IDEAS home Printed from https://ideas.repec.org/a/eee/chsofr/v200y2025ip1s0960077925009956.html

Remaining useful life prediction of lithium-ion batteries: Semimartingale approximation of fractional Poisson process

Author

Listed:
  • Cheng, Wei
  • Yuan, Yuchen
  • Song, Wanqing
  • Kudreyko, Aleksey
  • Baskonus, Haci Mehmet
  • Zheng, Hongqing
  • Villecco, Francesco

Abstract

Lithium-ion battery capacity degrades over time due charging and discharging. As a result, the capacity exhibits large jumps, that have long-range dependence and stochastic components. In this study we propose a method for estimation of remaining useful life of lithium-ion batteries by using fractional Poisson process with adaptive jump intensity modification. We derived a Molchan–Golosov-type integral transform which changes fractional Brownian motion of arbitrary Hurst index into the fractional Brownian motion of index H. Numerical simulations are performed for the fractional Poisson process with the Molchan-Golosov kernel. Poisson random walk is initiated by the integral term of the Riemann-Liouville fractional formula. A semimartingale approximation technique is devised to demonstrate the existence and uniqueness of the solution. In order to obtain the iterative model, the stochastic differential equation is discretized by using the Maruyama function. To solve the iterative prediction model, the distribution convergence and Fokker-Planck equation are utilized. As a result, we obtained the probability density function of the reliability function. Estimation of parameters in the solution is achieved by using the martingale function. The accuracy of the proposed remaining useful life prediction model is verified by using the NASA battery dataset for comparative models.

Suggested Citation

  • Cheng, Wei & Yuan, Yuchen & Song, Wanqing & Kudreyko, Aleksey & Baskonus, Haci Mehmet & Zheng, Hongqing & Villecco, Francesco, 2025. "Remaining useful life prediction of lithium-ion batteries: Semimartingale approximation of fractional Poisson process," Chaos, Solitons & Fractals, Elsevier, vol. 200(P1).
  • Handle: RePEc:eee:chsofr:v:200:y:2025:i:p1:s0960077925009956
    DOI: 10.1016/j.chaos.2025.116982
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0960077925009956
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.chaos.2025.116982?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to

    for a different version of it.

