SYSTEM AND METHOD FOR ANOMALY CHARACTERIZATION BASED ON JOINT HISTORICAL AND TIME-SERIES ANALYSIS

摘要

One embodiment provides a system for facilitating anomaly detection and characterization. During operation, the system determines, by a computing device, a first set of testing data which includes a plurality of data points, wherein the first set includes a data series for a first variable and one or more second variables. The system identifies anomalies by dividing the first set into a number of groups and performing an inter-quartile range analysis on data in each respective group. The system obtains, from the first set, a second set of testing data which includes a data series from a recent time period occurring before a current time, and which further includes a first data point from the identified anomalies. The system classifies the first data point as a first type of anomaly based on whether a magnitude of a derivative of the second set is greater than a first predetermined threshold.