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Passive and comprehensive hierarchical anomaly detection system and method

  • US 8,984,116 B2
  • Filed: 04/23/2013
  • Issued: 03/17/2015
  • Est. Priority Date: 08/27/2011
  • Status: Expired due to Fees
First Claim
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1. A method for detecting abnormal observations from a series of observations, comprising:

  • formulating, by a computer, an observation prediction by applying a working exponential smoothing model to a series of past observations;

    determining, by the computer, whether a most recent observation is an abnormal observation by comparing the most recent observation to the observation prediction;

    updating, by the computer, using the most recent observation, a shadow exponential smoothing model;

    selectively updating, by the computer, using the most recent observation, the working exponential smoothing model based on the determining whether the most recent observation is an abnormal observation;

    making a determination, by the computer, that a number of recent abnormal observations exceeds a threshold number of recent abnormal observations; and

    upon making the determination that the number of recent abnormal observations exceeds a threshold number of consecutive abnormal observations, replacing, by the computer, the working exponential smoothing model with the shadow exponential smoothing model.

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