Time series anomaly detection using multiple statistical models
US7310590B1 · kind B1 · utility
Assignee
Inventor
Key dates
| Filing date | Nov 15, 2006 |
| Grant date | Dec 18, 2007 |
| Priority date | — |
| Expiry date | Nov 15, 2026 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06F11/0715
- WIPO fieldComputer technology
- WIPO sectorElectrical engineering
Abstract
A time series is analyzed by multiple functions simultaneously to identify an anomaly for a data point in the series. Data point values are predicted by the multiple functions. An anomaly occurs when an actual data point in the series differs significantly from the data point's predicted value as generated by the functions. If enough statistical models detect an anomaly has occurred for a data point, an anomaly event is generated. The set of functions can include different types of functions, the same function type configured with different constants, or a combination of these.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.