US Patent Issued to ROYAL BANK OF CANADA on Dec. 30 for "System and method for multivariate anomaly detection" (Canadian Inventors)

ALEXANDRIA, Va., Dec. 31 -- United States Patent no. 12,511,277, issued on Dec. 30, was assigned to ROYAL BANK OF CANADA (Toronto).

"System and method for multivariate anomaly detection" was invented by Vincent Chiu-Hua Huang (Toronto), Jingyi Gao (Toronto), Jinda Yang (Toronto), Kanika Vij (Toronto) and William Kurelek (Toronto).

According to the abstract* released by the U.S. Patent & Trademark Office: "Disclosed are systems, methods, and devices for data anomaly detection. A signal reflective of an input data set having a plurality of dimensions is received. Co-variance across said plurality of dimensions is assessed. Upon said assessing, at least a portion of the input data set is transformed into a dimensionality-reduced data set. Fo...