About Anomaly Detection Thresholding

[rhyolight]

Here is another resource that describes the details, but yes, I suggest you ignore the anomaly score and use the likelihood entirely.

Real-Time Anomaly Detection for Streaming Analytics

Subutai Ahmad, Scott Purdy (Submitted on 8 Jul 2016) Much of the world’s 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 fro…