Uptake Technologies, Inc.

Michael Cantrell

A computing system may create an anomaly detection model to detect anomalies in multivariate data originating from a given data source by extracting a model object for the anomaly detection model using a first set of training data originating from the given data source, establishing starting values of a set of anomaly thresholds for the anomaly detection model using the extracted model object and a second set of training data originating from the given data source, and refining the starting values of the set of anomaly thresholds for at least a subset of the variables included in the multivariate data using the extracted model object and a set of test data. In turn, the computing system may use the anomaly detection model to monitor for anomalies in observation data originating from the given data source.

Computer system and method of defining a set of anomaly thresholds for an anomaly detection model

A computing system may operate in a first mode during which it calculates a set of training metrics on a running basis as a stream of multivariate data points originating from a data source is being received. While operating in the first mode, the computing system may determine that the set of training metrics has reached a threshold level of stability. In response, the computing system may transition to a second mode during which its extracts a model object and calculates a set of model parameters for an anomaly detection model. While operating in the second mode, the computing system may determine that the set of model parameters has reached a threshold level of stability. In response, the computing system may transition to a third mode during which it uses the anomaly detection model to monitor for anomalies in the stream of multivariate data points originating from the data source.

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Chicago, IL, United States of America

Michael Cantrell