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The health state of rotating machinery directly affects the overall performance of the mechanical system. The monitoring of the operation condition is very important to reduce the downtime and improve the production efficiency. This paper presents a novel rotating machinery fault diagnosis method based on the improved multiscale amplitude-aware permutation entropy (IMAAPE) and the multiclass relevance vector machine (mRVM) to provide the necessary information for maintenance decisions. Once the fault occurs, the vibration amplitude and frequency of rotating machinery obviously changes and therefore, the vibration signal contains a considerable amount of fault information. In order to effectively extract the fault features from the vibration signals, the intrinsic time-scale decomposition (ITD) was used to highlight the fault characteristics of the vibration signal by extracting the optimum proper rotation (PR) component. Subsequently, the IMAAPE was utilized to realize the fault feature extraction from the PR component. In the IMAAPE algorithm, the coarse-graining procedures in the multi-scale analysis were improved and the stability of fault feature extraction was promoted. The coarse-grained time series of vibration signals at different time scales were firstly obtained, and the sensitivity of the amplitude-aware permutation entropy (AAPE) to signal amplitude and frequency was adopted to realize the fault feature extraction of coarse-grained time series. The multi-classifier based on the mRVM was established by the fault feature set to identify the fault type and analyze the fault severity of rotating machinery. In order to demonstrate the …