Multivariate Bernoulli Logit-Normal Model for Failure Prediction

The failures among connected devices that are geographically close may have correlations and even propagate from one to another. However, there is little research to model this prob- lem due to the lacking of insights of the correlations in such devices. Most existing methods build one model for one de- vice independently so that they are not capable of captur- ing the underlying correlations, which can be important in- formation to leverage for failure prediction. To address this problem, we propose a multivariate Bernoulli Logit-Normal model (MBLN) to explicitly model the correlations of devices and predict failure probabilities of multiple devices simulta- neously. The proposed method is applied to a water tank data set where tanks are connected in a local area. The results indicate that our proposed method outperforms baseline ap- proaches in terms of the prediction performance such as ROC.