Twitter has become the de facto medium for consumption of news in real time, and billions of events are generated and analyzed on a daily basis. To analyze these events, Twitter designed its own next-generation streaming system, Heron. Arun Kejariwal and Karthik Ramasamy walk you through how Heron is used to detect anomalies in real-time data streams. Although there’s been over 75 years of prior work in anomaly detection, most of the techniques cannot be used off the shelf because they’re not suitable for high-velocity data streams. Arun and Karthik explain how to make trade-offs between accuracy and speed and discuss incremental approaches that marry sampling with robust measures such as median and MCD for anomaly detection.