公开(公告)号：EP3401789A1

公开(公告)日：2018-11-14

申请号：EP17170071.9

申请日：2017-05-09

Applicant: Skyline Communications NV

Inventor： Lapon, Jorn ,  Ledoux, Veerle ,  Dreesen, Dennis ,  Ferranti, Micol

IPC: G06F11/07

CPC classification number: G06F11/0751

Abstract: A method for detection of anomalies in a time series is disclosed comprising: a) obtaining (301) a next value of the time series; b) updating (303, 323) a plurality of derived time series thereby obtaining a next derived value; c) predicting (304, 324), a future derived value (320, 321) of the derived time series and a confidence indicator; d) retrieving, a previously predicted derived value (322, 323) and a confidence indicator of the previously predicted derived value as a prediction of the next derived value; e) detecting (306, 326) a change point when the difference between the next derived value and the previously predicted derived value is larger than indicated by the confidence indicator of the previously predicted derived value; f) detecting (307) an anomaly in the time series based on the detection (306, 326) of one or more change points at the one or more resolutions of the derived time series.