Invention Grant
- Patent Title: Methods and systems for anomaly detection in small datasets
- Patent Title (中): 小数据集异常检测方法与系统
-
Application No.: US11022402Application Date: 2004-12-27
-
Publication No.: US07729964B2Publication Date: 2010-06-01
- Inventor: Deniz Senturk , Murat Doganaksoy , Christina Ann LaComb , Bethany Kniffin Hoogs , Radu Eugen Neagu
- Applicant: Deniz Senturk , Murat Doganaksoy , Christina Ann LaComb , Bethany Kniffin Hoogs , Radu Eugen Neagu
- Applicant Address: US NY Niskayuna
- Assignee: General Electric Company
- Current Assignee: General Electric Company
- Current Assignee Address: US NY Niskayuna
- Agent Scott J. Asmus
- Main IPC: G06Q40/00
- IPC: G06Q40/00

Abstract:
A technique for detecting anomalous values in a small set of financial metrics makes use of context data that is determined based upon the characteristics of the target company being evaluated. Context data is selected to represent the historical values of the financial metric for the target company or the simultaneous performance of peer companies. Using the context data, an anomaly score for the financial metric is calculated representing the degree to which the value of the financial metric is an outlier among the context data. This can be done using an exceptional statistical technique. The anomaly score can be used to evaluate the risks associated with business transactions related to the target company.
Public/Granted literature
- US20060031150A1 Methods and systems for anomaly detection in small datasets Public/Granted day:2006-02-09
Information query