SYSTEM AND METHOD FOR ANOMALY DETECTION IN DYNAMICALLY EVOLVING DATA USING HYBRID DECOMPOSITION

A computer program product for performing anomaly detection, a detected anomaly being indicative of an undesirable event, the computer program product comprising a non-transitory tangible storage medium readable by a processing circuit and storing instructions for execution by the processing circuit for performing a method comprising receiving data comprising a plurality m of multidimensional datapoints (MDDPs), each data point having n features, constructing a dictionary D based on the received data, embedding dictionary D into a lower dimension embedded space and classifying, based in the lower dimension embedded space, an MDDP as an anomaly or as normal.