ANOMALY DETECTION AND FILTERING OF TIME-SERIES DATA
Anomaly detection and filtering of time-series data, including: identifying, for a multivariate time-series signal, one or more previously observed multivariate time-series signals that are similar within a predetermined threshold to the multivariate time-series signal; and labelling the multivariate time-series signal based on the labels associated with the one or more previously observed multivariate time-series signals.
1 . A method of anomaly detection and filtering of time-series data, the method comprising:
identifying, for a multivariate time-series signal, one or more previously observed multivariate time-series signals that are similar within a predetermined threshold to the multivariate time-series signal; and
labelling the multivariate time-series signal based on the labels associated with the one or more previously observed multivariate time-series signals.
2 . The method of claim 1 further comprising smoothening the multivariate time-series signal.
3 . The method of claim 1 further comprising smoothening the one or more previously observed multivariate time-series signals.
4 . The method of claim 1 further comprising determining whether to generate an alert based on the label associated with the multivariate time-series signal.
5 . The method of claim 1 wherein labelling the multivariate time-series signal includes assigning a severity level to the multivariate time-series signal.
6 . The method of claim 1 wherein labelling the multivariate time-series signal includes assigning a score to the multivariate time-series signal.
7 . The method of claim 1 further comprising creating, from previously observed multivariate data, one or more of the previously observed multivariate time-series signals.
8 . The method of claim 1 wherein labelling the multivariate time-series signal based on the labels associated with the one or more previously observed multivariate time-series signals further comprises identifying, based on the one or more previously observed multivariate time-series signals, a label using a voting algorithm.
9 . The method of claim 1 further comprising bootstrapping a system with one or more previously observed multivariate time-series signals.
10 . An apparatus for anomaly detection and filtering of time-series data, the apparatus including a computer processor and a computer memory, the computer memory including computer program instructions that, when executed by the computer processor, cause the apparatus to carry out the steps of:
identifying, for a multivariate time-series signal, one or more previously observed multivariate time-series signals that are similar within a predetermined threshold to the multivariate time-series signal; and
labelling the multivariate time-series signal based on the labels associated with the one or more previously observed multivariate time-series signals.
11 . The apparatus of claim 10 further comprising computer program instructions that, when executed by the computer processor, cause the apparatus to carry out the step of determining whether to generate an alert based on the label associated with the multivariate time-series signal.
12 . The apparatus of claim 11 further comprising computer program instructions that, when executed by the computer processor, cause the apparatus to carry out the step of. responsive to determining to generate the alert, delivering the alert.
13 . The apparatus of claim 10 further comprising computer program instructions that, when executed by the computer processor, cause the apparatus to carry out the step of creating, from previously observed multivariate data, one or more of the previously observed multivariate time-series signals.
14 . The apparatus of claim 10 wherein a window for the previously observed multivariate time-series signals is equal to a window for the multivariate time-series signal.
15 . The apparatus of claim 10 further comprising computer program instructions that, when executed by the computer processor, cause the apparatus to carry out the step of identifying, based on the one or more previously observed multivariate time-series signals, a label using a voting algorithm.
16 . The apparatus of claim 10 further comprising computer program instructions that, when executed by the computer processor, cause the apparatus to carry out the step of bootstrapping a system with one or more previously observed multivariate time-series signals
17 . A computer program product for anomaly detection and filtering of time-series data, the computer program product disposed on a non-transitory computer readable medium, the computer program product including computer program instructions that, when executed, carry out the steps of:
identifying, for a multivariate time-series signal, one or more previously observed multivariate time-series signals that are similar within a predetermined threshold to the multivariate time-series signal; and
labelling the multivariate time-series signal based on the labels associated with the one or more previously observed multivariate time-series signals.
18 . The computer program product of claim 17 wherein the voting algorithm gives equal weighting to each of the one or more previously observed multivariate time-series signals.
19 . The computer program product of claim 17 wherein the voting algorithm gives unequal weighting at least two or more of the previously observed multivariate time-series signals.
20 . The computer program product of claim 19 wherein, for at least two or more of the previously observed multivariate time-series signals, a weighting for each previously observed multivariate time-series signal is based on a similarity between the previously observed multivariate time-series signal and the multivariate time-series signal.