To address the challenges of data fluctuations and sparse sampling in prognostic and health management, this paper proposes a hybrid Bayesian-calibrated grey model that enhances prediction robustness and accuracy by systematically integrating prior evolution knowledge from homogeneous historical samples into the grey modeling framework. The model incorporates a Bayesian calibration mechanism implemented through three key steps: first, constructing a prior distribution for the development coefficient based on historically similar samples; second, deriving a posterior estimate of the development coefficient via Bayesian inference to mitigate the impact of sampling data fluctuations; third, obtaining the prediction results from the general solution of the grey differential equation. The model’s performance is evaluated through numerical experiments and a practical task of predicting lubricant iron content in wind turbine gearboxes. Experimental results demonstrate that the proposed model exhibits excellent anti-interference capability, significantly improves prediction accuracy and robustness compared to conventional grey models, while also providing reliable interval forecasts. This framework offers a novel and robust solution for forecasting under data-sparse conditions, advancing the application of grey models in engineering prognostics.
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