System and methods for matrix-profile-based event detection

Abstract

A method for processing live streaming data includes creating matrix profiles for one or more parameters of a system including: identifying a set of subsequences from a stream of data, computing a distance profile for each subsequence of the set of subsequences, identifying a minimum calculated distance for each subsequence, and determining a matrix profile that includes one or more minimum calculated distances for each subsequence from the set of subsequences, identifying a first state for a first interval of the stream of data based on a comparison of the one or more minimum calculated distances from the matrix profile being below a threshold value over a span of time, and identifying a second state for a second interval of the stream of data based on a comparison of the one or more minimum calculated distances from the matrix profile being above the threshold value over a span of time.

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