摘要 |
PROBLEM TO BE SOLVED: To provide an anomaly detection system and method.SOLUTION: A system includes a hardware processor, and a memory that stores instructions for configuring the hardware processor. The hardware processor receives a first time-series data comprising a first set of points and a second time-series data comprising a second set of points, computes a first set of error vectors for each point of the first set, and a second set of error vectors for each point of the second set, estimates parameters based on the first set of error vectors, applies (or uses) the parameters on the second set of error vectors, and detects an anomaly in the second time-series data when the parameters are applied on the second set of error vectors. Each set of error vectors comprises one or more prediction errors.SELECTED DRAWING: Figure 2A |