Casestudie Breakdown prediction Contell PILOT - Transumo

This algorithm returns an upper and a lower boundary of an envelope. These
boundaries can be used to determine the noise by using Formula 4-2. Similar to the
detection of outliers, this noise can be used to identify changes in trend. If the
distance between measured and predicted value is higher than three times the
calculated noise, a significant change in trend must have taken place. (Daßler95] p.
64)
n
1
N = ∑(
E
n
i=1
a
i
− E
b
i
)
with
N = Noise
n = Quantity of values
E
E
a
b
= Upper boundary of envelope
= Lower boundary of envelope
Formula 4-2: Calculation of Noise
Beside the recognition of changes in trend, the determination of the prediction's
probability is another important part of this approach. Four factors are identified to
influence the probability of a correct prediction: (Daßler95] p. 74)
• The quantity of measurement values
• The noise
• The curve stability
• The prediction stability
A small quantity of measurement values leads to a lack of information, as introduced
in section 2.4.1. Also the high noise complicates an accurate prediction as just
introduced. The last two factors are new but easy to see. The curve stability specifies
the duration of time the currently used describing function did not change. The
prediction stability offers a percentage of correct predictions, since the last change in
trend. Curve stability and prediction stability can be determined by using Formula 4-3
and Formula 4-4: (Daßler95] p. 75-76)
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