Patent ID: 7899762

Claim:
A computer-implemented method comprising: providing transaction data comprising a plurality of pieces of information and an identification of a corresponding entity of a plurality of entities, wherein at least one piece of information of the plurality of pieces of information corresponds to each entity of the plurality of entities, wherein the plurality of pieces of information comprises a plurality of target values, wherein the transaction data comprises input data; determining a baseline comprising a set of target values over the plurality of entities excluding any target values considered to be significantly abnormal; computing at least one score for each entity of the plurality of entities by applying at least one statistical analysis technique to the input data, wherein the computed at least one score for a tested entity is indicative of at least one of a magnitude of deviation of the tested entity from a determined normal and repeated abnormal behavior of the tested entity, wherein computing the at least one score comprises computing a first score by applying a first statistical analysis technique, wherein computing the at least one score further comprises computing a second score by applying a second statistical analysis technique, wherein the first statistical analysis technique comprises a likelihood ratio test for a specified probability distribution, wherein the second statistical analysis technique comprises comparing the first score of the tested entity with corresponding first scores obtained from simulation experiments that assign target values to entities by randomly sampling the assigned target values from the baseline; selecting zero or more entities of the plurality of entities by comparing at least one computed score of each entity with a specified threshold, wherein the selected zero or more entities comprise candidates for further investigation; and ordering the selected zero or more entities based on at least one computed score of each entity of the selected zero or more entities.