ANOMALY DETECTION DEVICE, ANOMALY DETECTION METHOD AND STORAGE MEDIUM

An anomaly detection device according to the embodiment includes a prediction unit and an anomaly score calculation unit. The prediction unit performs a process to obtain, at each time step of the time series data of m dimensions, distribution parameters required to express a continuous probability...

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Bibliographic Details
Main Author Katou, Toshiyuki
Format Patent
LanguageEnglish
Published 02.04.2020
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Summary:An anomaly detection device according to the embodiment includes a prediction unit and an anomaly score calculation unit. The prediction unit performs a process to obtain, at each time step of the time series data of m dimensions, distribution parameters required to express a continuous probability distribution representing a distribution state of predicted values that can be obtained at a time step t of the time series data of m dimensions. The anomaly score calculation unit performs a process to calculate, using distribution parameters obtained by the prediction unit, an anomaly score corresponding to an evaluation value representing evaluation of a magnitude of anomaly in an actual measurement value at the time step t of time series data of m dimensions.
Bibliography:Application Number: US201916582338