Time-to-failure (TTF) prognostics plays a crucial role in predicting remaining lifetime of electrical machines for improving machinery health management. This paper presents a novel three-step degradation data-driven TTF prognostics approach for rolling element bearings (REBs) in electrical machines. In degradation feature extraction step, multiple degradation features, including statistical features, intrinsic energy features, and fault frequency features, are extracted to detect the degradation phenomenon of REBs using complete ensemble empirical mode decomposition with adaptive noise and Hilbert-Huang transform methods. In degradation feature reduction step, the degradation features, which are monotonic, robust, and correlative to the fault evolution of the REBs, are selected and fused into a principal component Mahalanobis distance health index using dynamic principal component analysis and Mahalanobis distance methods. In TTF prediction step, the degradation process and local TTF of the REBs are observed by an exponential regression-based local degradation model, and the global TTF is predicted by an empirical Bayesian algorithm with a continuous update. A practical case study involving run-to-failure experiments of REBs on PRONOSTIA platform is provided to validate the effectiveness of the proposed approach and to show a Manuscript
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