vix.ing · top · new · best · stats · spec

A Fully Multivariate Multifractal Detrended Fluctuation Analysis Method for Fault Diagnosis

2025/11/25 by Khuram Naveed, Naveed, Khuram, Naveed ur Rehman +1
Economics, Econometrics and Finance · Engineering · Physics and Astronomy · #Chaos control and synchronization #Complex Systems and Time Series Analysis #FOS: Electrical engineering #Machine Fault Diagnosis Techniques #Signal Processing (eess.SP) #electronic engineering #information engineering

paper · pdf · doi:10.48550/arxiv.2511.20831

openalex publication_date 2025/11/25 · openalex created_date 2025/11/28 · openalex updated_date 2026/07/28

Abstract

We propose a fully multivariate generalization of multifractal detrended fluctuation analysis (MFDFA) and leverage it to develop a fault diagnosis framework for multichannel machine vibration data. We introduce a novel covariance-weighted Lpq matrix norm based on Mahalanobis distance to define a fully multivariate fluctuation function that uniquely captures cross-channel dependencies and variance biases in multichannel vibration data. This formulation, termed FM-MFDFA, allows for a more accurate characterization of the multiscale structure of multivariate signals. To enhance feature relevance, the proposed framework integrates multivariate variational mode decomposition (MVMD) to isolate fault-relevant components before applying FM-MFDFA. Results on wind turbine gearbox data demonstrate that the proposed method outperforms conventional MFDFA approaches by effectively distinguishing between healthy and faulty machine states, even under noisy conditions.

Related