1. Introduction
Vibration measurements are widely used for rotating-machine condition monitoring because changes in amplitude and frequency content can reflect operating state and mechanical faults [
1,
2]. Much of the literature concerns fault diagnosis or remaining-useful-life estimation, which require labels or endpoints that differ from direct forecasting of a measured health indicator. The task examined here is narrower: given an observed univariate RMS sequence, predict its next
H values at a rolling forecast origin. No alarm threshold, failure probability, maintenance action, or remaining-life target is evaluated.
This distinction matters for interpreting model rankings. The DB1 source contains separate recordings acquired under controlled loads and fault conditions [
3,
4]; it does not provide one continuous normal-to-failure trajectory. The selected DB2 run contains timestamped bearing snapshots and an end-of-test outer-race failure label [
5,
6], but the authoritative record does not provide an independently verified fault-onset index. Consequently, the study compares forecast accuracy under two specified experimental designs rather than claiming diagnosis, onset detection, or prognosis.
Time-series forecasting methods now span simple extrapolation, statistical models, supervised neural networks, and pretrained zero-shot forecasters. Simple methods remain essential because locally smooth sequences can make persistence or drift difficult to improve upon. The normalized linear model (NLinear) provides a low-complexity learned reference [
7]; the patch-based time-series Transformer (PatchTST), inverted Transformer (iTransformer), and TimeMixer represent different neural design choices [
8,
9,
10]; and Chronos and the Time Series Foundation Model (TimesFM) permit zero-shot evaluation [
11,
12,
13]. Comparing these methods is informative only when forecast contexts, target scales, horizons, origins, and uncertainty procedures are explicit.
The study therefore addresses four research questions:
How do simple, statistical, supervised, and zero-shot methods compare on the DB1 primary chronological split at all three physical horizons?
How do rankings change on DB2 2nd_test when every horizon is evaluated on common forecast origins?
What is observed when DB1 models fitted on the Normal recording are conditioned on the past of separately recorded 0 Nm fault conditions?
How sensitive are the selected forecasting pipelines to dimension-matched input representations, causal missing-data imputation, raw-waveform noise, and a controlled desktop-CPU workload?
The study makes five specific contributions. It does not propose a new forecasting architecture; instead, it provides a systematic empirical benchmark:
A systematic waveform-to-RMS benchmark specification is defined for two heterogeneous public sources, with verified units, sampling intervals, subset identities, chronological point boundaries, and training-only preprocessing.
Twelve methods are compared across naive, statistical, supervised deep-learning, and zero-shot foundation-model families using the same 128-step observed context, three physical horizons, and the intersection of valid forecast origins.
Original-scale aggregate and per-lead errors are combined with paired circular moving-block-bootstrap inference so that overlapping multi-step targets are not treated as independent evidence.
The primary benchmark is complemented by a conditioned DB1 cross-regime test and matched nine-method ablations covering alternative scalar representations, repeated causal missingness, and raw-waveform noise before RMS extraction.
A controlled desktop-CPU workload separates model initialization or loading, training or local refitting, prediction latency, and total process memory; the accompanying public repository provides the core preprocessing and model-execution code.
4. Methods
Figure 2 presents the complete evaluation logic from the two waveform sources to the primary benchmark and the three secondary analyses. The framework standardizes target construction, temporal information, forecast origins, and evidence reporting; it is not introduced as a forecasting architecture.
4.1. Leakage-Safe Timeline Construction
For the systematic empirical benchmark, the evaluation workflow performs the following operations in order: (1) build the chronological RMS timeline; (2) define point-level train, validation, and test boundaries; (3) fit a z-score scaler only on the training interval; (4) transform the full timeline with those training statistics; and (5) construct windows whose targets lie entirely inside their assigned partition. Validation and test contexts may contain observed history immediately before the target partition, but target intervals are disjoint. Automated assertions check origin ordering, target containment, timestamp regularity, scaler scope, and cross-horizon origin intersection. No prediction clipping is applied. All scale-dependent metrics are computed after the target scaler is inverted.
For DB1 cross-condition analysis, supervised parameters are learned from the Normal train/validation intervals and the Normal scaler is retained. At fault-test time, every method receives the same 128 observed values from the fault recording. Parameter-free, local statistical, supervised, and pretrained methods consequently have different adaptation mechanisms; results are reported by method rather than interpreted as a pure architecture comparison.
