The invention relates to a system and method for detecting anomalous system behaviour. The system comprises a plurality of sensors and a trained autoencoder. The method of training comprises: obtaining training data and test data comprising multiple data records for at least one engineering asset which corresponds to the engineering asset whose behaviour is to be classified, wherein the data records comprise a plurality of sensor readings for the engineering asset; fitting the autoencoder to the obtained training data; running the test data through the encoder of the fitted autoencoder to obtain encodings of the test data; generating a plurality of data sets from the obtained encodings, wherein the generated plurality of data sets include under-represented data sets; cloning the fitted autoencoder to create a cloned autoencoder for each of the generated plurality of data sets; and aggregating the cloned autoencoders to form an over-arching autoencoder. The method further comprises calculating an error data set between the training data and data reconstructed by the over-arching auto encoder; obtaining, using the calculated error data set, estimated parameters for calculating an anomaly score for each data record, wherein the anomaly score is selected from a Mahalanobis distance and a squared Mahalanobis distance; and estimating, using the calculated error set, parameters for calculating a decomposition of the anomaly score to identify a contribution from each sensor reading to the anomaly score.