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What are the best anomaly detection tools?

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Skyline vs Splunk Predict vs Prelert Anomaly Detective

Pros + Cons

Pro
 Permissive free software license (MIT)

Skyline is open source and completely free to use.
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Pro
 Flexible

Skyline allows you to use your own anomaly detection algorithms.
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Con
 Can be difficult to set up

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Pro
 Powerful predict command

Splunk Predict from version 5.0 has a new predict command. What this command does is that it performs a prediction for time-series data. The command provides prediction for future several time steps and can fill missing data within a time-series. It also provides accurate confidence intervals for all estimates.
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Con
 No support for concurrent analysis for multiple instances of time series

Splunk's predict command does not support multiple parallel analysis for multiple time series instances.
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Pro
 Prelert has an open REST API

Prelert has made it possible for developers to harness the power of their anomaly detection tool. This is done through a REST API from which developers can process virtually any data feed.
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Pro
 Limited free license

Prelert offers a free License for up to 500MB of daily indexed data. These include comparative searches, autodetection of anomalies and categorization of unstructured data.
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