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)

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