Machine learning for complex systems with abnormal pattern by exception maximization outlier detection

This paper proposes a novel fast online methodology for outlier detection called the exception maximization outlier detection (EMOD) algorithm, which employs probabilistic models and statistical algorithms to detect abnormal patterns from the outputs of complex systems. The EMOD is based on a two-state Gaussian mixture model and demonstrates strong performance in probability anomaly detection working on real-time raw data rather than using special prior distribution information. We confirm this using the synthetic data from two numerical cases. For the real-world data, we have detected the short-circuit pattern of the circuit system using EMOD by the current and voltage output of a three-phase inverter. The EMOD also found an abnormal period due to COVID-19 in the insured unemployment data of 53 regions in the United States from 2000 to 2024. The application of EMOD to these two real-life datasets demonstrated the effectiveness and accuracy of our algorithm.