Method of correlating time-series data with event data and system thereof

A system for correlating observations recorded by one or more sensors with occurrences of one or more events, comprising:

• one or more data repositories;
• and
• a processing unit operatively coupled to the one or more data repositories and configured to:
• obtain from at least one of the one or more data repositories a first data set comprising data informative of the observations, each observation associated with a time;
• obtain from at least one of the one or more data repositories a second data set comprising data informative of the one or more events, each event associated with a label characterizing the event and a time range informative of the time of occurrence of the event, including at least a start time and an end time;
• assign to each observation of a plurality of observations in the first data set one or more labels associated with a respective one or more events that match the time of the observation, wherein an event matches the time of an observation whenever the time associated with the observation is within the time range associated with the event;
• cluster the plurality of observations into a set of clusters based, at least partly, on the assigned labels;
• correlate one or more clusters with corresponding events by:
• i) calculating, for each cluster-label pair comprising a given cluster in the set of clusters and a given label in a set of candidate labels, a value indicative of a correlation between the cluster and the label in the cluster-label pair;
• ii) selecting one cluster-label pair for each cluster, the selected cluster-label pair for a given cluster being the pair resulting in the highest value from amongst all other cluster-label pairs comprising the given cluster;
• iii) for each selected cluster-label pair in respect of which the resulting value is above a predetermined threshold, determining that the cluster is correlated with the event with which the label is associated;
• and
• generate output indicative of at least one such correlation.

A non-transitory storage medium comprising instructions that when executed by a processing unit, cause the processing unit to perform a method of correlating observations recorded by one or more sensors with occurrences of one or more events, the method comprising:

• obtaining from one or more data repositories a first data set comprising data informative of the observations, each observation associated with a time;
• obtaining from one or more data repositories a second data set comprising data informative of the one or more events, each event associated with a label characterizing the event and a time range informative of the time of occurrence of the event, including at least a start time and an end time;
• assigning to each observation of a plurality of observations in the first data set one or more labels associated with a respective one or more events that match the time of the observation, wherein an event matches the time of an observation whenever the time associated with the observation is within the time range associated with the event;
• clustering the plurality of observations into a set of clusters based, at least partly, on the assigned labels;
• correlating one or more clusters with corresponding events by:
• i) calculating, for each cluster-label pair comprising a given cluster in the set of clusters and a given label in a set of candidate labels, a value indicative of a correlation between the cluster and the label in the cluster-label pair;
• ii) selecting one cluster-label pair for each cluster, the selected cluster-label pair for a given cluster being the pair resulting in the highest value from amongst all other cluster-label pairs comprising the given cluster;
• iii) for each selected cluster-label pair in respect of which the resulting value is above a predetermined threshold, determining that the cluster is correlated with the event with which the label is associated;
• and
• generating output indicative of at least one such correlation.