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
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