Anomaly Detection Method, Program, and System

A computer executed program to detect an anomaly based on measurement data, the program executing in a computer the steps of:

• inputting measurement data having an anomalous or normal label and measurement data having no label as samples;
• determining a similarity matrix indicating the relationship between the samples based on the samples;
• defining a penalty based on the similarity matrix and calculating parameters in accordance with an updating equation having a term reducing the penalty;
• and
• calculating a degree of anomaly based on the calculated parameters.

A computer implemented system to detect an anomaly based on measurement data, the system comprising:

• storage means;
• measurement data having an anomalous or normal label and measurement data having no label stored in the storage means as samples;
• means for determining a similarity matrix indicating the relationship between the samples based on the samples;
• means for defining a penalty based on the similarity matrix and for calculating parameters in accordance with an updating equation having a term reducing the penalty;
• and
• means for calculating a degree of anomaly based on the calculated parameters.