The invention discloses a 
transformer fuzzy prudent reasoning fault diagnosis method based on 
cost sensitive learning, and belongs to the field of 
transformer state evaluation and fault diagnosis. According to the invention, on the basis of acquiring a 
transformer state evaluation 
initial sample set and setting a 
cost sensitive initial matrix, firstly, by combining a Sigmoid multiattribute 
softening decision, a transformer fault diagnosis multi-class support vector 
matrix model is constructed; then, a support vector matrix is subjected to normalized ordered weighted averaging, and a fuzzy prudent membership degree weight is calculated; and finally, complementary confidence allocation and 
information fusion based on a PCR5 method are carried out on a weighed fuzzy prudent membership degree,and based on a confidence allocation fusion final value, transformer fault diagnosis decision determination is carried out. In such process, minimization of an error diagnosis 
sample number is used as an optimal object, a cost punishment element corresponding the 
cost sensitive matrix is iteratively corrected on the basis of the fuzzy prudent 
evidence reasoning process, and an 
online learning function of the fault diagnosis model is achieved.