Double-ML-Weibull : du Machine Learning à la RUL, vers une distribution de probabilité
Abstract
Classical methods to estimate the Remaining Useful Life propose a distribution of probabilities
of failure risk, which consequently makes it possible to give a probability of failure
before each moment. However, recent machine learning methods, which use more complex
models to better understand the possible causal links between the available data and the target
indicator, only propose a regression. In this article, we introduce a transformation of the output
value of a regressor based on machine learning by completing it with another one which calculates
the estimated error of this model and uses it to create a distribution thanks to a Weibull
law. This approach, called double-ML-Weibull, is a much better tool to provide simulation in a
stochastic context, instead of using scalar values like "Mean Time To Failure" or "Mean Time
Between Failure".