| 摘要 |
A method of monitoring a system such as a machine, industrial system, or human or animal patient, to classify the system as normal or abnormal, in which a time-series of measurements of the system are regarded as a function to be compared to a model of normality for such functions. The model of normality can be constructed as a Gaussian Process and test functions compared to the model to derive the probability that they are drawn from the model of normality. A probability distribution for the expected extrema of sets of functions drawn from the model can also be derived and the probability of any extremum of a plurality of test functions being an extremum of a set derived from the model of normality can be obtained. The system can be classified as normal or abnormal based on the extreme probability distribution. Test functions with fewer data points can be compared to the model of normality by marginalisation with respect to the missing data points. |
