IDEAS home Printed from https://ideas.repec.org/a/spr/joinma/v34y2023i2d10.1007_s10845-021-01822-y.html
   My bibliography  Save this article

Predicting the quality of a machined workpiece with a variational autoencoder approach

Author

Listed:
  • Antoine Proteau

    (École de Technologie Supérieure)

  • Antoine Tahan

    (École de Technologie Supérieure)

  • Ryad Zemouri

    (École de Technologie Supérieure
    HESAM Université)

  • Marc Thomas

    (École de Technologie Supérieure)

Abstract

In this article, it is shown that a machine learning approach based only on data from sensors (vibration and current consumption) can be used to predict the geometric dimensioning and tolerancing quality measurement values of machined workpieces in an industrial context. First, a methodology based on a variational autoencoder approach is used, and then a metric based on the concept of Euclidean distance and the 2D latent space produced by the variational autoencoder is proposed. The proposed variational autoencoder regression model is shown capable of predicting the quality measurement values, with a mean square error of $$5.2573\times {10}^{-4}$$ 5.2573 × 10 - 4 mm. The proposed measurement system also displays a confidence interval of ± 0.05 mm. Moreover, the resulting 2D latent space is capable of distributing and structuring data based on the quality level and of providing a quick visual support. Compared to the t-SNE method, this latent space displays a better structure. Furthermore, the proposed Euclidean distance metric is correlated to the quality level in both the predicted and observed subsets. This work is also based on an industrial dataset, thus increasing its potential for technological transfer; that in turn allows a better monitoring of the machining process, as well as the prediction of the workpiece quality.

Suggested Citation

  • Antoine Proteau & Antoine Tahan & Ryad Zemouri & Marc Thomas, 2023. "Predicting the quality of a machined workpiece with a variational autoencoder approach," Journal of Intelligent Manufacturing, Springer, vol. 34(2), pages 719-737, February.
  • Handle: RePEc:spr:joinma:v:34:y:2023:i:2:d:10.1007_s10845-021-01822-y
    DOI: 10.1007/s10845-021-01822-y
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10845-021-01822-y
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s10845-021-01822-y?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 search for a different version of it.

    References listed on IDEAS

    as
    1. Wei Bao & Jun Yue & Yulei Rao, 2017. "A deep learning framework for financial time series using stacked autoencoders and long-short term memory," PLOS ONE, Public Library of Science, vol. 12(7), pages 1-24, July.
    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. Andrea Bucci, 2020. "Realized Volatility Forecasting with Neural Networks," The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 18(3), pages 502-531.
    2. Jaydip Sen & Sidra Mehtab & Abhishek Dutta & Saikat Mondal, 2022. "Precise Stock Price Prediction for Optimized Portfolio Design Using an LSTM Model," Papers 2203.01326, arXiv.org.
    3. Jaydip Sen & Sidra Mehtab, 2021. "Design and Analysis of Robust Deep Learning Models for Stock Price Prediction," Papers 2106.09664, arXiv.org.
    4. Umut Ugurlu & Ilkay Oksuz & Oktay Tas, 2018. "Electricity Price Forecasting Using Recurrent Neural Networks," Energies, MDPI, vol. 11(5), pages 1-23, May.
    5. James Wallbridge, 2020. "Transformers for Limit Order Books," Papers 2003.00130, arXiv.org.
    6. Yang Qiao & Yiping Xia & Xiang Li & Zheng Li & Yan Ge, 2023. "Higher-order Graph Attention Network for Stock Selection with Joint Analysis," Papers 2306.15526, arXiv.org.
    7. Zihao Zhang & Stefan Zohren & Stephen Roberts, 2018. "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books," Papers 1808.03668, arXiv.org, revised Jan 2020.
    8. Daiki Matsunaga & Toyotaro Suzumura & Toshihiro Takahashi, 2019. "Exploring Graph Neural Networks for Stock Market Predictions with Rolling Window Analysis," Papers 1909.10660, arXiv.org, revised Nov 2019.
    9. Hakan Pabuccu & Adrian Barbu, 2023. "Feature Selection with Annealing for Forecasting Financial Time Series," Papers 2303.02223, arXiv.org, revised Feb 2024.
    10. Murat Aydogdu & Hakan Saraoglu & David Louton, 2019. "Using long short‐term memory neural networks to analyze SEC 13D filings: A recipe for human and machine interaction," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 26(4), pages 153-163, October.
    11. JoonBum Leem & Ha Young Kim, 2020. "Action-specialized expert ensemble trading system with extended discrete action space using deep reinforcement learning," PLOS ONE, Public Library of Science, vol. 15(7), pages 1-39, July.
    12. Ehsan Hoseinzade & Saman Haratizadeh & Arash Khoeini, 2019. "U-CNNpred: A Universal CNN-based Predictor for Stock Markets," Papers 1911.12540, arXiv.org.
    13. Sergio Consoli & Luca Tiozzo Pezzoli & Elisa Tosetti, 2022. "Neural forecasting of the Italian sovereign bond market with economic news," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(S2), pages 197-224, December.
    14. Luca Grilli & Domenico Santoro, 2022. "Forecasting financial time series with Boltzmann entropy through neural networks," Computational Management Science, Springer, vol. 19(4), pages 665-681, October.
    15. Leonard Kin Yung Loh & Hee Kheng Kueh & Nirav Janak Parikh & Harry Chan & Nicholas Jun Hui Ho & Matthew Chin Heng Chua, 2022. "An Ensembling Architecture Incorporating Machine Learning Models and Genetic Algorithm Optimization for Forex Trading," FinTech, MDPI, vol. 1(2), pages 1-25, March.
    16. Andrea Bucci, 2020. "Cholesky–ANN models for predicting multivariate realized volatility," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(6), pages 865-876, September.
    17. Linwei Li & Paul-Amaury Matt & Christian Heumann, 2022. "Forecasting foreign exchange rates with regression networks tuned by Bayesian optimization," Papers 2204.12914, arXiv.org, revised May 2022.
    18. Yi Wei, 2021. "Absolute Value Constraint: The Reason for Invalid Performance Evaluation Results of Neural Network Models for Stock Price Prediction," Papers 2101.10942, arXiv.org, revised Mar 2021.
    19. Sidra Mehtab & Jaydip Sen, 2020. "Stock Price Prediction Using CNN and LSTM-Based Deep Learning Models," Papers 2010.13891, arXiv.org.
    20. Axelsson, Birger & Song, Han-Suck, 2023. "Univariate Forecasting for REITs with Deep Learning: A Comparative Analysis with an ARIMA Model," Working Paper Series 23/10, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance, revised 14 Nov 2023.

    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:spr:joinma:v:34:y:2023:i:2:d:10.1007_s10845-021-01822-y. 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: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    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.