Detection of anomalies in multivariate data

A non-transitory computer-readable medium having program instructions stored thereon that are executable to cause a computing system to:

• receive multivariate data in an original coordinate space having a number of dimensions equal to the number of variables included in the multivariate data, wherein the multivariate data relates to operation of an asset;
• transform the received multivariate data from the original coordinate space to a transformed coordinate space having fewer dimensions than the original coordinate space;
• standardize the data in the transformed coordinate space;
• modify the standardized data in the transformed coordinate space based on a set of threshold values, wherein the set of threshold values are defined based on training data reflective of normal asset operation;
• inversely transform the modified data from the transformed coordinate space to the original coordinate space;
• and
• analyze the inversely-transformed data in the original coordinate space to identify anomalies in the multivariate data that are indicative of a potential problem at the asset.

A computer-implemented method, the method comprising

• receiving multivariate data in an original coordinate space having a number of dimensions equal to the number of variables included in the multivariate data, wherein the multivariate data relates to operation of an asset;
• transforming the received multivariate data from the original coordinate space to a transformed coordinate space having fewer dimensions than the original coordinate space;
• standardizing the data in the transformed coordinate space;
• modifying the standardized data in the transformed coordinate space based on a set of threshold values, wherein the set of threshold values are defined based on training data reflective of normal asset operation;
• inversely transforming the modified data from the transformed coordinate space to the original coordinate space;
• and
• analyzing the inversely-transformed data in the original coordinate space to identify anomalies in the multivariate data that are indicative of a potential problem at the asset.