A system and method for data analysis are disclosed. Data analysis may
include a step of filtering the data to produce filtered data. The method
may include processing a plurality of prediction algorithms to produce
prediction values, the prediction values having associated historical and
expected prediction confidence intervals. The method may also include
evaluating performance of the prediction algorithms to generate
performance indexes, the performance indexes having associated index
confidence intervals. The method may also include generating relevance
values of the prediction algorithms based on the performance indexes, and
index confidence intervals. The method may further include applying the
relevance values and prediction confidence intervals to determine how to
combine prediction values, and applying multivariable data fusion to
combine the prediction values. The form of output of the data analysis
may be chosen from a list of output options, including predictions,
reports, warnings and alarms, and other forms of reporting.