SCALABLE SYSTEM AND METHOD FOR REAL-TIME PREDICTIONS AND ANOMALY DETECTION

摘要

A method detects an event or anomaly in real-time and triggers an action based thereon. A stream of data is received from data sources. The data includes at least two categorical features and a real-value measurement. Sketching is performed on the features using min-wise hashing to create sketches of the data. A regression tree is learnt on the sketches so as to estimate a mean squared error. It is determined whether an event or anomaly exists based on the mean squared error. An action is triggered based on at least one of a type, location or magnitude of the determined event or anomaly.