I am a bit new to this field. So I needed help in finding out which topic should I focus on for achieving this.
Suppose I have N dependent random variables. I have n samples of each of these random variables. Now I want to check if the kth sample follows the pattern that is suggested by the previous (k-1) samples.
For example if there are 2 variables - X1 and X2. For the first 10 samples lets say X1 > X2. But if for the next sample X1 < X2, then this sample is anomalous. I need to detect such an anomalous sample.
Can you tell me what statistical machine learning concepts should I study in order to understand which techniques are applicable in such a scenario?
From my limited knowledge this appears to be a classification problem that must be attacked with unsupervised technique.