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Methods involving computing correlation anomaly scores

  • US 7,483,934 B1
  • Filed: 12/18/2007
  • Issued: 01/27/2009
  • Est. Priority Date: 12/18/2007
  • Status: Expired due to Fees
First Claim
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1. A method for detecting an error operation of physical sensors in a system, the method comprising:

  • defining a first similarity matrix for a target run of data, wherein the target run of data includes data obtained from an N number of physical sensors in the system;

    defining a second similarity matrix for a reference run of data, wherein the reference run of data includes data obtained from the N number of physical sensors in the system;

    developing a k-neighborhood graph Ni of the i-th node for the target run of data, wherein the k-neighborhood graph of the i-th node is defined as a graph comprising the i-th node and its k-nearest neighbors (NN);

    developing a k-neighborhood graph Ni of the i-th node for the reference run of data;

    defining a probability distribution p(j/i), wherein p(j/i) is the probability that the j-th node becomes one of the k-NN of the i-th node;

    summing the probabilities between the i-th node and the neighbors of the i-th node;

    determining an anomaly score of the i-th node from the sum of the probabilities;

    wherein the anomaly score is defined as max{|ei(Ni)|,|ei( Ni)−

    ē

    i( Ni)|}, wherein ei(Ni) is the sum of the probabilities of the target data as a function of the target data, ē

    i (Ni) is the sum of the probabilities of the reference data as a function of the target data, ei( Ni) is the sum of the probabilities of the target data as a function of the reference data, and ē

    i( Ni) is the sum of the probabilities of the reference data as a function of the reference data;

    determining whether the target run of data has changed from the reference run of data responsive to determining the anomaly score of the i-th node;

    comparing the anomaly score of the i-th node with a threshold value to determine whether the anomaly score of the i-th node exceeds the threshold value responsive to determining that the target run of data has changed from the reference run of data; and

    outputting the anomaly score responsive to determining that the anomaly score of the i-th node exceeds the threshold value, wherein the output anomaly score is indicative of the error operation in the physical sensors of the system.

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