Tata Consultancy Services Limited

Suman Datta

Prateep Misra

Debnath Mukherjee

Pranav Champaklal Shah

Suvra Dutta

Rekha Vaidyanathan

The present application provides a method and system for outlier detection, anomalous behavior detection, missing data imputation and prediction of consumption in energy data for one or more energy sensors by using a unified model. The application discloses a data collection module for collect a time series data to be used as training data, a model training module for training the unified model using the collected time series data to enable computation of a plurality of parameters, and a model implementation module for implementing, by the trained unified model, the plurality of parameters on a new data of energy consumption wherein the plurality of parameters are used perform at least one from a group of outlier detection, anomaly detection, missing data imputation and prediction of consumption in energy data.

Method and system for anomaly detection, missing data imputation and consumption prediction in energy data

This disclosure relates to systems and methods for analyzing sensor data using incremental autoregression techniques for generating a vector of autoregression coefficients is provided. The system processes a time series data to obtain blocks of observation values, reads the observation values, updates pre-stored convolution values with the observation values, updates a partial sum by adding each observation value to the partial sum, increments a count each time an observation value is read, repeats the steps of updates and increments until a last observation value from a last block is read to obtain an updated set of convolution values, partial sum, and count. The system further computes a first matrix and a second matrix using the updated set of convolutions values, or summation of observation values computed from the updated partial sum, or the updated count, and generates a vector of autoregression coefficients based on the first and the second matrix.

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Kolkata, India

Suman Datta