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by naftaliharris 4186 days ago
It's interesting that they chose to write their anomaly detection code in R, which is typically used in offline, post hoc analysis mode. It seems reasonable to suppose that the ability to discover an anomaly like "service X is failing" in real time is more valuable then discovering it a week later.

In order to monitor important time series with this code, they would presumably need to run it every n minutes on the entire time series, or at least the recent part of it. Seems an anomaly detection system operating on streaming data might make more sense.

Perhaps their real time anomaly detection system uses simpler logic on streaming data?