Resistant Statistical Methodologies for Anomaly Detection in Gas Turbine Dynamic Time Series: Development and Field Validation

The reliability of gas turbine health state monitoring and forecasting depends on the quality of sensor measurements directly taken from the unit. Outlier detection techniques have acquired a major importance, as they are capable of removing anomalous measurements and improve data quality. To this purpose, statistical parametric methodologies are widely employed thanks to the limited knowledge of the specific unit required to perform the analysis. The backward and forward moving window (BFMW) k-σ methodology proved its effectiveness in a previous study performed by the authors, to also manage dynamic time series, i.e. during a transient. However, the estimators used by the k-σ methodology are usually characterized by low statistical robustness and resistance. This paper aims at evaluating the benefits of implementing robust statistical estimators for the BFMW framework. Three different approaches are considered in this paper. The first methodology, k-MAD, replaces mean and standard deviation of the k-σ methodology with median and mean absolute deviation (MAD), respectively. The second methodology, σ-MAD, is a novel hybrid scheme combining the k-σ and the k-MAD methodologies for the backward and the forward windows, respectively. Finally, the bi-weight methodology implements bi-weight mean and bi-weight standard deviation as location and dispersion estimators. First, the parameters of these methodologies are tuned and the respective performance is compared by means of simulated data. Different scenarios are considered to evaluate statistical efficiency, robustness and resistance. Subsequently, the performance of these methodologies is further investigated by injecting outliers in field data sets taken on selected Siemens gas turbines. Results prove that all the investigated methodologies are suitable for outlier identification. Advantages and drawbacks of each methodology allow the identification of different scenarios in which their application can be most effective.