Anomaly detection method, program, and system

摘要

A method providing an analytical technique introducing label information into an anomaly detection model. Effective utilization of label information is based on introducing the degree of similarity between samples. Assuming, for example, there is a degree of similarity between normally labeled samples and no similarity between normally labeled and abnormally labeled samples. Also each sensor value is generated by the linear sum of a latent variable and a coefficient vector specific to each sensor. However, the magnitude of observation noise is formulated to vary according to the label information for the sensor values, and set so that normal label≦unlabeled≦anomalously labeled. A graph Laplacian is created based on the degree of similarity between samples, and determines the optimal linear transformation matrix according to a gradient method. A optimal linear transformation matrix is used to calculate an anomaly score for each sensor in the test samples.

主权项

1. A computer implemented method to detect an anomaly based on measurement data, the method comprising the steps of:
inputting measurement data having an anomalous or normal label and measurement data having no label as samples; determining a similarity matrix indicating the relationship between the samples based on the samples; defining a penalty based on the similarity matrix and calculating parameters in accordance with an updating equation having a term reducing the penalty; and calculating a degree of anomaly based on the calculated parameters.