accuracy loss caused by the non-stationary time series data and solve difficulty in the model parameter estimation, this paper puts forward a new method for predicting the failure rate of trucks based on wavelet analysis and ARMA. First of all, according to the characteristics of the non-stationary time series data, this paper first uses Mallat algorithm to process the original data, at the same time, the original time series is decomposed into a set of approximation coefficients and sets of detail coefficients. Then, the wavelet coefficients after single branch reconstruction are fitted and predicted by ARMA model. To effectively solve the ARMA model identification and parameter estimation problem, this paper introduces the relevant variables of the original model, and parameter estimation problem can be converted to the parameter estimation problem of multi-dimensional Gauss distribution with the related variables. Finally, ordering and parameter estimation of ARMA model are realized by calculating the typical correlation variables in the model. Simulation results show that the mean value of absolute error is 0.322, and the mean value of relative error is 5.49%, that compared with other algorithm models, this combination model has higher fitting precision, and that the model is feasible and effective in predicting the failure rate of trucks.

Key words: open-pit mine truck, failure rate, prediction method, wavelet analysis, auto-regressive and moving average model (ARMA)

CLC Number:

X928.03

BAI Runcai, CHAI Senlin, LIU Guangwei, LI Haoran, ZHANG Jing. Method for predicting truck's failure rate in open-pit mine based on Mallat algorithm and ARMA model[J]. China Safety Science Journal, 2018, 28(10): 31-37.

References

[1] SEBANA L, KIRUBAKARAN V, ROY B K, et al. GOBF-ARMA based model predictive control for an ideal reactive distillation column[J]. Ecotoxicology and Environmental Safety, 2015, 121: 110-115.
[2] 杨琦,曹显兵.基于ARMA-GARCH模型的股票价格分析与预测[J].数学的实践与认识,2016,46(6): 80-86.
YANG Qi, CAO Xianbing. Analysis and prediction of stock price based on ARMA-GARCH model[J]. Mathematics in Practice and Theory,2016, 46(6): 80-86.
[3] 宋博,陈万义.基于HP滤波和ARMA-GARCH模型的人民币汇率趋势预测[J].数学的实践与认识,2017,47(1): 70-78.
SONG Bo, CHEN Wanyi. Trend prediction of RMB exchange rate based on the HP filter and ARMA-GARCH model[J]. Mathematics in Practice and Theory,2017,47(1): 70-78.
[4] 雷明,韩崇昭,郭文艳,等.非线性时间序列的小波分频预测[J].物理学报,2005, 54(5): 1 988-1 993.
LEI Ming, HAN Chongzhao, GUO Wenyan, et al. A novel subband forecast method for nonlinear time series using wavelet transform[J].Acta Physical Sinica,2005, 54(5): 1 988-1 993.
[5] 黎志勇,李宁.基于小波的非平稳时间序列预测方法研究[J].计算机工程与应用,2014,50(10): 38-43.
LI Zhiyong, LI Ning. Research on non-stationary time series forecasting method based on wavelet[J]. Computer Engineering and Applications,2014,50(10): 38-43.
[6] 彭乃驰, 党婷. 基于ARMA-GM-BP组合预测模型及应用[J].统计与决策,2016(2): 80-82.
PENG Naichi, DANG Ting. Based on ARMA-GM-BP combination forecasting model and its application[J]. Statistics & Decision,2016(2): 80-82.
[7] 丁玲娟. 基于小波分析和ARMA-SVM模型的股票指数预测分析[D]. 上海: 华东师范大学, 2012.
DING Lingjuan. Forecasting of stock price index based on wavelet analysis and ARMA-SVM model[D]. Shanghai: East China Normal University, 2012.
[8] BAPTISTA M, SANKARARAMAN S, MEDEIROS IVO P De, et al. Forecasting fault events for predictive maintenance using data-driven techniques and ARMA modeling[J].Computers & Industrial Engineering,2018,115: 41-53.
[9] 任国恒,朱变,朱海.马特拉算法在遥测数据短期预测中的应用[J].武汉工程大学学报,2014,36(2): 73-78.
REN Guoheng, ZHU Bian, ZHU Hai. Application of Mallat algorithm in short-term forecasting of telemetry data[J]. Journal of Wuhan Institute of Technology,2014,36(2): 73-78.
[10] 丛玉良,王宏志,赵晓晖. 数字信号处理原理及其Matlab实现[M]. 北京: 电子工业出版社, 2009: 56-77.
[11] 方清城. Matlab R2016a小波分析22个算法实现[M]. 北京: 电子工业出版社,2018,1: 79-83.
[12] 孔玲军. Matlab小波分析超级学习手册[M]. 北京:人民邮电出版社,2014: 24-27.
[13] 钟丽辉, 魏贯军. 基于Mallat算法的小波分解重构的心电信号处理[J]. 电子设计工程, 2012, 20(2): 57-59.
ZHONG Li Hui, WEI Guanjun. Wavelet decomposition and reconstruction denoising based on the Mallat algorithm[J]. Electronic Design Engineering, 2012, 20(2): 57-59.
[14] 高鹏, 周松林. 基于小波Mallat算法和BP神经网络的空气质量指数预测的研究[J].池州学院学报,2017,31(3): 42-44.
GAO Peng, ZHOU Songlin. Air quality index prediction based on Mallat wavelet algorithm and BP neural network[J]. Journal of Chizhou University,2017,31(3): 42-44.
[15] 齐越. 结合小波分析的非平稳时间序列预测方法研究[D]. 秦皇岛: 燕山大学, 2014.
QI Yue. Studies of non-stationary time series prediction method based on wavelet analysis[D]. Qinhuangdao: Yanshan University,2014.
[16] 王振龙, 顾岚. 时间序列分析[M]. 北京: 中国统计出版社, 2000: 22-43.
[17] 安鸿志. 时间序列分析及应用[M]. 北京: 科学出版社, 1983: 33-69.
[18] BOX G E P, Time series analysis forecasting and control [M]. California: Holden-Day Inc, 1976: 18-27.
[19] 张尧庭. 多元统计分析引论[M]. 北京:科学出版社,1976: 23-51.