Anomaly detection in multidimensional sensor data
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United States of America Patent
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Feb 6, 2024
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app pub date -
Aug 26, 2020
filing date -
Aug 26, 2020
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Abstract
A computer includes a processor and a memory storing instructions executable by the processor to receive a time series of vectors from a sensor, determine a weighted moving mean of the vectors, determine an inverse covariance matrix of the vectors, receive a current vector from the sensor, determine a squared Mahalanobis distance between the current vector and the weighted moving mean, and output an indicator of an anomaly with the sensor in response to the squared Mahalanobis distance exceeding a threshold. The squared Mahalanobis distance is determined by using the inverse covariance matrix.
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