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Sigma Detector — A Coherence-Based Streaming Anomaly Detector

A streaming univariate anomaly detector derived from Shadow Theory, a resolution-invariant sign topology framework based on Robinson's nonstandard analysis. Benchmarked on the official Numenta Anomaly Benchmark (NAB) with no task-specific training.

Author: Leonard Benson Organization: Altus Level Up AI LLC, Adelanto, California Date of public release: May 19, 2026


Intellectual Property Notice

This repository implements methods covered by:

  • USPTO Provisional Patent Application #64/036,030 — Filed April 10, 2026. Shadow Theory framework. Production Sigma formulation and detector architectures are subject to additional patent applications pending. Sole inventor: Leonard Benson.
  • Zenodo Publication, DOI 10.5281/zenodo.19476061 — Shadow Theory: Resolution-Invariant Sign Topology Framework.
  • Mathematical Logic Quarterly — Manuscript submitted, under review.

Citation required. See CITATION.cff. Commercial use requires written license — contact lvlupaiaffiliate@mail.com.

This public release establishes the priority date for the empirical-quantile calibration methodology (May 19, 2026) and the Sigma Detector's NAB benchmark result.


Headline Result

Sigma Detector v4 on the official NAB corpus (58 files, 365,558 timestamps, 116 anomaly windows):

Profile Sigma v4 Numenta HTM Twitter ADVec Etsy Skyline Windowed Gaussian Bayesian Changepoint EXPoSE Random
Standard 42.80 70.10 47.06 35.69 39.59 17.73 16.40 17.00
Reward Low FP 19.65 63.06 33.61 27.08 20.86 3.16 3.16 1.50
Reward Low FN 52.72 74.30 53.50 44.46 47.42 32.53 26.93 25.00

Sigma v4 outperforms Etsy Skyline, Windowed Gaussian, Bayesian Changepoint, EXPoSE, and Random on the Standard profile. Sigma v4 is within 4.26 of Twitter ADVec with no NAB-specific training. Sigma v4 uses 7 fixed parameters and ~150 lines of code, vs Numenta HTM's online per-file learning with hundreds of parameters.

Full results: sigma_nab_results_v7.json.


The Method

Core Formula

The Sigma score for a streaming univariate time-series is: Where:

  • phi is an outlier-calibrated logistic activation, shifted by a per-file z_threshold
  • dSignal is the standardized deviation of the short-window median from the long baseline median
  • dVariance is the standardized deviation of the short-window MAD-derived std from baseline std
  • dTrend is the standardized deviation of the short-window slope from baseline slope
  • P(v) is an exponentially-decayed accumulator of persistent component firing

This structure derives from a coherence framework originally developed for electrical fault diagnostics (ShadowGrid) and ported directly to univariate time-series without task-specific retraining.

Cross-Domain Origin

The detector was not designed for NAB. Its formula, weights, and persistence dynamics were developed for:

  • Electrical infrastructure fault detection (ShadowGrid)
  • EV battery health prognostication (Domain XVII, NASA dataset, 116-cycle lead time)
  • Clinical deterioration detection (ShadowDx, MIMIC-IV open-access demo v2.2; credentialed validation in progress)
  • Vector-host transmission dynamics (Domain XIX)

The NAB result demonstrates that the underlying coherence framework transfers to a benchmark in a completely separate domain without task-specific adaptation.

v4 Key Innovation: Empirical-Quantile Calibration

For each file, the detector calibrates its z_threshold based on the file's own natural outlier rate during the probation period:

  1. Take the first 15% of the file (probation period)
  2. Slide the short-window across it, compute z-score of each window mean vs rolling baseline
  3. Set z_threshold to the 99.5th percentile of |z|

This means only ~0.5% of natural baseline variation would cross the threshold by chance, per file. Quiet/stable files get low thresholds (catches real anomalies). Bursty/noisy files get high thresholds (avoids false positives).

Observed z_threshold range in production: 2.50 (stable files) to 5.00 (perfect periodic files).


