By comparing my codes ported originally from python version, this version is totally different! This explains me!
I see that TM.anomaly seems to be likelihood, the anomaly score should be
1.0 - TM.anomaly

Related to review of anomaly likelihood #469

I have just tested anomaly detection with sinus waves by using

@Thanh-Binh could you share your simple experimentation code for sine waves? I'd like to integrate it to our tests as quality benchmark for different anomaly modes.

@breznak I will share it asap...

This could likely be joined with #646 , as the experiment on sines is the same, and we'd do both predictions & anomaly.

AFAIK the hotgym runs sine wave, @Thanh-Binh if you have problems porting your codes, can you explain on the existing hotgym where the problems are?

I see that TM.anomaly seems to be likelihood, the anomaly score should be
1.0 - TM.anomaly

I was able to confirm this, escalating to a bug. Thank you for reporting!

I was confused by "likelihood of anomaly" (which would imply high likelihood => anomaly), but it is a likelihood of a score (anomaly score). And we want to detect unlikely scores -> 1.0 - likelihood is correct anomaly interpretation here.

See #469 (comment) for some high level ideas about anomaly likelihood.