A trending system and method for trending data in a physical or clock
system. The trending system includes a sliding window filter. The sliding
window filter receives a data set of data points generated by the clock
system. The sliding window filter partitions the data set into a
plurality of data windows, and uses the data windows to calculate upper
and lower confidence bounds for the data set. Specifically, the sliding
window filter calculates upper confidence bounds and lower confidence
bounds for each data point using each of the multiple data windows that
includes the data point. The sliding window filter then selects the upper
confidence bounds and the lower confidence bounds that result in the
smallest mean prediction confidence interval for that data point. This
results in a smoothed estimated trend for the data set that can be used
for prognostication and fault detection.