Abstract Accurate prediction of the remaining useful life of bearings is crucial for the maintenance of rotating machinery. Current research often involves extracting multidimensional features from vibration signals to construct health degradation indicator, and health indicator is directly used for degradation prediction. However, constructed health indicator exhibit complex nonlinearity and fail to utilize the correlations with the original multidimensional features. To address this limitation, we propose an integrated prediction framework, known as the bayesian vector autoregression-assisted DeepAR method. The proposed two step prediction framework combines the advantages of covariance prediction and temporal correlation prediction, and realizes the full utilization of multidimensional features correlation information. Additionally, the proposed approach utilizes the intrinsic properties of statistical models to constrain improve the prediction results of deep learning methods, achieving nonlinear modeling of the degradation indicator while maintaining the stability of the prediction results. This process of prediction, re-estimation and adaptive adjustment achieves a balance in model performance. Finally, experimental studies using the PRONOSTIA and XJTU-SY datasets validate the effectiveness of the proposed method in improving the prediction accuracy of bearing health degradation indicators and enhancing the stability of multistep prediction in deep model.
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