Telemetry data analysis using multivariate sequential probability ratio test
First Claim
1. A computer-implemented method for analyzing telemetry data from a monitored system, comprising:
- periodically obtaining the telemetry data as a set of telemetry variables from the monitored system;
updating a multidimensional real-time distribution of the telemetry data using the obtained telemetry variables;
analyzing a statistical deviation of the multidimensional real-time distribution from a multidimensional reference distribution for the monitored system using a multivariate sequential probability ratio test (SPRT);
assessing the integrity of the monitored system based on the statistical deviation of the multidimensional real-time distribution; and
if the assessed integrity falls below a threshold, determining a fault in the monitored system corresponding to a source of the statistical deviation.
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Abstract
One embodiment provides a system that analyzes telemetry data from a monitored system. During operation, the system periodically obtains the telemetry data as a set of telemetry variables from the monitored system and updates a multidimensional real-time distribution of the telemetry data using the obtained telemetry variables. Next, the system analyzes a statistical deviation of the multidimensional real-time distribution from a multidimensional reference distribution for the monitored system using a multivariate sequential probability ratio test (SPRT) and assesses the integrity of the monitored system based on the statistical deviation of the multidimensional real-time distribution. If the assessed integrity falls below a threshold, the system determines a fault in the monitored system corresponding to a source of the statistical deviation.
30 Citations
20 Claims
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1. A computer-implemented method for analyzing telemetry data from a monitored system, comprising:
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periodically obtaining the telemetry data as a set of telemetry variables from the monitored system; updating a multidimensional real-time distribution of the telemetry data using the obtained telemetry variables; analyzing a statistical deviation of the multidimensional real-time distribution from a multidimensional reference distribution for the monitored system using a multivariate sequential probability ratio test (SPRT); assessing the integrity of the monitored system based on the statistical deviation of the multidimensional real-time distribution; and if the assessed integrity falls below a threshold, determining a fault in the monitored system corresponding to a source of the statistical deviation. - View Dependent Claims (2, 3, 4, 5, 6, 7)
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8. A system for analyzing telemetry data from a monitored system, comprising:
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a monitoring mechanism configured to periodically obtain the telemetry data as a set of telemetry variables from the monitored system; a distribution-generation apparatus configured to update a multidimensional real-time distribution of the telemetry data using the obtained telemetry variables; a sequential-analysis apparatus configured to; analyze a statistical deviation of the multidimensional real-time distribution from a multidimensional reference distribution for the monitored system using a multivariate sequential probability ratio test (SPRT); and assess the integrity of the monitored system based on the statistical deviation of the multidimensional real-time distribution; and a fault-management apparatus configured to determine a fault in the monitored system corresponding to a source of the statistical deviation if the assessed integrity falls below a threshold. - View Dependent Claims (9, 10, 11, 12, 13, 14)
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15. A computer-readable storage medium storing instructions that when executed by a computer cause the computer to perform a method for analyzing telemetry data from a monitored system, the method comprising:
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periodically obtaining the telemetry data as a set of telemetry variables from the monitored system; updating a multidimensional real-time distribution of the telemetry data using the obtained telemetry variables; analyzing a statistical deviation of the multidimensional real-time distribution from a multidimensional reference distribution for the monitored system using a multivariate sequential probability ratio test (SPRT); assessing the integrity of the monitored system based on the statistical deviation of the multidimensional real-time distribution; and if the assessed integrity falls below a threshold, determining a fault in the monitored system corresponding to a source of the statistical deviation. - View Dependent Claims (16, 17, 18, 19, 20)
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Specification