Method to identify multivariate anomalies by computing similarity and dissimilarity between entities and considering their spatial interdependency

摘要

A method is presented for identifying anomalies based on the dissimilarity and similarity between multivariate samples. A step like procedure applies Dissimilarity- and Similarity computation in a sequenced fashion that considers variable variance, variable correlation and variable distribution pattern of the samples. The spatial interdependency of samples is assessed to deduce the nature of the anomaly. Similarity computation of samples is used to identify weak anomalies that are difficult to detect by conventional exploration methods.