Methods and systems to predict a state of the machine using time series data of the machine

Abstract

Systems and methods for determining a model for predictive inference on an operation of a machine. A processor is configured to acquire time series data, the times series data includes training data and test data, the time series data represents an operation of the machine for a period of time, and the training data includes observations labeled with an outcome of the predictive inference. Apply recursive and stable filters for filtering at a training time, at a test time or both, such that a data point in the filtered time series data corresponds to an observation in the time series data that is a function of the corresponding observation and past observations in the time series data preceding the corresponding observation. Determine the model for the predictive inference using the training data, based on filtering the training data with filters to produce filtered time series data, and store in memory.