ANOMALY DETECTION FOR NON-STATIONARY DATA
First Claim
1. A system comprising:
- one or more computer processors;
one or more computer memories;
one or more modules incorporated into the one or more computer memories, the one or more modules configuring the one or more computer processors to perform operations, the operations comprising;
extracting a training time series corresponding to a process from an initial time series corresponding to the process;
modifying outlier data points in the training time series based on predetermined acceptability criteria;
training a plurality of prediction methods using the training time series;
receiving an actual data point corresponding to the initial time series;
using the plurality of prediction methods to determine a set of predicted data points corresponding to the actual data point of the initial time series;
determining whether the actual data point is anomalous based on a calculation of whether each of the set of predicted data points is statistically different from the actual data point; and
receiving an additional actual data point corresponding to the initial time series and extracting an additional training time series from the initial time series based on the additional actual data point.
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Accused Products
Abstract
A method of detecting anomalies in a time series is disclosed. A training time series corresponding to a process is extracted from an initial time series corresponding to the process, the training time series including a subset of the initial time series. Outlier data points in the training time series are modified based on predetermined acceptability criteria. A plurality of prediction methods are trained using the training time series. An actual data point corresponding to the initial time series is received. The plurality of prediction methods are used to determine a set of predicted data points corresponding to the actual data point. It is determined whether the actual data point is anomalous based on a calculation of whether each of the set of predicted data points is statistically different from the actual data point.
1 Citation
20 Claims
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1. A system comprising:
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one or more computer processors; one or more computer memories; one or more modules incorporated into the one or more computer memories, the one or more modules configuring the one or more computer processors to perform operations, the operations comprising; extracting a training time series corresponding to a process from an initial time series corresponding to the process; modifying outlier data points in the training time series based on predetermined acceptability criteria; training a plurality of prediction methods using the training time series; receiving an actual data point corresponding to the initial time series; using the plurality of prediction methods to determine a set of predicted data points corresponding to the actual data point of the initial time series; determining whether the actual data point is anomalous based on a calculation of whether each of the set of predicted data points is statistically different from the actual data point; and receiving an additional actual data point corresponding to the initial time series and extracting an additional training time series from the initial time series based on the additional actual data point. - View Dependent Claims (2, 3, 4, 5, 6, 7)
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8. A method comprising:
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extracting a training time series corresponding to a process from an initial time series corresponding to the process; modifying outlier data points in the training time series based on predetermined acceptability criteria; training a plurality of prediction methods using the training time series; receiving an actual data point corresponding to the initial time series; using the plurality of prediction methods to determine a set of predicted data points corresponding to the actual data point of the initial time series; determining whether the actual data point is anomalous based on a calculation of whether each of the set of predicted data points is statistically different from the actual data point; and receiving an additional actual data point corresponding to the initial time series and extracting an additional training time series from the initial time series based on the additional actual data point. - View Dependent Claims (9, 10, 11, 12, 13, 14)
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15. A non-transitory machine readable medium comprising a set of instructions that, when executed by a processor, causes the processor to perform operations, the operations comprising:
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extracting a training time series corresponding to a process from an initial time series corresponding to the process; modifying outlier data points in the training time series based on predetermined acceptability criteria; training a plurality of prediction methods using the training time series; receiving an actual data point corresponding to the initial time series; using the plurality of prediction methods to determine a set of predicted data points corresponding to the actual data point of the initial time series; determining whether the actual data point is anomalous based on a calculation of whether each of the set of predicted data points is statistically different from the actual data point; and receiving an additional actual data point corresponding to the initial time series and extracting an additional training time series from the initial time series based on the additional actual data point. - View Dependent Claims (16, 17, 18, 19, 20)
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Specification