Patent ID: 8725677

Claim:
A method of detecting a change in the state of a system, the method comprising: embedding time series data relating to the system within a reconstructed phase space having a D-dimensional embedding dimension, where D is greater than two; enclosing the reconstructed phase space in a D-dimensional bounding space; partitioning the bounding space into a plurality of regions; generating a matrix having a plurality of cells, wherein the matrix comprises a row and a column for each of the plurality of regions, and wherein a value stored in each cell is based on a probability that the system will transition from a first region associated with the cell to a second region associated with the cell and a rate of separation of trajectories of the embedded data within at least one of the first region and the second region, wherein the matrix comprises a first matrix; generating a second matrix based on another set of time series data; and comparing the first matrix and the second matrix to determine whether a change in the state of the system has occurred, wherein comparing the first matrix and the second matrix comprises: calculating a state change parameter representing a degree of state change between a first state associated with the first matrix and a second state associated with the second matrix; and comparing the state change parameter to a threshold value; wherein the method further comprises performing an action when the state change parameter exceeds the threshold value.