4.2. Forecasting Methods
Three parameter-free references are used: the context mean, persistence, and linear drift from the first to the last context value. Theta is fitted locally with period 1, no deseasonalization, and maximum-likelihood estimation [
23]. ARIMA order is selected once from the final 512 training points by the Akaike information criterion (AIC) over
,
, and
; the selected order is then refitted on each 128-step test context. Integrated models use no trend, non-integrated models use a constant, and a failed fit raises an error rather than silently falling back.
The five supervised methods are NLinear, LSTM, PatchTST, iTransformer, and TimeMixer. NLinear subtracts the last context value, applies a single linear projection, and adds the level back. LSTM has two 128-unit layers, dropout 0.1, and a direct horizon head. PatchTST uses patch length 16, stride 8, , three encoder layers, eight heads, rectified linear unit (ReLU) activation, dropout 0.1, and no reversible instance normalization (RevIN). The univariate iTransformer adaptation uses the same , layers, heads, activation, dropout, and no RevIN; its cross-variate attention has one token. The compact TimeMixer adaptation uses , two past-decomposable-mixing (PDM) blocks, scales , moving-average kernel 3, Gaussian error linear unit (GELU) activation, and dropout 0.1. These compact implementations are named explicitly to avoid treating them as exact replications of every setting in the source papers.
Chronos-Bolt-small is loaded as
amazon/chronos-bolt-small (47,718,016 parameters). It produces patch-based direct multi-step quantiles; the
output is used as the point forecast [
27]. TimesFM is loaded as
google/timesfm-2.5-200m-transformers (231,289,280 parameters) [
13]. The checkpoint uses input patches of 32, an output horizon of 128, 20 layers, hidden size 1280, 16 heads, and mean predictions as its point forecast. TimesFM internal context scaling is retained in addition to the common external training-timeline z-score.
The saved model specifications record chronos-forecasting 2.3.1 and Transformers 5.4.0 for DB1, and 2.3.0 and 5.12.1 for DB2. Identical checkpoint identifiers are used for both data sources.
4.3. Training and Checkpoint Selection
Each supervised horizon-specific model minimizes mean squared error (MSE) for at most 100 epochs with batch size 32, gradient clipping at 1.0, validation-MSE monitoring, patience 10, and restoration of the lowest-validation-MSE checkpoint. A ReduceLROnPlateau scheduler uses factor 0.5, patience 5, and minimum learning rate . LSTM, NLinear, and TimeMixer use learning rate ; PatchTST and iTransformer use . The final activation is the identity. Supervised results use seeds 7, 42, and 123; deterministic methods use seed 7 as a bookkeeping identifier. Three seeds provide limited evidence about optimization variability, so temporal block-bootstrap intervals are also reported and fine-grained ranking claims are avoided.
Training and primary inference use 32-bit floating-point (FP32) precision and select a Compute Unified Device Architecture (CUDA)-enabled graphics processing unit (GPU) when available, otherwise the CPU. The separate efficiency experiment described below is CPU-only. This distinction prevents hardware used to accelerate fitting from being conflated with the controlled CPU reference workload.
4.4. Metrics, Common Origins, and Uncertainty
For inverse-transformed targets
and predictions
, the principal metrics are mean absolute error (MAE), root mean square error (RMSE), and symmetric mean absolute percentage error (sMAPE):
Mean absolute scaled error (MASE) divides MAE by the mean absolute first difference of the original, non-windowed training timeline. Normalized root mean square error (NRMSE) divides RMSE by the test-target range and is therefore a retrospective normalized metric.
is calculated over the flattened origin–lead pairs; per-lead metrics are additionally reported so this aggregation is visible.
All horizons use the intersection of valid test origins. An origin–lead pair is the sampling unit for point estimates, so a target timestamp may contribute to more than one rolling-origin forecast. Dependence is addressed for interval estimation rather than ignored: each circular moving-block-bootstrap resample draws contiguous blocks of origins and retains all
H lead errors belonging to every selected origin. Per-lead files report
. For each model and horizon, a 95% percentile interval is obtained from 1000 such resamples over ordered forecast origins, seed 12,345, with block length
. Supervised per-origin errors are averaged across the three seeds before temporal resampling. Paired skill and MAE-difference intervals against persistence use identical resampled blocks [
28].
4.5. Controlled Ablations and CPU Reference Workload
Ablations use and nine methods: persistence, drift, NLinear, LSTM, PatchTST, iTransformer, TimeMixer, Chronos-Bolt, and TimesFM. A1 compares dimension-matched scalar input timelines: RMS, the center sample of each filtered waveform segment/snapshot, and spectral centroid. Each representation is tested with and without training-only Gaussian jitter of standard deviation 0.05 on the standardized input. The target remains clean RMS.
