Real-time diagnostics of complex technical systems such as power plants are critical to keep the system in its working state. An ideal diagnostic system must detect any fault in advance and predict the future state of the technical system, so predictive algorithms are used in the diagnostics. This paper proposes a novel, computationally simple algorithm based on the Auto-Regressive Integrated Moving Average model to solve anomaly detection and forecasting problems. The good performance of the proposed algorithm was confirmed in numerous numerical experiments for both anomaly detection and forecasting problems. Moreover, a description of the Autoregressive Integrated Moving Average Fault Detection (ARIMAFD) library, which includes the proposed algorithms, is provided in this paper. The developed algorithm proves to be an efficient algorithm and can be applied to problems related to anomaly detection and technological parameter forecasting in real diagnostic systems.

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Offline changepoint detection (CPD) algorithms are used for signal segmentation in an optimal way. Generally, these algorithms are based on the assumption that signal’s changed statistical properties are known, and the appropriate models (metrics, cost functions) for changepoint detection are used. Otherwise, the process of proper model selection can become laborious and time-consuming with uncertain results. Although an ensemble approach is well known for increasing the robustness of the individual algorithms and dealing with mentioned challenges, it is weakly formalized and much less highlighted for CPD problems than for outlier detection or classification problems. This paper proposes an unsupervised CPD ensemble (CPDE) procedure with the pseudocode of the particular proposed ensemble algorithms and the link to their Python realization. The approach’s novelty is in aggregating several cost functions before the changepoint search procedure running during the offline analysis. The numerical experiment showed that the proposed CPDE outperforms non-ensemble CPD procedures. Additionally, we focused on analyzing common CPD algorithms, scaling, and aggregation functions, comparing them during the numerical experiment. The results were obtained on the two anomaly benchmarks that contain industrial faults and failures—Tennessee Eastman Process (TEP) and Skoltech Anomaly Benchmark (SKAB). One of the possible applications of our research is the estimation of the failure time for fault identification and isolation problems of the technical diagnostics.

The main tasks of diagnostics at nuclear power plants are detection, localization, diagnosis, and prognosis of the development of malfunctions. Analytical algorithms of varying degrees of complexity are used to solve these tasks. Many of these algorithms require pre-processed input data for high-quality and efficient operation. The pre-processing stage can help to reduce the volume of the analyzed data, generate additional informative diagnostic features, find complex dependencies and hidden patterns, discard uninformative source signals and remove noise. Finally, it can produce an improvement in detection, localization and prognosis quality. This overview briefly describes the data collected at nuclear power plants and provides methods for their preliminary processing. The pre-processing techniques are systematized according to the tasks performed. Their advantages and disadvantages are presented and the requirements for the initial raw data are considered. The references include both fundamental scientific works and applied industrial research on the methods applied. The paper also indicates the mechanisms for applying the methods of signal pre-processing in real-time. The overview of the data pre-processing methods in application to nuclear power plants is obtained, their classification and characteristics are given, and the comparative analysis of the methods is presented.