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How to detect time for the future events in time series data?

Data Science Asked on May 14, 2021

I am dealing with IOT data from a mechanical machine. On the input I have ~100 features that are measured every minute. On the output, I have labels of zeros and ones, where zero indicates the absence of the event and 1 indicate the presence of an event. The event represent the failure for the machine in place. Therefore, the goal is to predict at every time step the remaining "minutes" for a failure to occur. I would like to know how to tackle this problem, and if possible for some material to read.

Is there a way to know which features in the past leads to a failure in the future if I’m using an LSTM?

One Answer

Try boosting and random forests. You would need a long enough time series. A good reference (with examples in R) is

James, G., Witten, D., Hastie, T., & Tibshirani, R. (2017). An Introduction to Statistical Learning: with Applications in R. Springer.

Usefulness of particular features can be assessed via variable importance plots.

Answered by stans on May 14, 2021

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