Patent ID: 11928634
Assignee: VERINT AMERICAS INC.
Field: IT methods for management (Electrical engineering)
Classification: CPC G  H | IPC G  H

Claim 5:
6. A method of identifying outliers for risk assessment in multivariable count data having a first count variable xi and a second count variable yi, the method comprising:
calculating a mixture of independent Poissons:, ℙ
    MixedPoi
   
   (
   x
   )
  
  =
  
   
    ∫
    
     ℝ
     ++
     d
    
   
   
    
     g
     ⁡
     (
     λ
     )
    
    ⁢
    
     
      ∏
      
       i
       =
       1
      
      d
     
      
     
      
       
        ℙ
        Poiss
       
       (
       
        
         x
         i
        
        |
        
         λ
         i
        
       
       )
      
      ⁢
      d
      ⁢
      λ
     
    
   
  
 

where x=[x1, x2, . . . xd], d is the dimension of data, λ=[λ1, λ2, . . . λd] is a vector where λi is a parameter of the Poisson distribution for xi, and g(λ) is the mixing distribution
calculating a threshold value co for every combination of mixture component c and dimension i according to:

ωic={circumflex over (λ)}ic+n√{square root over ({circumflex over (λ)}ic)}

identifying at least one shelf in surviving data by identifying an abrupt variation in generative parameters of a sequence of data;
defining outliers in component c:

{r∈Recordsc: ∃i s.t.r[yi]>λic+nic*√{square root over (λic)}}

where yi is the ith dimension of count data, and n*ic is the final n value of a first detected shelf in the ith dimension for component c; and
identifying the outliers for further risk assessment.