Chapter 5: Online Anomaly Detection

Anomaly detection is a good starting point for machine learning on streaming data. As streaming data delivers a continuous stream of data points, use cases of monitoring live solutions are among the first that come to mind.

There are many domains in which monitoring is essential. In IT solutions, there is generally continuous logging of what happens in the systems, and those logs can be analyzed as streaming data.

In the Internet of Things (IoT), sensor data is being collected on sometimes a large number of sensors. This data is then analyzed and used in real time.

Real-time and online anomaly detection can be of great added value in such use cases by finding values that are far from the expected range of measurements, or otherwise unexpected. Detecting them on time can have great value.

In this chapter, you will first get an in-depth overview of anomaly detection and the theoretical considerations to take into account when implementing...