numenta / NAB

The Numenta Anomaly Benchmark
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Fixed-share and Variable-share algorithms #372

Closed raisadz closed 3 years ago

raisadz commented 4 years ago

In this pull-request we provide the scores of the Fixed-share algorithm with alpha = 0.1 and the Variable-share algorithm with alpha = 0.5. The algorithms use a combination of the models available at the NAB repository. In this paper we show that these algorithms provide significantly better results compared with any single model. The open-source implementation is available at https://github.com/alan-turing-institute/anomaly_with_experts. Please, do let me know if you have questions/feedback.