The invention relates to the technical field of
anomaly detection, in particular to an
anomaly detection method based on semi-
nonnegative matrix factorization and
Gaussian estimation, and the method comprises the steps: S10, dividing a normal
data set X into N sub-data sets Xi (1 < = i < = N), inputting the N sub-data sets Xi into a joint
anomaly detection network W for training, and outputting an anomaly detection model M; s20, the joint anomaly detection network W comprises a semi-
nonnegative matrix factorization network and a
Gaussian density
estimation network; s30, the semi-
nonnegative matrix factorization network extracts a
feature data set Ci and decomposes the
feature data set Ci into a basis matrix F and a
coefficient matrix G; s40, reconstructing the Ci, and outputting a reconstructed
feature data set Ci '; s50, calculating a mean value parameter and a
covariance parameter by the
Gaussian density
estimation network; s60, outputting a logarithm probability density value p; s70, based on S10-S60, finding out n quantiles in p, and taking the n quantiles as a threshold value
delta; and S80, inputting to-be-detected data y into the anomaly detection model M, and outputting an anomaly detection result R. According to the invention,
Gaussian density estimation can be carried out more accurately, and the anomaly detection effect is improved.