Computer System and Method of Defining a Set of Anomaly Thresholds for an Anomaly Detection Model

摘要

A computing system may create an anomaly detection model to detect anomalies in multivariate data originating from a given data source by extracting a model object for the anomaly detection model using a first set of training data originating from the given data source, establishing starting values of a set of anomaly thresholds for the anomaly detection model using the extracted model object and a second set of training data originating from the given data source, and refining the starting values of the set of anomaly thresholds for at least a subset of the variables included in the multivariate data using the extracted model object and a set of test data. In turn, the computing system may use the anomaly detection model to monitor for anomalies in observation data originating from the given data source.