Using stochastic models to diagnose and predict complex system problems

A plurality of stochastic models is built that predict the probabilities of state transitions for components in a complex system. The models are trained using output observations from the system at runtime. The overall state and health of the system can be determined at runtime by analyzing the distribution of current component states among the possible states. Subsequent to a low level component failure, the state transition probability stochastic model for the failed component can be analyzed by uncovering the previous states at N time intervals prior to the failure. The resulting state transition path for the component can be analyzed for the causes of the failure. Additionally, component failures resulting from the failure, or worsening state transition, in other components can be diagnosed by uncovering the previous states at the N times prior to the failure for multiple components in the system and then analyzing the state transition paths for correlations to the failed component. Additionally, transitions to worsening states can be predicted using an action matrix. The action matrix is created beforehand using state information and transition probabilities derived from a component's stochastic model. The action matrix is populated probabilities of state transitions at a current state for given actions. At runtime, when an action is requested of a component, the probability of the component transitioning to a worsening state by performing the action can be assessed from the action matrix by using the current state of the component (available from the stochastic model).