Anomaly and mode inference from time series data

Abstract

Methods, systems, and computer program products for anomaly and mode inference from time series data are provided herein. A computer-implemented method includes receiving time-series sensor data for each one of a group of devices; extracting a set of states for each device in the group from the time-series sensor data; constructing a state-transition graph for each of the devices, wherein each of the state-transition graphs comprises nodes corresponding to each state in the set and edges corresponding to a probability of transition between the extracted states over time; identifying, for each set, a given state as one of: a mode, a normal state and an anomalous state based on the state-transition graph; and detecting one or more anomalous devices in the group by computing similarities between different devices in the group, based at least in part on the determined state-transition graphs.