Abstract: A method (100) of constructing a probabilistic graphical model (10) of a system from data that includes both normal and anomalous data includes the step of learning parameters of a structure for the probabilistic graphical model (10). The structure includes at least one latent variable (26) on which other variables (12, 14, 16, 18, 20, 22, 24) are conditional, and has a plurality of components. The method further includes the steps of: iteratively associating one or more of the plurality of components of the latent variable (26) with normal data; constructing a matrix of the associations; detecting abnormal components of the latent variable (26) based on one of a low association with the normal data or the matrix of associations; and deleting the abnormal components of the latent variable (26) from the probabilistic graphical model (10).

Abstract: The present disclosure relates to systems and methods for monitoring data recorded from systems over time. The techniques described herein include the ability to detect and classify system events, and to provide indicators of normal system operation and anomaly detection. The systems and methods of the present disclosure can represent events occurring in the system being monitored in such a way that the temporal characteristics of the events can be captured and utilized for detection, classification and/or anomaly detection, which can be particularly useful when dealing with complex systems and/or events.

Abstract: A method (100) of constructing a probabilistic graphical model (10) of a system from data that includes both normal and anomalous data includes the step of learning parameters of a structure for the probabilistic graphical model (10). The structure includes at least one latent variable (26) on which other variables (12, 14, 16, 18, 20, 22, 24) are conditional, and has a plurality of components. The method further includes the steps of: iteratively associating one or more of the plurality of components of the latent variable (26) with normal data; constructing a matrix of the associations; detecting abnormal components of the latent variable (26) based on one of a low association with the normal data or the matrix of associations; and deleting the abnormal components of the latent variable (26) from the probabilistic graphical model (10).