Patent ID: 7346593
Filing Date: 2008-03-18
Classification: G06F

Abstract:
1. An outlier and change point detection device, comprising: a first time-series model learning device for learning a probability distribution of sequentially input data as a time-series statistic model specified by a finite number of parameters; an outlier score calculator for reading the parameters obtained through learning by said first time-series model learning device, and for calculating an outlier score of the data based on the read parameters of the time-series statistic model and the input data, and for outputting the outlier score; a moving average calculator for sequentially reading each outlier score calculated by said outlier score calculator, and for calculating a moving average of the read outlier scores; a second time-series model learning device for sequentially reading each moving average of the read outlier scores calculated by said moving average calculator, and for learning a particular probability distribution for the read moving averages as a particular time-series statistic model specified by a finite number of particular parameters; and a change point score calculator for reading the particular parameters obtained through learning by said second time-series model learning device, and for calculating a particular outlier score for each moving average calculated by the moving average calculator based on the read particular parameters of the particular time-series model and the moving average calculated by the moving average calculator, and for outputting the particular outlier score for each moving average as a change point score of the data.