Predicting the degradation process of bearings before they reach the failure threshold is extremely important in industry. This paper proposed a novel method based on the support vector machine (SVM) and the Markov model to achieve this goal. Firstly, the features are extracted by time and time-frequency domain methods. However, the extracted original features are still with high dimensional and include superfluous information, and the nonlinear multifeatures fusion technique LTSA is used to merge the features and reduces the dimension. Then, based on the extracted features, the SVM model is used to predict the bearings degradation process, and the CAO method is used to determine the embedding dimension of the SVM model. After the bearing degradation process is predicted by SVM model, the Markov model is used to improve the prediction accuracy. The proposed method was validated by two bearing run-to-failure experiments, and the results proved the effectiveness of the methodology. 1. Introduction Bearing is one of the most important components in rotating machinery. Accurate bearing degradation process prediction is the key to effective implement of condition based maintenance and can prevent unexpected failures and minimize overall maintenance costs [1, 2]. To achieve effective degradation process prediction of the bearing, firstly, the features should be extracted from the collected vibration data. Then, based on the extracted features effectively prediction models should be selected [3]. Feature extraction is the process of transforming the raw vibration data collected from running equipment to relevant information of health condition. There are three types of methods to deal with the raw vibration data: time domain analysis, frequency domain analysis, and time-frequency domain analysis. The three types of methods are often chosen to extract the feature. For example, Yu [4] chose the time domain and the frequency domain transform to describe the characteristics of the vibration signals. Yan et al. [5] chose the short-time Fourier transform to extract the features. Ocak et al. [6] chose the wavelet packet transform to extract the feature of bearing wear information. Because the frequency features from FFT analysis results often tend to average out transient vibrations and thus not providing a wholesome measure of the bearing health status, in this paper, the time domain and the time-frequency domain characteristics are used to extract the original features. Although the original features can be extracted, they are still with high dimension and include
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