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Published on Nov 17, 2015
Real-time Anomaly Detection for Real-time Data Needs: Much of the world’s data is becoming streaming, time-series data, where anomalies give significant information in often-critical situations. Examples abound in domains such as finance, IT, security, medical, and energy. Yet detecting anomalies in streaming data is a difficult task, requiring detectors to process data in real-time, not batches, and learn while simultaneously making predictions. Are there algorithms up for the challenge? Which are the most capable? The Numenta Anomaly Detection Benchmark (NAB) attempts to provide a controlled and repeatable environment of open-source tools to test and measure anomaly detection algorithms on streaming data. The perfect detector would detect all anomalies as soon as possible, trigger no false alarms, work with real-world time-series data across a variety of domains, and automatically adapt to changing statistics. These characteristics are formalized in NAB, using a custom scoring algorithm to evaluate the detectors on a benchmark dataset with labeled, real-world time-series data. We present these components, and describe the end-to-end scoring process. We give results and analyses for several algorithms to illustrate NAB in action. The goal for NAB is to provide a standard, open-source framework for which we can compare and evaluate different algorithms for detecting anomalies in streaming data.