The patent badge is an abbreviated version of the USPTO patent document. The patent badge does contain a link to the full patent document.

The patent badge is an abbreviated version of the USPTO patent document. The patent badge covers the following: Patent number, Date patent was issued, Date patent was filed, Title of the patent, Applicant, Inventor, Assignee, Attorney firm, Primary examiner, Assistant examiner, CPCs, and Abstract. The patent badge does contain a link to the full patent document (in Adobe Acrobat format, aka pdf). To download or print any patent click here.

Date of Patent:
May. 29, 2018

Filed:

Jun. 16, 2014
Applicant:

Mitsubishi Electric Research Laboratories, Inc., Cambridge, MA (US);

Inventors:

Daniel Nikolaev Nikovski, Brookline, MA (US);

Andrei Kniazev, Cambridge, MA (US);

Michael J. Jones, Belmont, MA (US);

Attorneys:
Primary Examiner:
Int. Cl.
CPC ...
G06N 99/00 (2010.01);
U.S. Cl.
CPC ...
G06N 99/005 (2013.01);
Abstract

Anomalies in real time series are detected by first determining a similarity matrix of pairwise similarities between pairs of normal time series data. A spectral clustering procedure is applied to the similarity matrix to partition variables representing dimensions of the time series data into mutually exclusive groups. A model of normal behavior is estimated for each group. Then, for the real time series data, an anomaly score is determined, using the model for each group, and the anomaly score is compared to a predetermined threshold to signal the anomaly.


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