General Electric Company
SYSTEMS AND METHODS FOR MODEL-BASED TIME SERIES ANALYSIS

Abstract:

A system for detecting an event is provided. The system includes a computing device including at least one processor in communication with at least one memory device. The at least one processor is programmed to execute a model for analyzing a time series of data, receive a labeled time series of data including a plurality of variables at a plurality of points in time, analyze the labeled time series of data, generate a causal graph of an event based on the analysis, calculate a predicted value for one or more variables of the plurality of variables at a specific point in time, compare the predicted value to an observed value for the one or more variables, and adjust the model based on the comparison.