System control based on time-series data analysis

A method for controlling an operation of a system based on comparison of an input signal with a test signal, wherein the input signal and the test signal are time-series data having values monotonically measured over time, wherein the processor is coupled with stored instructions implementing the method, wherein the instructions, when executed by the processor carry out steps of the method, comprising:

• receiving the input signal indicative of the operation of the system;
• rotate the test signal multiple times with different circular shifts to produce different rotations of the test signal forming a matrix data structure with the input signal;
• applying a sliding three-dimensional (3D) window method to the matrix data structure to produce statistics of the input signal with respect to the rotations of the test signal, wherein the sliding 3D window method iteratively moves a window over the matrix data structure to compute a value of the statistics for a segment of the matrix data structure within the window, wherein, to compute a current value of the statistics of the input signal for the window at a current location, the sliding 3D window method comprises:
• computing statistical observations of a current segment of the input signal within the window at the current location with respect to current segments of each of the rotations of the test signal within the window at the current location using at least some corresponding statistical observations determined for the window at a previous location;
• determining the current value of the statistics of the input signal from the statistical observations of the current segment of the input signal excluding statistical observations determined with respect to current segments of the rotations of the test signal that violate monotonicity of the time-series data;
• and
• moving the window from the current location over the matrix data structure to a next location;
• and
• detecting an anomaly in the statistics of the input signal and controlling the operation of the system based on the detected anomaly.

A non-transitory computer readable storage medium embodied thereon a program executable by a processor for performing a method for controlling an operation of a system based on comparison of an input signal with a test signal, wherein the input signal and the test signal are time-series data having values monotonically measured over time, the method comprising:

• receiving the input signal indicative of the operation of the system;
• rotate the test signal multiple times with different circular shifts to produce different rotations of the test signal forming a matrix data structure with the input signal;
• applying a sliding three-dimensional (3D) window method to the matrix data structure to produce statistics of the input signal with respect to the rotations of the test signal, wherein the sliding 3D window method iteratively moves a window over the matrix data structure to compute a value of the statistics for a segment of the matrix data structure within the window, wherein, to compute a current value of the statistics of the input signal for the window at a current location, the sliding 3D window method comprises:
• computing statistical observations of a current segment of the input signal within the window at the current location with respect to current segments of each of the rotations of the test signal within the window at the current location using at least some corresponding statistical observations determined for the window at a previous location;
• determining the current value of the statistics of the input signal from the statistical observations of the current segment of the input signal excluding statistical observations determined with respect to current segments of the rotations of the test signal that violate monotonicity of the time-series data;
• and
• moving the window from the current location over the matrix data structure to a next location;
• and
• detecting an anomaly in the statistics of the input signal and controlling the operation of the system based on the detected anomaly.