Demystifying Numenta anomaly benchmark

Detecting anomalies in large-scale, streaming datasets has wide applicability in a myriad of domains like network intrusion detection for cyber-security, fraud detection for credit cards, system health monitoring, and fault detection in safety critical systems. Due to its wide applicability, the problem of anomaly detection has been well-studied by industry and academia alike, and many algorithms have been proposed for detecting anomalies in different problem settings. But until recently, there was no openly available, systematic dataset and/or framework using which the proposed anomaly detection algorithms could be compared and evaluated on a common ground. Numenta Anomaly Benchmark (NAB), made available by Numenta1 in 2015, addressed this gap by providing a set of openly-available, labeled data files and a common scoring system, using which different anomaly detection algorithms could be fairly evaluated and compared. In this paper, we provide an in-depth analysis of the key aspects of the NAB framework, and highlight inherent challenges therein, with the objective to provide insights about the gaps in the current framework that must be addressed so as to make it more robust and easy-to-use. Furthermore, we also provide additional evaluation of five state-of-the-art anomaly detection algorithms (including the ones proposed by Numenta) using the NAB datasets, and based on the evaluation results, we argue that the performance of these algorithms is not sufficient for practical, industry-scale applications, and must be improved upon so as to make them suitable for large-scale anomaly detection problems.