Method and system for detecting anomalies in time series data
US8554699B2 · kind B2 · utility
Assignee
Inventors
Key dates
| Filing date | Oct 19, 2010 |
| Grant date | Oct 8, 2013 |
| Priority date | — |
| Expiry date | Nov 12, 2031 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q10/063
- WIPO fieldIT methods for management
- WIPO sectorElectrical engineering
Abstract
A server system stores time series data for a data source. The time series data comprises a plurality of time-value pairs, each pair including a value associated with an attribute of the data source and a time. For a particular attribute, the server system generates a plurality of forecasting models for characterizing the time-value pairs, each model including an estimated attribute value and an associated error-variance. For a time-value pair, the server system determines a plurality of differences between the value of the time-value pair and respective estimated attribute values of the plurality of forecasting models and tags the time-value pair as an anomaly if the differences for at least a first subset of the forecasting models are greater than the corresponding error variances. In response to a request from a client application, the server system returns at least a subset of the time-value pairs tagged as anomalies.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.