Leveraging Gaussian Mixture Models for Detecting Anomalies in Time-Series Data

Abstract

Test systems must be capable of classifying measured data as expected or anomalous in real time. Anomalous results may portend system failure, and, if undetected, may result in damage to the unit, test equipment, or potential harm to personnel. This report investigates the use of Gaussian Mixture Models (GMMs) as a clustering tool in classifying time-series data.