Abstract
Sensors are a popular source of information about the operation of complex dynamic technical systems. Considering data from sensors as a multidimensional time series is also used to describe cyber-physical systems. The article proposes a method for detecting system malfunctions based on the method of analyzing cointegration dependencies. It is determined that in the data for analysis it is possible to reveal cointegration dependences as facts of interdependence of data from different sensors. Calculations are given on the example of a system with 52 parameters. Out of 1,326 data pairs, 75 are cointegrated. The conducted analysis shows that the proposed method enables one to clearly illustrate situations with changes in behavior. By tracking deviations of observations from the calculated equation, it is possible to identify system errors.
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