NONPARAMETRIC METHOD FOR DETERMINATION OF ANOMALOUS EVENT STATES IN COMPLEX SYSTEMS EXHIBITING NON-STATIONARITY

According to a feature of the present disclosure, a method is provided for the determination of anomalous events in complex systems, such as problems, inefficiencies, and failures, and a tool is provided for the detection of these events. Many complex systems are non-stationary or experience periodic fluctuations or spikes in values that are outside of normal ranges, but constitute normal behavior nevertheless. The method accounts for both non-stationarity, as well as fluctuations and spikes. Additional novel features include both a threshold setting initialization method and a regression method for the determination of the start points and end points of events.