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Have you heard of Numenta? Their machine intelligence algorithms are great for anomaly detection in streaming data, including a product "Grok" for IT analytics (http://numenta.com/grok/). And all open source in NuPIC: https://github.com/numenta/nupic



This was something I looked into when i performed the initial investigation for this project. It was a bit difficult to locate supporting academic material on the algorithm though. The white paper on the page seemed more like marketing material than an academic paper, which I imagine serves their business purposes better.

I will say the fact that nupic produces an outlier score and confidence score are things that would have been incredibly useful by the time this was brought to its end users. Definitely worth a look for anyone looking to do realtime stream processing for anomaly detection.




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