IDEAS home Printed from https://ideas.repec.org/a/sae/intdis/v16y2020i3p1550147720912111.html
   My bibliography  Save this article

A health management system for large vertical mill

Author

Listed:
  • Sugai Han
  • Ansheng Li
  • Hongchao Wang
  • Xiaoyun Gong
  • Liangwen Wang
  • Yixiang Huang
  • Yanming Li
  • Wenliao Du

Abstract

The large vertical mill has complicated structure and tens of thousands of parts, which is a critical grinding equipment for slag and cinder. As large vertical mill always works in severe conditions, the on-line monitoring, timely fault diagnosis, and trend prediction are very important guarantees for the safe service and saving maintaining costs. To address this issue, the health management system for large vertical mill is developed. More specifically, in order to manage reservoirs of state-related running data, the intrinsic physic data, and diagnosis knowledge base, an entity-relationship-model-based database is first constructed. Based on the fault diagnosis reasoning of experts, the fault tree is developed and the fault diagnosis rules are derived. Especially, a hybrid condition prognosis method based on backtracking search optimization algorithm and neural network is developed, and in comparison with traditional back propagation neural network and ant colony neural network, the developed backtracking search optimization algorithm and neural network gets superior hybrid prediction performance in prediction accuracy and training efficiency. Finally, the health management system, including the functions of condition monitoring, fault diagnosis, and trend prediction for large vertical mill is implemented using Microsoft Visual Studio C # and Microsoft SQL Server.

Suggested Citation

  • Sugai Han & Ansheng Li & Hongchao Wang & Xiaoyun Gong & Liangwen Wang & Yixiang Huang & Yanming Li & Wenliao Du, 2020. "A health management system for large vertical mill," International Journal of Distributed Sensor Networks, , vol. 16(3), pages 15501477209, March.
  • Handle: RePEc:sae:intdis:v:16:y:2020:i:3:p:1550147720912111
    DOI: 10.1177/1550147720912111
    as

    Download full text from publisher

    File URL: https://journals.sagepub.com/doi/10.1177/1550147720912111
    Download Restriction: no

    File URL: https://libkey.io/10.1177/1550147720912111?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
    ---><---

    References listed on IDEAS

    as
    1. Mingyue Qiu & Yu Song, 2016. "Predicting the Direction of Stock Market Index Movement Using an Optimized Artificial Neural Network Model," PLOS ONE, Public Library of Science, vol. 11(5), pages 1-11, May.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Camilla Quental & Yuliya Shymko, 2021. "What life in favelas can teach us about the COVID‐19 pandemic and beyond: Lessons from Dona Josefa," Gender, Work and Organization, Wiley Blackwell, vol. 28(2), pages 768-782, March.

    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. Becker, Janis & Leschinski, Christian, 2018. "Directional Predictability of Daily Stock Returns," Hannover Economic Papers (HEP) dp-624, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    2. Zakaria Boulanouar & Ghassane Benrhmach & Rihab Grassa & Sonia Abdennadher & Mariam Aldhaheri, 2024. "Exploring the predictive power of artificial neural networks in linking global Islamic indices with a local Islamic index," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-11, December.
    3. Ehsan Hoseinzade & Saman Haratizadeh & Arash Khoeini, 2019. "U-CNNpred: A Universal CNN-based Predictor for Stock Markets," Papers 1911.12540, arXiv.org.
    4. Xiaotao Zhang & Zihui Xia & Feng He & Jing Hao, 2025. "Forecasting crude oil prices with alternative data and a deep learning approach," Annals of Operations Research, Springer, vol. 345(2), pages 1165-1191, February.
    5. Andrea Rigamonti, 2024. "Can machine learning make technical analysis work?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 38(3), pages 399-412, September.
    6. Werner Kristjanpoller & Kevin Michell & Cristian Llanos & Marcel C. Minutolo, 2025. "Incorporating causal notions to forecasting time series: a case study," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-22, December.
    7. Po Yun & Chen Zhang & Yaqi Wu & Xianzi Yang & Zulfiqar Ali Wagan, 2020. "A Novel Extended Higher-Order Moment Multi-Factor Framework for Forecasting the Carbon Price: Testing on the Multilayer Long Short-Term Memory Network," Sustainability, MDPI, vol. 12(5), pages 1-16, March.
    8. Aida Nabilah Sadon & Shuhaida Ismail & Azme Khamis & Muhammad Usman Tariq, 2024. "Heteroscedasticity effects as component to future stock market predictions using RNN-based models," PLOS ONE, Public Library of Science, vol. 19(5), pages 1-18, May.
    9. Deniz Can Yıldırım & Ismail Hakkı Toroslu & Ugo Fiore, 2021. "Forecasting directional movement of Forex data using LSTM with technical and macroeconomic indicators," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-36, December.
    10. Rohitash Chandra & Yixuan He, 2021. "Bayesian neural networks for stock price forecasting before and during COVID-19 pandemic," PLOS ONE, Public Library of Science, vol. 16(7), pages 1-32, July.
    11. Bivas Dinda, 2024. "Gated recurrent neural network with TPE Bayesian optimization for enhancing stock index prediction accuracy," Papers 2406.02604, arXiv.org.
    12. Edson Kambeu, 2019. "Trading volume as a predictor of market movement: An application of Logistic regression in the R environment," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 8(2), pages 57-69, April.
    13. Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2023. "A Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting," Computational Economics, Springer;Society for Computational Economics, vol. 62(4), pages 1801-1843, December.
    14. Hongping Hu & Yangyang Li & Yanping Bai & Juping Zhang & Maoxing Liu, 2019. "The Improved Antlion Optimizer and Artificial Neural Network for Chinese Influenza Prediction," Complexity, Hindawi, vol. 2019, pages 1-12, August.
    15. Ghada A. Altarawneh & Ahmad B. Hassanat & Ahmad S. Tarawneh & Ahmad Abadleh & Malek Alrashidi & Mansoor Alghamdi, 2022. "Stock Price Forecasting for Jordan Insurance Companies Amid the COVID-19 Pandemic Utilizing Off-the-Shelf Technical Analysis Methods," Economies, MDPI, vol. 10(2), pages 1-18, February.
    16. Göncü, Ahmet & Kuzubaş, Tolga U. & Saltoğlu, Burak, 2024. "Predicting oil prices: A comparative analysis of machine learning and image recognition algorithms for trend prediction," Finance Research Letters, Elsevier, vol. 67(PB).
    17. Myladis R. Cogollo & Gilberto González-Parra & Abraham J. Arenas, 2021. "Modeling and Forecasting Cases of RSV Using Artificial Neural Networks," Mathematics, MDPI, vol. 9(22), pages 1-20, November.
    18. Jianzhou Wang & Shuai Wang & Mengzheng Lv & He Jiang, 2024. "Forecasting VaR and ES by using deep quantile regression, GANs-based scenario generation, and heterogeneous market hypothesis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-35, December.
    19. Basak, Suryoday & Kar, Saibal & Saha, Snehanshu & Khaidem, Luckyson & Dey, Sudeepa Roy, 2019. "Predicting the direction of stock market prices using tree-based classifiers," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 552-567.
    20. Pegah Eslamieh & Mehdi Shajari & Ahmad Nickabadi, 2023. "User2Vec: A Novel Representation for the Information of the Social Networks for Stock Market Prediction Using Convolutional and Recurrent Neural Networks," Mathematics, MDPI, vol. 11(13), pages 1-26, July.

    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:sae:intdis:v:16:y:2020:i:3:p:1550147720912111. 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: SAGE Publications (email available below). General contact details of provider: .

    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.