General Electric Company

Lockheed Martin Corporation

Neil Holger White Eklund

Piero Patrone Bonissone

Weizhong Yan

Naresh Sundaram Iyer

Rajesh Venkat Subbu

Kai F Goebel

Srinivas Bollapragada

Kete Chalermkraivuth

Feng Xue

Hai Qiu

Pierino Gianni Bonanni

Anil Varma

Gary Paul Moscarino

Michael Craig Clark

Varma Anil

The systems and methods of the invention are directed to portfolio optimization and related techniques. For example, the invention provides a method for multi-objective portfolio optimization for use in investment decisions based on competing objectives and a plurality of constraints constituting a portfolio problem, the method comprising: generating an initial population of solutions of portfolio allocations; committing the initial population of solutions to an initial population archive; performing a multi-objective process, based on the initial population archive and on multiple competing objectives, to generate an efficient frontier, the multi-objective process including a evolutionary algorithm process, the evolutionary algorithm process utilizing a dominance filter, the efficient frontier being used in investment decisioning.

Systems and methods for multi-objective portfolio analysis using pareto sorting evolutionary algorithms

The systems and methods of the invention are directed to portfolio optimization and related techniques. For example, the invention provides a method for multi-objective portfolio optimization for use in investment decisions based on competing objectives and a plurality of constraints constituting a portfolio problem, the method comprising: generating an initial population of solutions of portfolio allocations, the generating the initial population of solutions of portfolio allocations including systematically generating the initial population of solutions to substantially cover the space defined by the competing objectives and the plurality of constraints; and generating an efficient frontier in the space based on the initial population, the efficient frontier for use in investment decisioning.

Systems and methods for initial sampling in multi-objective portfolio analysis

A method to estimate damage propagation is disclosed. The method includes making available a set of input parameters to a computational model, executing the computational model with defined changes within a range of an input parameter of the set of input parameters to define a range of at least one modeled output, receiving at least one signal responsive to and representative of a respective one of an actual sensor output, and estimating damage propagation based upon a correlation of the received signal to the modeled output.

System and method for damage propagation estimation

A method for fault detection and localization calls for obtaining a data set, smoothing the data set, identifying a plurality of split points within the data set, fitting a piecewise linear function to the plurality of split points; and determining a residual between the function and the smoothed data set. Related systems and computer program products are disclosed and claimed.

System and method for fault detection and localization in time series and spatial data

A method and system for automatically developing a fault classification system from time series data. The sensors need not have been intended for diagnostic purposes (e.g., control sensors). These methods and systems are functionally independent of knowledge related to a particular equipment system, thereby allowing seamless application to multiple systems, regardless of the suite of sensors in each system. Because this algorithm is totally automated, substantial savings in time and development cost can be achieved. The algorithm results in a classification system and a set of features that might be used to develop alternative classification systems without human intervention.

Method and system for automatically developing a fault classification system by segregation of kernels in time series data

A method to predict remaining life of a target is disclosed. The method includes receiving information regarding a behavior of the target, and identifying from a database at least one piece of equipment having similarities to the target. The method further includes retrieving from the database data prior to an end of the equipment useful life, the data having a relationship to the behavior, evaluating a similarity of the relationship, predicting the remaining life of the target based upon the similarity, and generating a signal corresponding to the predicted remaining equipment life.

System and method for equipment remaining life estimation

The systems and methods of the invention are directed to portfolio optimization and related techniques. For example, the invention provides a method for multi-objective portfolio optimization for use in investment decisions based on competing objectives and a plurality of constraints constituting a portfolio problem, the method sequentially comprising: generating a non-dominated solution set in a space; applying a first set of user-specified constraints to reduce the solutions in the non-dominated solution set to a solution subset; and executing a series of local tradeoffs on the solution subset to result in a resulting solution subset, the local tradeoffs being performed in a lower dimension performance space as compared to the space, and the solution subset being used in investment decisioning.

Systems and methods for multi-objective portfolio analysis and decision-making using visualization techniques

A method to reduce uncertainty bounds of predicting a remaining life of a probe using a set of diverse models is disclosed. The method includes generating an estimated remaining life output by each model of the set of diverse models, aggregating each of the respective estimated remaining life outputs via a fusion model, and in response to the aggregating, predicting the remaining life, the predicting having reduced uncertainty bounds based on the aggregating. The method further includes generating a signal corresponding to the predicted remaining life of the probe.

The systems and methods of the invention are directed to portfolio optimization and related techniques. For example, the invention provides a method for multi-objective portfolio optimization for use in investment decisions based on competing objectives and a plurality of constraints constituting a portfolio problem, the method comprising: generating an initial population of solutions of portfolio allocations; performing a first multi-objective process, based on the initial population and the competing objectives, to generate a first interim efficient frontier; performing a second multi-objective process, based on the initial population and the competing objectives, to generate a second interim efficient frontier; and fusing the first interim efficient frontier with the second interim efficient frontier to create an augmented efficient frontier for use in investment decisioning.

Systems and methods for multi-objective portfolio optimization

The systems and methods of the invention are directed to portfolio optimization and related techniques. For example, the invention provides a method for multi-objective portfolio optimization for use in investment decisions based on competing objectives and a plurality of constraints constituting a portfolio problem, the method comprising: performing a first multi-objective optimization process, based on competing objectives, to generate an efficient frontier of possible solutions; observing the generated efficient frontier; based on the observing, identifying an area of the efficient frontier in which there is a gap; and effecting a gap filling process by which the efficient frontier is supplemented in the area of the gap, the efficient frontier being used in investment decisioning.

Systems and methods for efficient frontier supplementation in multi-objective portfolio analysis

A method to predict equipment life is disclosed. The method includes making available a set of input parameters, and defining a model of a health of the equipment as a function of the set of input parameters. The method continues with receiving at least one signal representative of a respective one of an actual sensor output relating to an actual operation attribute margin of the equipment, predicting a remaining useful equipment life based upon a sequence of outputs of the model of the health of the equipment, and generating a signal corresponding to the remaining useful equipment life.

System and method for equipment life estimation

A method, system, and computer program product for performing prognosis and asset management services is provided. The method includes calculating an accumulated damage estimate for a component via a diagnostics function and applying future mission data for the component to at least one model that calculates accumulated damage or remaining life of the component. The method also includes inputting the accumulated damage estimate to the model and aggregating damage over time and quality assessments produced by the model. The method further includes calculating a damage propagation profile and remaining life estimate for the component based on the aggregating and providing an uncertainty estimate for the damage estimate and the remaining life estimate.

Growing community of inventors

Schenectady, NY, United States of America

Neil Holger White Eklund