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numenta / NAB

The Numenta Anomaly Benchmark
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Try Yahoo anomaly detection package with NAB #176

Closed subutai closed 8 years ago

subutai commented 8 years ago

Yahoo has open sourced a time series anomaly detection package. We should try it with NAB. Details here:

https://github.com/yahoo/egads

Paper is here (link on github page is broken):

https://labs.yahoo.com/publications/6773/generic-and-scalable-framework-automated-time-series-anomaly-detection

breznak commented 8 years ago

is anyone working on this? I may look at it soon..

subutai commented 8 years ago

@breznak We'd love to do this though not sure we'll have the time. It would be great if someone else could do this. Wait until NAB is at 1.0 first though - there are a few NAB repo changes remaining.

breznak commented 8 years ago

Wait until NAB is at 1.0 first though - there are a few NAB repo changes remaining.

Thanks for the info @subutai ! A rough ETA on the NAB 1.0 ? Meanwhile I'll be preparing the models and running tests

subutai commented 8 years ago

Very very soon. Latest maybe end of next week??

breznak commented 8 years ago

Great, thanks! Just read your answer on mail :)

breznak commented 8 years ago

@wattik This could be interesting 4 you.

BoltzmannBrain commented 8 years ago

Upgrading to P2 b/c the Yahoo package includes some traditional statistical techniques that we've been asked about (i.e. ARIMA).

@breznak have you looked into this?

breznak commented 8 years ago

@BoltzmannBrain @wattik and I should be working on this in about a month...

BoltzmannBrain commented 8 years ago

Added to the wiki.