Papers › Real-Time Anomaly Detection for Streaming Analytics

Real-Time Anomaly Detection for Streaming Analytics

8 Jul 2016arXiv:1607.02480archive 2025-07-28

Subutai Ahmad, Scott Purdy

Much of the worlds data is streaming, time-series data, where anomalies give significant information in critical situations. Yet detecting anomalies in streaming data is a difficult task, requiring detectors to process data in real-time, and learn while simultaneously making predictions. We present a novel anomaly detection technique based on an on-line sequence memory algorithm called Hierarchical Temporal Memory (HTM). We show results from a live application that detects anomalies in financial metrics in real-time. We also test the algorithm on NAB, a published benchmark for real-time anomaly detection, where our algorithm achieves best-in-class results.

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Code

numenta/NAB mentioned in paperMIT report
SudeepSarkar/matlabHTM mentioned on GitHub report
ilialexander/htmau mentioned on GitHub report
ilialexander/rsm mentioned on GitHub report

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Tasks

Anomaly DetectionTime SeriesTime Series Analysis

Results from the paper archive 2025-07-28

TaskDatasetModelMetricValueRank at snapshotLeaderboardReport
Anomaly Detection Numenta Anomaly Benchmark Bayesian Changepoint NAB score 17.7 #8 of 10 Archive leaderboard report
Anomaly Detection Numenta Anomaly Benchmark Sliding Threshold NAB score 15.0 #10 of 10 Archive leaderboard report

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