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List of tools & datasets for anomaly detection on time-series data.
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awesome-TS-anomaly-detection

List of tools & datasets for anomaly detection on time-series data.

Anomaly Detection Software

Name Language Pitch License
Numenta's Nupic C++ Numenta Platform for Intelligent Computing is an implementation of Hierarchical Temporal Memory (HTM). AGPL
Etsy's Skyline Python Skyline is a real-time anomaly detection system, built to enable passive monitoring of hundreds of thousands of metrics. MIT
Twitter's AnomalyDetection R AnomalyDetection is an open-source R package to detect anomalies which is robust, from a statistical standpoint, in the presence of seasonality and an underlying trend. GPL
Netflix's Surus Java Robust Anomaly Detection (RAD) - An implementation of the Robust PCA. Apache-2.0
Lytics Anomalyzer Go Anomalyzer implements a suite of statistical tests that yield the probability that a given set of numeric input, typically a time series, contains anomalous behavior. Apache-2.0
Yahoo's EGADS Java GADS is a library that contains a number of anomaly detection techniques applicable to many use-cases in a single package with the only dependency being Java. GPL
Linkedin's luminol Python Luminol is a light weight python library for time series data analysis. The two major functionalities it supports are anomaly detection and correlation. It can be used to investigate possible causes of anomaly. Apache-2.0
Ele.me's banshee Go Anomalies detection system for periodic metrics. MIT
Mentat's datastream.io Python An open-source framework for real-time anomaly detection using Python, Elasticsearch and Kibana. Apache-2.0
Donut Python Donut is an unsupervised anomaly detection algorithm for seasonal KPIs, based on Variational Autoencoders. -
NASA's Telemanom Python A framework for using LSTMs to detect anomalies in multivariate time series data. Includes spacecraft anomaly data and experiments from the Mars Science Laboratory and SMAP missions. custom
banpei Python Outlier detection (Hotelling's theory) and Change point detection (Singular spectrum transformation) for time-series. MIT
CAD Python Contextual Anomaly Detection for real-time AD on streagming data (winner algorithm of the 2016 NAB competition). AGPL
DeepADoTS Python Implementation and evaluation of 7 deep learning-based techniques for Anomaly Detection on Time-Series data. MIT
rrcf Python Implementation of the Robust Random Cut Forest algorithm for anomaly detection on streams. MIT

Related Software

This section includes some time-series software for anomaly detection-related tasks, such as forecasting and labeling.

Forecasting

Name Language Pitch License
Amazon's GluonTS Python GluonTS is a Python toolkit for probabilistic time series modeling, built around MXNet. GluonTS provides utilities for loading and iterating over time series datasets, state of the art models ready to be trained, and building blocks to define your own models. Apache-2.0
Facebook's Prophet Python/R Prophet is a procedure for forecasting time series data. It is based on an additive model where non-linear trends are fit with yearly and weekly seasonality, plus holidays. BSD
PyFlux Python The library has a good array of modern time series models, as well as a flexible array of inference options (frequentist and Bayesian) that can be applied to these models. BSD 3-Clause
Pyramid Python Porting of R's auto.arima with a scikit-learn-friendly interface. MIT
SaxPy Python General implementation of SAX, as well as HOTSAX for anomaly detection. GPLv2.0
tslearn Python tslearn is a Python package that provides machine learning tools for the analysis of time series. This package builds on scikit-learn, numpy and scipy libraries. BSD 2-Clause
seglearn Python Seglearn is a python package for machine learning time series or sequences. It provides an integrated pipeline for segmentation, feature extraction, feature processing, and final estimator. BSD 3-Clause
Tigramite Python Tigramite is a causal time series analysis python package. It allows to efficiently reconstruct causal graphs from high-dimensional time series datasets and model the obtained causal dependencies for causal mediation and prediction analyses. GPLv3.0

Labeling

Name Language Pitch License
Microsoft's Taganomaly R (dockerized web app) Simple tool for tagging time series data. Works for univariate and multivariate data, provides a reference anomaly prediction using Twitter's AnomalyDetection package. MIT
Baidu's Curve Python Curve is an open-source tool to help label anomalies on time-series data. Apache-2.0

Benchmark Datasets

  • Numenta's NAB

NAB is a novel benchmark for evaluating algorithms for anomaly detection in streaming, real-time applications. It is comprised of over 50 labeled real-world and artificial timeseries data files plus a novel scoring mechanism designed for real-time applications.

The dataset consists of real and synthetic time-series with tagged anomaly points. The dataset tests the detection accuracy of various anomaly-types including outliers and change-points.

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