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System and method of anomaly detection

  • US 8,941,484 B2
  • Filed: 03/13/2013
  • Issued: 01/27/2015
  • Est. Priority Date: 03/13/2013
  • Status: Active Grant
First Claim
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1. A method comprising:

  • detecting a plurality of events within a security system;

    evaluating the events using one of a first expression defined by Σ



    Q
    conf(f(r)−

    mrg(r)), a second expression defined by ∫



    R
    |f(r)−

    mrg(r)|dr and a third expression defined by ∫



    R
    conf(f(r)−

    mrg(r))dr, where r is a size of a neighborhood around a data point, f(r) is a Local Correlation Integral (LOCI) of r, mrg(r) is a margin of r, R is a predetermined set of intervals of neighborhood sizes, Q is a predetermined discrete set of neighborhood sizes and conf(d) is a non-linear confidence function being 0 for near distance to the data point and quickly approaching 1 for larger distances;

    comparing a value of the evaluated expression with a threshold value; and

    setting an alarm upon detecting that the value exceeds the threshold value.

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