Method and System for Online Detection of Multi-Component Interactions in Computing Systems

A method of the present invention provides an efficient, two-stage, online method for discovering interactions among components and groups of components, including time-delayed effects, in large production systems. The first stage compresses a set of anomaly signals using a principal component analysis and passes the resulting eigensignals and a small set of other signals to the second stage, a lag correlation detector, which identifies time-delayed correlations. Real use cases are described from eight unmodified production systems.