“…Therefore, time-series modeling and forecasting methodology have attracted significant attention in the communities of knowledge engineering, data-based science, and artificial intelligence community, etc. [4][5][6][7] During the past few decades, to model nonlinearity of stochastic time-series accurately, tremendous types of prognostic methods/models/algorithms/techniques are reported, for example, some prognostic methods that focus on single-channel data such as autoregressive integrated moving average (ARIMA), 8,9 long-range dependence, 10,11 fractional Brownian motion, 12,13 particle filter (PF), 14,15 stochastic differential equation, 16 but they ignore the mutual information (e.g., shaft centerline orbit) and spatial statistical properties (e.g., autocorrelation coefficient) between each channel and have obvious insufficiency in dealing with hyperdimension signals. Fortunately, instead of treating each dimensional data individually, issues aforementioned can be alleviated via some prognostic methods that focus on multichannel data, for example, neural networks (NNs), 17,18 multilayer perceptron networks, 19 deep neural networks, 20,21 have been reported currently.…”