Patent ID: 7836111
Filing Date: 2010-11-16
Classification: G06Q

Abstract:
1. A method of detecting a change in data produced by a system, comprising: computing, by a processor, predicted data values for plural time points; receiving, by the processor, actual data values for the plural time points; computing, by the processor, residual values derived from differences between the predicted data values and actual data values; calculating centered residual values that are derived from subtracting an aggregate value of the computed residual values from the computed residual values; determining, based on the centered residual values, a time point at which the change in data occurred, wherein the determining comprises: indicating that the change in data has occurred in response to at least one of the cumulative sums crossing the at least one threshold, wherein indicating the change in data comprises indicating a systematic change of data produced by a dynamically changing system that produces data exhibiting at least one of non-linear trends, seasonal effects, and heteroscedasticity.