I looked at the demo of multi-series anomaly detection in X-Pack, and it's really cool. But I want to use it on my own data that does not come from ElasticSearch. I don't suppose that this is supported, but want to ask anyway. And even if it is not supported, I want to know if the code for performing the detection is open source by any chance and I could adapt it to my data?
But I want to use it on my own data that does not come from Elasticsearch.
Indeed. Not supported. You must index data into elasticsearch. There are tons of connectors to do that easily. Have a look at logstash for example.
I want to know if the code for performing the detection is open source by any chance
No. It's not.
Actually you can post your data to the machine learning engine. Read here: https://www.elastic.co/guide/en/x-pack/current/ml-api-job-endpoint.html#ml-post-data
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