Anomaly detecting device, anomaly detection method and program

Abstract

An anomaly detecting device includes: a singular value decomposition unit configured to perform singular value decomposition of a variance-covariance matrix of a measured value matrix ycomposed of measured values acquired by a plurality of sensors in a time period considered to be normal, to thereby calculate a singular vector U and a singular value matrix S; an anomaly determination unit configured to apply the singular vector U and the singular value matrix S to a measured value matrix yto be evaluated and which is acquired in an arbitrary time period to determine whether an anomaly is present from a result of application; and an anomalous part identification unit configured to, when the measured value matrix yis determined to be anomalous, identify an anomalous part based on a diagonal element of a matrix obtained in association with the measured value matrix y.