I think this one would help - supervised metric for anomaly detection:
https://github.com/numenta/nupic/issues/1830

I might get to work on it soon, hopefully

On Thu, Jun 25, 2015 at 2:08 AM, Marek Otahal <[email protected]> wrote:

> Tom,
>
> I've seen similar when working with ECG signal.
>
> 1/ I think your HTM is too quick about picking up changes. I think it
> learned to model/repeat just the last "beat" - that is actually a pretty
> good strategy and works most of the time!
> To unlearn this you can try:
> -reducing #columns (thus giving the network less computational resources,
> so it has to abstract more)
> -modify params that effect learning speed (permanence inc/dec, #cells/col,
> look back steps, ..what else??)
> -change metric so it has a big penalty for the mistake and drives HTM to
> unlearn the 1-beat pattern..
>
> 2/ there's some information occurring before the drop and HTM exploited it
> and is able to detect the "anomaly" faster then you! :)
>
>
> On Thu, Jun 25, 2015 at 1:29 AM, Tom Tan <[email protected]> wrote:
>
>>
>> Hi,
>>
>> I tried to use Nupic for anomaly detection over following data set.  The
>> blue line is actual and red line is Nupic prediction.  The downward spikes,
>> such as the one circled out, are anomalies in our case.
>>
>> Nupic seems to treat the anomaly as regular pattern and later predicts
>> such downward spikes.  It can be shown that the red spikes later follow the
>> blue spike.   However, downwards spikes are true anomalies and should not
>> be accounted as norm.  Is there a way to suppress such predictions?
>>
>> Regards,
>> Tom
>>
>>
>>
>>
>>
>
>
> --
> Marek Otahal :o)
>



-- 
Marek Otahal :o)

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