Anomaly detection in multidimensional sensor data

A computer includes a processor and a memory storing instructions executable by the processor to receive a time series of vectors from a sensor, determine a weighted moving mean of the vectors, determine an inverse covariance matrix of the vectors, receive a current vector from the sensor, determine...

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Bibliographische Detailangaben
Hauptverfasser: Filev, Dimitar Petrov, Pandey, Gaurav, Buss, Brian George
Format: Patent
Sprache:eng
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Beschreibung
Zusammenfassung:A computer includes a processor and a memory storing instructions executable by the processor to receive a time series of vectors from a sensor, determine a weighted moving mean of the vectors, determine an inverse covariance matrix of the vectors, receive a current vector from the sensor, determine a squared Mahalanobis distance between the current vector and the weighted moving mean, and output an indicator of an anomaly with the sensor in response to the squared Mahalanobis distance exceeding a threshold. The squared Mahalanobis distance is determined by using the inverse covariance matrix.