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Time series data abnormal point detection method and system

A technology of time series and data anomalies, applied in manufacturing computing systems, data processing applications, forecasting, etc., can solve problems such as the inability to accurately detect the time series data anomalies, the severity of data anomalies cannot be quantified, etc., to improve information diversity Effects on Sex and Accuracy

Pending Publication Date: 2020-11-27
UNIV OF SCI & TECH BEIJING
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  • Summary
  • Abstract
  • Description
  • Claims
  • Application Information

AI Technical Summary

Problems solved by technology

[0004] The present invention provides a time series data abnormal point detection method and system to solve the problem that the existing method cannot accurately detect the abnormal time of time series data and cannot quantify the severity of data abnormality

Method used

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  • Time series data abnormal point detection method and system
  • Time series data abnormal point detection method and system
  • Time series data abnormal point detection method and system

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no. 1 example

[0052] This embodiment provides a method for detecting anomalies in time series data, and the method may be implemented by an electronic device, and the electronic device may be a terminal or a server.

[0053] The execution flow of the time series data outlier detection method is as follows: figure 1 shown, including the following steps:

[0054] S101, acquiring time series data to be detected;

[0055] It should be noted that the above-mentioned time series data to be detected may include multiple sub-time series, and each data in the sequence may correspond to the process control data generated by the industrial process. The generated real-time original time series data set; preprocess the original time series data set to remove incorrect time series data and incomplete time series data containing null values ​​in the original time series data set to obtain the time to be detected sequence data.

[0056] For anomaly detection problems, normal time series data is not nece...

no. 2 example

[0076] In this embodiment, the above method for detecting outliers in time series data is applied to the detection of outliers in actual time series data generated by the continuous casting process in the iron and steel industry, so as to verify and analyze the above methods.

[0077] The iron and steel continuous casting data set includes the time series data of the casting speed of the continuous casting machine, the time series data of the cooling water flow rate of the secondary cooling section, and the time series data of the cooling water pressure of the secondary cooling section. Among them, the casting speed refers to the speed at which the cast slab is pulled out from the mold by the dummy rod. Due to the impact of continuous casting speed changes on the surface fluctuations of molten steel in the mold, it is of great significance to study the data changes in continuous casting speed to obtain high-quality slabs and improve production efficiency. Since the secondary c...

no. 3 example

[0108] This embodiment provides a time series data abnormal point detection system, the system includes the following modules:

[0109] A time-series data acquisition module, configured to acquire time-series data to be detected, the time-series data comprising multiple sub-time series;

[0110] A correlation vector machine calculation module, used to calculate the predicted probability distribution of the current observation data in the time series data acquired by the time series data acquisition module by using the correlation vector machine;

[0111] The Bayesian framework judgment module is used to determine whether the current observation data is an abnormal point based on the predicted probability distribution of the current observation data calculated by the correlation vector machine calculation module, so as to obtain the time series data Outlier location and outlier probability value;

[0112] The outlier merging processing module is used for merging the outlier po...

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Abstract

The invention discloses a time series data abnormal point detection method and system. The method comprises the following steps: collecting time series data to be detected; calculating prediction probability distribution of the current observation data by using a correlation vector machine; judging whether the current observation data is an abnormal point or not by utilizing a Bayesian framework based on the calculated prediction probability distribution so as to obtain an abnormal point position and an abnormal point probability value in the time sequence data; and respectively merging the abnormal point positions and the abnormal point probability values in each section of sub-time sequence to obtain an abnormal point detection result. According to the invention, the problem of abnormaldetection of the unsteady state time series data generated in the industrial control process is solved; the situation that process control data may be abnormal in the flow industrial process can be effectively monitored, the severity degree of data abnormality can be represented by using the abnormal point probability value, and the information diversity and accuracy of data abnormality monitoringin the flow industrial production process are improved.

Description

technical field [0001] The invention relates to the technical field of process industry quality control and optimization, in particular to a method and system for detecting abnormal points of time series data. Background technique [0002] In the production process of the process industry, it is necessary to establish a good monitoring method to detect the data of the entire production process, so as to obtain high-quality good products. However, almost all production processes may have process setting or control abnormalities, so the obtained data often have local abnormalities. [0003] In the actual production process, it is necessary to find out the time and severity of the abnormal occurrence of the production process data, so as to carry out the corresponding quality analysis. Therefore, it is necessary to use time series outlier detection to find the time when process data fluctuates abnormally in process industry production. However, the actual production process m...

Claims

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Application Information

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IPC IPC(8): G06Q10/06G06Q10/04G06Q50/04G06N7/00
CPCG06Q10/0633G06Q10/04G06Q50/04G06N7/01Y02P90/30
Inventor 何飞杜学飞吕志民张志研
Owner UNIV OF SCI & TECH BEIJING