As a crucial equipment in the power industry, gas turbines need effective condition monitoring techniques to maintain safe and reliable operations. Fast yet accurate long-term forecasting of the key monitoring parameters of gas turbine is vital for achieving the overall effective condition monitoring. This however poses challenges in terms of both efficacy and efficiency for conventional time series models like recurrent neural networks (RNN), since they run in a sequential manner. To this end, this paper introduces a novel parallel probabilistic time series prediction model. Particularly, the proposed model leverages the parallelism of temporal convolutional neural network (TCN) and exploits the power of latent space in the Bayesian framework. Besides, a multi-scale feature extraction strategy based on dense connections and a lagged observation strategy are presented to improve the model performance. In the comparative study against state-of-the art competitors on four classical system identification benchmarks, the proposed model significantly reduces the training time, while consistently achieving highly accurate predictions and providing appropriate uncertainty quantification. Thereafter, the proposed model is adopted to build a systematic workflow for the fast yet accurate long-term forecasting of the temperature of blade channel of gas turbine. The comprehensive results again highlight the superiority of the proposed model in terms of both the prediction quality and the training efficiency.
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