Patent ID: 11907227
Assignee: SPLUNK INC.
Field: Computer technology (Electrical engineering)
Classification: CPC G | IPC G

Claim 0:
1. A computerized method, comprising:
receiving a data stream comprised of a plurality of data points that are received one by one in an arbitrary order and wherein a number of data points in the plurality of data points is not fixed;
performing a set of operations resulting in a detection of one or more changepoints in the data stream, wherein the set of operations includes:
maintaining a listing of starting indices for each run within the data stream in a buffer of size_L wherein each index of the listing has a run length probability representing a likelihood of being a changepoint, wherein a run is a sequence of data points, and wherein the size_L represents a first size of the buffer being a first number of data points,
receiving a new data point within the data stream and adding a new index to the buffer resulting in the buffer having size_L+1, and wherein the size_L+1 represents a second size of the buffer being a second number of data points that is one greater than the first size,
calculating a posterior run length probability that the new data point is a new changepoint, and
removing an index from the listing that has a lowest run length probability resulting in a return of the buffer to size_L;

when a determination is made indicating the index removed from the listing does not correspond to the new data point, identifying a changepoint associated with the new data point; and
when a determination is made indicating that the index removed from the listing does correspond to the new data point, identifying that the new data point is not associated with the changepoint.