Multivariate nonlinear autoregression for outlier detection

    公开(公告)号:US11579588B2

    公开(公告)日:2023-02-14

    申请号:US16049287

    申请日:2018-07-30

    Applicant: SAP SE

    Abstract: Methods, systems, and computer-readable storage media for receiving a time-series of data values associated with a plurality of sensors, each sensor generating at least a portion of the time-series of a respective data value, providing a plurality of auto-regression models, each auto-regression model being provided based on a respective first sub-set of the time-series of data values used as input, and a respective second sub-set of the time-series of data values used as training data during a training process, receiving respective data values associated with a time from and generated by each of the plurality of sensors, determining respective predicted values for each of the auto-regression models, and selectively indicating that an anomaly is present in the system based on respective predicted values for each of the auto-regression models, and the respective data values associated with a time.

    ARCHITECTURE SEARCH WITHOUT USING LABELS FOR DEEP AUTOENCODERS EMPLOYED FOR ANOMALY DETECTION

    公开(公告)号:US20200342329A1

    公开(公告)日:2020-10-29

    申请号:US16394120

    申请日:2019-04-25

    Applicant: SAP SE

    Inventor: Stefan Kain

    Abstract: Methods, systems, and computer-readable storage media for defining an autoencoder architecture including a neural network, during training of the autoencoder, recording a loss value at each iteration to provide a plurality of loss values, the autoencoder being trained using a data set that is associated with a domain, and a learning rate to provide a trained autoencoder, calculating a penalty score using at least a portion of the plurality of loss values, the penalty score being based on a loss span penalty PLS, a convergence penalty PC, and a fluctuation penalty PF, comparing the penalty score P to a threshold penalty score to affect a comparison, and selectively employing the trained autoencoder for anomaly detection within the domain based on the comparison.

    Architecture search without using labels for deep autoencoders employed for anomaly detection

    公开(公告)号:US11640536B2

    公开(公告)日:2023-05-02

    申请号:US16394120

    申请日:2019-04-25

    Applicant: SAP SE

    Inventor: Stefan Kain

    Abstract: Methods, systems, and computer-readable storage media for defining an autoencoder architecture including a neural network, during training of the autoencoder, recording a loss value at each iteration to provide a plurality of loss values, the autoencoder being trained using a data set that is associated with a domain, and a learning rate to provide a trained autoencoder, calculating a penalty score using at least a portion of the plurality of loss values, the penalty score being based on a loss span penalty PLS, a convergence penalty PC, and a fluctuation penalty PF, comparing the penalty score P to a threshold penalty score to affect a comparison, and selectively employing the trained autoencoder for anomaly detection within the domain based on the comparison.

    MULTIVARIATE NONLINEAR AUTOREGRESSION FOR OUTLIER DETECTION

    公开(公告)号:US20200033831A1

    公开(公告)日:2020-01-30

    申请号:US16049287

    申请日:2018-07-30

    Applicant: SAP SE

    Abstract: Methods, systems, and computer-readable storage media for receiving a time-series of data values associated with a plurality of sensors, each sensor generating at least a portion of the time-series of a respective data value, providing a plurality of auto-regression models, each auto-regression model being provided based on a respective first sub-set of the time-series of data values used as input, and a respective second sub-set of the time-series of data values used as training data during a training process, receiving respective data values associated with a time from and generated by each of the plurality of sensors, determining respective predicted values for each of the auto-regression models, and selectively indicating that an anomaly is present in the system based on respective predicted values for each of the auto-regression models, and the respective data values associated with a time.

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