Predictability in probabilistic discrete event systems

Abstract

Predictability is a key property allowing one to expect in advance the occurrence of a fault in a system based on its observed events. Existing works give a binary answer to the question of knowing whether a system is predictable or not. In this paper, we consider discrete event systems where probabilities of the transitions are available. We showhowto take advantage of this information to perform aMarkov chain-based analysis and extract probability values that give a finer appreciation of the degree of predictability. This analysis is particularly important in case of non predictable systems.