A Three-Dimensional Receiver Operator Characteristic Surface Diagnostic Metric

Donald L. Simon
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Full Paper
phmc_10_062.pdf790.89 KBAugust 30, 2010 - 12:42pm

Receiver Operator Characteristic (ROC) curves are commonly applied as metrics for quantifying the performance of binary fault detection systems. An ROC curve provides a visual representation of a detection system’s True Positive Rate versus False Positive Rate sensitivity as the detection threshold is varied. The area under the curve provides a measure of fault detection performance independent of the applied detection threshold. While the standard ROC curve is well suited for quantifying binary fault detection performance, it is not suitable for quantifying the classification performance of multi-fault classification problems. Furthermore, it does not provide a measure of diagnostic latency. To address these shortcomings, a novel three-dimensional receiver operator characteristic (3D ROC) surface metric has been developed. This is done by generating and applying two separate curves: the standard ROC curve reflecting fault detection performance, and a second curve reflecting fault classification performance. A third dimension, diagnostic latency, is added giving rise to three-dimensional ROC surfaces. Applying numerical integration techniques, the volumes under and between the surfaces are calculated to produce metrics of the diagnostic system’s detection and classification performance. This paper will describe the 3D ROC surface metric in detail, and present an example of its application for quantifying the performance of aircraft engine gas path diagnostic methods. Metric limitations and potential enhancements are also discussed.

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Diagnostic metrics
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