Patent ID: 7424409

Claim:
Apparatus embodied in a computer for building a stochastic model of a data sequence, said data sequence comprising time related symbols selected from a finite symbol set, the apparatus comprising: an input configured for receiving said data sequence, wherein said data sequence describes ongoing states of an observed process, a tree builder, configured for expressing said data sequence as a stochastic model, said stochastic model comprising said symbols as a series of counters within nodes, each node having a counter for each symbol, each node having a position within said tree, said position expressing a symbol sequence and each counter indicating a number of its corresponding symbol which follows a symbol sequence of its respective node, a tree reducer, configured for reducing said tree to an irreducible set of conditional probabilities of relationships between symbols in said input data sequence, and a comparator configured for comparing said reduced tree with a reference tree obtained in advance of said receiving sequential data so as to determine whether there has been a statistical change between said two trees, and for outputting a result of said comparing, wherein said data sequence is selected from a group consisting of: a manufacturing process output data sequence, a cyclic operating machine data sequence, a buffer level data sequence, a seismological data sequence, a medical sensor output data sequence, a sequence of financial data, a sequence of records arriving at a database, and an image data sequence.