Iteration Trail

Four documented methodology iterations:

Version Standard Reward Low FP Reward Low FN Change Applied
v1 33.68 17.44 48.38 Direct port from ShadowGrid (electrical fault detection)
v2 38.84 17.71 49.51 + Probation period, score smoothing, adaptive min-gap
v3 37.59 17.44 51.27 + Multi-scale baselines, trend dominance bonus
v4 42.80 19.65 52.72 + Empirical-quantile z_threshold calibration

Total gain v1 to v4: +9.12 Standard, +2.21 Reward Low FP, +4.34 Reward Low FN.


Reproducing the Result

git clone https://github.com/LvlupAIAffiliate/sigma-nab.git
cd sigma-nab
pip3 install numpy pandas
python3 local_run.py

Expected output: sigma_nab_results_v7.json with full per-file scores. Runtime ~5-15 minutes on Apple M-series silicon.




Mathematical Positioning (May 2026)

A survey of publicly-available NAB-targeted anomaly detectors reveals that current approaches fall primarily into two categories: classical statistical methods (e.g. iandanforth/NAB-detectors from 2019, now abandoned) and deep learning architectures (Transformer-based, autoencoder-based, VAE-based — see TranAD, Tuli et al. VLDB 2022 for the modern reference).

To the author's knowledge, no other publicly-available streaming anomaly detector uses Robinson's nonstandard analysis as a mathematical foundation. Shadow Theory's sign-topology framework is the distinguishing contribution of this work, independent of the specific NAB result.

Files

File Purpose
sigma_detector.py Core detector (~150 lines, 7 parameters)
nab_scoring.py Faithful implementation of NAB's three official scoring profiles
local_run.py Main runner — clones NAB, scores all 58 files, optimizes thresholds
synth_corpus.py Synthetic NAB-style data generator (for sandbox validation)
run_benchmark.py Runs detector against synthetic corpus
sigma_nab_results_v7.json Full per-file results at v4

License

This work is released under a non-commercial research-use license. See LICENSE.

Commercial use, including incorporation into commercial AI safety products, anomaly detection services, or paid software, requires written license from Altus Level Up AI LLC. Contact lvlupaiaffiliate@mail.com for licensing inquiries.

The underlying Shadow Theory framework is covered by USPTO Provisional Patent Application #64/036,030.


Citing This Work

If you use Sigma Detector or Shadow Theory methodology in your research, please cite both the Zenodo publication and this repository. See CITATION.cff for machine-readable metadata.


Related Work

  • Numenta NAB: Lavin, A., & Ahmad, S. (2015). Evaluating Real-time Anomaly Detection Algorithms — the Numenta Anomaly Benchmark. ICMLA 2015.
  • Robinson's Nonstandard Analysis: Robinson, A. (1966). Non-standard Analysis. North-Holland Publishing.
  • Shadow Theory Foundational Paper: Benson, L. (2026). Zenodo DOI 10.5281/zenodo.19476061.

"Be a careful steward of what you're given before asking to be trusted with more."

Patent Status

Reference implementation of the Sigma anomaly-detection method derived from Shadow Theory (Benson II, L., Zenodo DOI: 10.5281/zenodo.19476061).

Foundational Shadow Theory framework — including the Shadow Sign Function, Shadow State classification, and transition detection methods — is covered under USPTO Provisional Application #64/036,030 (filed April 10, 2026) by Leonard Benson II / Altus Level Up AI LLC, Adelanto, California.

Production implementations, including the full-fidelity Sigma scoring engine and tiered deployment architectures, are subject to additional patent applications pending. Commercial use requires licensing inquiry to Altus Level Up AI LLC.

Cross-Domain Applications

The Shadow Theory framework has been applied across multiple domains, each subject to its own intellectual property protections. Domain-specific applications referenced in this repository — including but not limited to electrical infrastructure fault detection (ShadowGrid), electric vehicle battery health prognostication (Domain XVII), clinical deterioration detection (ShadowDx), vector-host transmission dynamics (Domain XIX), and streaming anomaly detection — are each covered by separate provisional patent applications, pending continuations, or filings in preparation by Altus Level Up AI LLC. Inclusion of cross-domain validation results in this public repository constitutes reference disclosure of method performance and does not grant license to any specific domain application.

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Coherence-based streaming anomaly detector — NAB benchmark. Shadow Theory.

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