A utility consumption data processing system, the system comprising: an input for receiving utility consumption data relating to a utility consumption signal; an output for outputting information relating to changes in state of a plurality of devices corresponding to changes in the utility consumption signal; and a processor configured to: obtain a list of possible device state changes and corresponding event probability values for a first portion of the utility consumption signal comprising a change in magnitude of the signal; generate one or more house state models, wherein a house state model comprises stored information indicating a state for each device and indicating a state duration for the device if in an active state, wherein generating one or more house state models comprises updating one or more existing house state models to reflect each allowed change in state of one or more of the devices; calculate a house state probability value for each house state model, wherein the house state probability value is calculated from the house state probability value of the existing house state model which was updated to generate the house state model and an event probability value corresponding to the change in state of the one or more devices, and from one or more of a transition probability value and a survival probability value corresponding to each device which is in an active state, wherein the transition probability value is the probability that the change in state of the device occurs given the state duration and is generated from a stored probability distribution, and the survival probability value is the probability that the device remains in the state given the state duration and is generated from a stored probability distribution. an input for receiving utility consumption data relating to a utility consumption signal; an output for outputting information relating to changes in state of a plurality of devices corresponding to changes in the utility consumption signal; and a processor configured to: obtain a list of possible device state changes and corresponding event probability values for a first portion of the utility consumption signal comprising a change in magnitude of the signal; generate one or more house state models, wherein a house state model comprises stored information indicating a state for each device and indicating a state duration for the device if in an active state, wherein generating one or more house state models comprises updating one or more existing house state models to reflect each allowed change in state of one or more of the devices; calculate a house state probability value for each house state model, wherein the house state probability value is calculated from the house state probability value of the existing house state model which was updated to generate the house state model and an event probability value corresponding to the change in state of the one or more devices, and from one or more of a transition probability value and a survival probability value corresponding to each device which is in an active state, wherein the transition probability value is the probability that the change in state of the device occurs given the state duration and is generated from a stored probability distribution, and the survival probability value is the probability that the device remains in the state given the state duration and is generated from a stored probability distribution. obtain a list of possible device state changes and corresponding event probability values for a first portion of the utility consumption signal comprising a change in magnitude of the signal; generate one or more house state models, wherein a house state model comprises stored information indicating a state for each device and indicating a state duration for the device if in an active state, wherein generating one or more house state models comprises updating one or more existing house state models to reflect each allowed change in state of one or more of the devices; calculate a house state probability value for each house state model, wherein the house state probability value is calculated from the house state probability value of the existing house state model which was updated to generate the house state model and an event probability value corresponding to the change in state of the one or more devices, and from one or more of a transition probability value and a survival probability value corresponding to each device which is in an active state, wherein the transition probability value is the probability that the change in state of the device occurs given the state duration and is generated from a stored probability distribution, and the survival probability value is the probability that the device remains in the state given the state duration and is generated from a stored probability distribution.