Unsupervised real-time anomaly detection for streaming data

We are seeing an enormous increase in the availability of streaming, time-series data. Largely driven by the rise of connected real-time data sources, this data presents technical challenges and opportunities. One fundamental capability for streaming analytics is to model each stream in an unsupervised fashion and detect unusual, anomalous behaviors in real-time. Early anomaly detection is valuable, yet it can be difficult to execute reliably in practice. Application constraints require systems to process data in real-time, not batches. Streaming data inherently exhibits concept drift, favoring algorithms that learn continuously. Furthermore, the massive number of independent streams in practice requires that…