Prediction method and system for multivariate time series data in manufacturing systems

Abstract

The present disclosure describes a method of controlling a manufacturing system using multivariate time series and includes storing recording data as a plurality of time series, each time series having a first recorded value and a final recorded value, interpolating, within a first time window, missing values in the plurality of time series using a Bayesian model, the missing values falling between a first and an end time of the respective time series, storing the interpolated values as prediction data, each interpolated value including an uncertainty, loading recorded data of a second time window, loading prediction data of the second time window, predicting, using the Bayesian model, values for each time series that is absent recorded data and prediction data, storing the predicted values, each prediction value including an uncertainty, and adjusting a device that generates the recorded data based on the prediction values within the second time window.