Integrated approach to model time series dynamics in complex physical systems

摘要

A system and method for analysis of complex systems which includes determining model parameters based on time series data, further including profiling a plurality of types of data properties to discover complex data properties and dependencies; classifying the data dependencies into predetermined categories for analysis; and generating a plurality of models based on the discovered properties and dependencies. The system and method may analyze, using a processor, the generated models based on a fitness score determined for each model to generate a status report for each model; integrate the status reports for each model to determine an anomaly score for the generated models; and generate an alarm when the anomaly score exceeds a predefined threshold.