A2 corrupts test contexts after standardization using independent point dropout and contiguous blocks of length 4 or 16 at nominal rates of 5%, 10%, and 20%. Missing values are filled strictly left-to-right; an unavailable initial value is set to zero, the training mean on the standardized scale. Five mask realizations are used, and achieved rates are recorded. The result therefore describes the complete corruption–causal-imputation–forecasting pipeline.
A3 adds additive white Gaussian noise (AWGN) to each raw test waveform before bandpass filtering and RMS extraction at signal-to-noise ratios (SNRs) of 30, 20, and 10 decibels (dB). Clean RMS targets and the clean training scaler are unchanged, and five noise realizations are used. The design tests raw-waveform perturbation, but it does not reproduce clipping, drift, packet loss, or all sensor failure modes.
The CPU reference workload uses one Intel Core i7-10700 desktop under Windows 11, OpenBLAS 0.3.33, two CPU threads, 128 windows, context 128, , batch size 32, two warm-up runs, and five measured repeats in a fresh process for every method. Load, training/refit, and prediction are separated. Latency is reported as aggregate-workload throughput divided by 128 windows; the millisecond values for fast baselines therefore retain microsecond-level precision. Memory is total peak resident set size (RSS), including the process baseline and model weights, sampled every 5 ms with psutil.Process().memory_info().rss. Medians and interquartile ranges (IQRs) are reported. No CPU-governor control or separate edge device is evaluated.
6. Discussion
6.1. Observed Model-Selection Patterns
The DB1 primary split favors a tightly grouped set of supervised methods, whereas DB2 favors simple local extrapolation and includes the zero-shot checkpoints in a similar low-error group. This contrast is an observation from one Normal recording and one IMS run, not a general rule about stationary and degrading systems. No component analysis establishes why a particular architecture behaves as observed.
The DB1 cross-condition analysis adds a second caution. A method fitted on Normal data may encounter a large shift in level and scale in a separately recorded fault condition, while parameter-free and local models condition directly on the fault history. Absolute MAE, normalized errors, paired skill, and adaptation protocol should therefore be considered together. Averaging condition MAE without this context can reverse an apparent transfer conclusion.
For an analyst working with a new RMS sequence, the defensible takeaway is procedural rather than prescriptive: evaluate persistence, drift, mean, and an established statistical reference before attributing value to a larger model; use chronological splits and common origins; report physical time and original units; and validate latency and alert thresholds on the intended hardware and decision task. The current data do not establish an operational maintenance threshold.
6.2. Limitations
The study forecasts a derived signal and does not evaluate fault classification, fault onset, warning lead time, remaining useful life, or maintenance benefit. DB1 primary evidence comes from one 0 Nm Normal recording, with conditioned tests restricted to 14 separate 0 Nm fault recordings; DB2 evidence comes from one run and one bearing channel. Neither source supports broad coverage of gearboxes, pumps, motors, or multiple run-to-failure bearings.
Three optimization seeds give a limited estimate of neural training variability. Moving-block intervals address temporal dependence at forecast origins but do not remove all dependence created by overlapping multi-step targets. NRMSE uses the test range and is retrospective; DB2’s acceleration unit is not physically specified by the authoritative record. The compact PatchTST, iTransformer, and TimeMixer implementations and fixed tuning budget may differ from more extensively tuned variants. External pretraining gives the foundation models access to information not available to target-only supervised models, and DB1/DB2 runs record different library versions.
The ablations are controlled synthetic perturbations. They do not cover drift, clipping, saturation, packet loss, all missingness processes, or multichannel failure. The CPU benchmark is a single desktop measurement without a separately controlled processor governor and is not an industrial-device validation. Broader conclusions require additional machines, loads, bearings, split points, channels, probabilistic calibration, and decision-oriented endpoints.
7. Conclusions
This work provides a systematic empirical benchmark of 12 forecasting methods for univariate RMS vibration sequences. Complete DB1 horizons, common forecast origins, low-complexity baselines, and original-scale dependence-aware intervals clarify the observed results. A closely grouped supervised set has the lowest observed errors on the DB1 0 Nm Normal recording. On DB2 2nd_test, persistence or drift has the lowest observed mean MAE at each horizon, with statistical and zero-shot methods frequently overlapping in uncertainty. Conditioned DB1 results, ablations, and desktop-CPU measurements show why scale, adaptation, corruption design, and resource accounting need to accompany headline accuracy.
The main conclusion is limited to the evaluated data: model rankings depend on the exact target construction, split, physical horizon, and available context. Simple baselines provide an essential reference, while larger supervised or pretrained models require evidence of added value under the intended condition and hardware.