Anomaly Detection for Complex Physical System via Nonlinear Relationship Modeling

摘要

Methods and systems for detecting anomalies include determining a predictive model for each pair of a set of time series, each time series being associated with a component of a system. New values of each pair of time series are compared to values predicted by the respective predictive model to determine if the respective predictive model is broken. A number of broken predictive models is determined. An anomaly alert is generated if the number of broken predictive models exceeds a threshold.