    References listed on IDEAS

    as
    1. Robert J. Elliott & John Van Der Hoek, 2003. "A General Fractional White Noise Theory And Applications To Finance," Mathematical Finance, Wiley Blackwell, vol. 13(2), pages 301-330, April.
    2. Shengjin Tang & Chuanqiang Yu & Xue Wang & Xiaosong Guo & Xiaosheng Si, 2014. "Remaining Useful Life Prediction of Lithium-Ion Batteries Based on the Wiener Process with Measurement Error," Energies, MDPI, vol. 7(2), pages 1-28, January.
    3. Jost, Céline, 2006. "Transformation formulas for fractional Brownian motion," Stochastic Processes and their Applications, Elsevier, vol. 116(10), pages 1341-1357, October.
    4. Li, Junfu & Wang, Lixin & Lyu, Chao & Wang, Dafang & Pecht, Michael, 2019. "Parameter updating method of a simplified first principles-thermal coupling model for lithium-ion batteries," Applied Energy, Elsevier, vol. 256(C).
    5. Wang, Xiao-Tian & Wen, Zhi-Xiong & Zhang, Shi-Ying, 2006. "Fractional Poisson process (II)," Chaos, Solitons & Fractals, Elsevier, vol. 28(1), pages 143-147.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Araya, Héctor & Bahamonde, Natalia & Torres, Soledad & Viens, Frederi, 2019. "Donsker type theorem for fractional Poisson process," Statistics & Probability Letters, Elsevier, vol. 150(C), pages 1-8.
    2. Bender, Christian, 2014. "Backward SDEs driven by Gaussian processes," Stochastic Processes and their Applications, Elsevier, vol. 124(9), pages 2892-2916.
    3. Biagini, Francesca & Fink, Holger & Klüppelberg, Claudia, 2013. "A fractional credit model with long range dependent default rate," Stochastic Processes and their Applications, Elsevier, vol. 123(4), pages 1319-1347.
    4. Jiang, Haoran & Zhang, Zhehao & Zhu, Xiaojun, 2024. "Stochastic mortality model with respect to mixed fractional Poisson process: Calibration and empirical analysis of long-range dependence in actuarial valuation," Insurance: Mathematics and Economics, Elsevier, vol. 119(C), pages 64-92.
    5. Song, Kai & Shi, Jian & Yi, Xiaojian, 2020. "A time-discrete and zero-adjusted gamma process model with application to degradation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 560(C).
    6. Alpay, Daniel & Attia, Haim & Levanony, David, 2010. "On the characteristics of a class of Gaussian processes within the white noise space setting," Stochastic Processes and their Applications, Elsevier, vol. 120(7), pages 1074-1104, July.
    7. Ma, Guijun & Zhang, Yong & Cheng, Cheng & Zhou, Beitong & Hu, Pengchao & Yuan, Ye, 2019. "Remaining useful life prediction of lithium-ion batteries based on false nearest neighbors and a hybrid neural network," Applied Energy, Elsevier, vol. 253(C), pages 1-1.
    8. Rostek, Stefan & Schöbel, Rainer, 2006. "Risk preference based option pricing in a fractional Brownian market," Tübinger Diskussionsbeiträge 299, University of Tübingen, School of Business and Economics.
    9. Wang, Xiao-Tian & Wu, Min & Zhou, Ze-Min & Jing, Wei-Shu, 2012. "Pricing European option with transaction costs under the fractional long memory stochastic volatility model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(4), pages 1469-1480.
    10. Yang, Zhaoqiang, 2020. "Default probability of American lookback option in a mixed jump-diffusion model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 540(C).
    11. Leonenko, Nikolai & Scalas, Enrico & Trinh, Mailan, 2017. "The fractional non-homogeneous Poisson process," Statistics & Probability Letters, Elsevier, vol. 120(C), pages 147-156.
    12. Tapiero, Charles S. & Vallois, Pierre, 2018. "Fractional Randomness and the Brownian Bridge," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 835-843.
    13. Xiangang Cao & Pengfei Li & Song Ming, 2021. "Remaining Useful Life Prediction-Based Maintenance Decision Model for Stochastic Deterioration Equipment under Data-Driven," Sustainability, MDPI, vol. 13(15), pages 1-19, July.
    14. Qin, Yudi & Du, Jiuyu & Lu, Languang & Gao, Ming & Haase, Frank & Li, Jianqiu & Ouyang, Minggao, 2020. "A rapid lithium-ion battery heating method based on bidirectional pulsed current: Heating effect and impact on battery life," Applied Energy, Elsevier, vol. 280(C).
    15. Moon, Yongma & Baran, Mesut, 2018. "Economic analysis of a residential PV system from the timing perspective: A real option model," Renewable Energy, Elsevier, vol. 125(C), pages 783-795.
    16. Tianyu Liu & Zhengqiang Pan & Quan Sun & Jing Feng & Yanzhen Tang, 2017. "Residual useful life estimation for products with two performance characteristics based on a bivariate Wiener process," Journal of Risk and Reliability, , vol. 231(1), pages 69-80, February.
    17. Zhai, Qingqing & Chen, Piao & Hong, Lanqing & Shen, Lijuan, 2018. "A random-effects Wiener degradation model based on accelerated failure time," Reliability Engineering and System Safety, Elsevier, vol. 180(C), pages 94-103.
    18. Cornelis A. Los & Rossitsa M. Yalamova, 2004. "Multi-Fractal Spectral Analysis of the 1987 Stock Market Crash," Finance 0409050, University Library of Munich, Germany.
    19. Muhammad Umair Ali & Amad Zafar & Sarvar Hussain Nengroo & Sadam Hussain & Gwan-Soo Park & Hee-Je Kim, 2019. "Online Remaining Useful Life Prediction for Lithium-Ion Batteries Using Partial Discharge Data Features," Energies, MDPI, vol. 12(22), pages 1-14, November.
    20. Jianxun Zhang & Xiao He & Xiaosheng Si & Changhua Hu & Donghua Zhou, 2017. "A Novel Multi-Phase Stochastic Model for Lithium-Ion Batteries’ Degradation with Regeneration Phenomena," Energies, MDPI, vol. 10(11), pages 1-24, October.

    More about this item

    Keywords

    ;
    ;
    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:chsofr:v:200:y:2025:i:p1:s0960077925009956. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Thayer, Thomas R. (email available below). General contact details of provider: https://www.journals.elsevier.com/chaos-solitons-and-fractals .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.