The great success of deep neural network (DNN) in image field stimulates its application in fault detection and diagnose. However due to the limitation of system security, it is impossible to obtain complete fault data as the training database for neural network, so that it is challenging to identify a fault that never occurred before. In this paper, an ensemble approach is proposed to adapt to a new fault by adding output branches of the neural network. Firstly, the time series are transferred to numerous imaging matrixes. The intrinsic characteristics of the matrixes are then extracted using deep neural network which are used to judge whether it is a new fault according to the distance criterion. For a new fault, the DNN will retrain by transferring learning in order to reduce the computation and training time. The effectiveness of the algorithm is demonstrated by a numerical simulation example based on a wind turbine benchmark model.