Abstract: A computer-implemented method forecasts a timeseries. The method includes loading and running a machine learning model. The machine learning model includes an encoder recurrent neural network (RNN) mapping an input sequence into a fixed-dimensionality vector c and a decoder RNN decoding the vector to produce an intermediate sequence. The model includes a fully connected feed-forward layer (FC-FFL) to produce an output sequence. The machine learning model is run concomitantly. Values of a given input sequence are coupled to produce a given output sequence in output of the FC-FFL. Values of a feedback sequence are stored in a location-addressable memory bank. The memory addresses of the memory bank are mapped onto a temporal sequence of the feedback sequence. Values stored are read to retrieve values of the feedback sequence. The retrieved values are fed to the decoder RNN as the model is being run to obtain the given output sequence.

Abstract: A computer-implemented method for detecting an anomaly in a computer system. The method comprises accessing a first timeseries of measured values of a quantity related to the operation of the computer system, wherein the first timeseries spans a first time period. Timeseries forecasting is performed to infer a second timeseries of values for the quantity. The second timeseries spans a second time period up to a given time horizon. Aa third timeseries of measured values of the quantity is accessed, wherein the third timeseries spans the second time period up to the time horizon. The second timeseries inferred is subsequently compared with the third timeseries accessed to obtain a comparison outcome. An anomaly score is determined based on the comparison outcome obtained, to potentially detect an anomaly in the computer system. The invention is further directed to an anomaly detection unit and a computer program product.