My modifications to run.py to create and save numerous models, and run them each on all data sets.

run.py

#Hi all, so I'm receiving this Assertion error when trying to save models in NuPIC using the TemporalAnomaly model type, 
#and wondered if anyone had any ideas:

Traceback (most recent call last):
  File "run.py", line 190, in <module>
    runModel(only_csv_files, plot=plot) #runModel(GYM_NAME, plot=plot)
  File "run.py", line 166, in runModel
    model.save(path)
  File "/home/sheiser1/.local/lib/python2.7/site-packages/nupic/frameworks/opf/model.py", line 289, in save
    self.__makeDirectoryFromAbsolutePath(saveModelDir)
  File "/home/sheiser1/.local/lib/python2.7/site-packages/nupic/frameworks/opf/model.py", line 385, in __makeDirectoryFromAbsolutePath
    assert os.path.isabs(absDirPath)
AssertionError

#Here are the modifications I made to the runModel function.  
mypath = '/home/sheiser1/Desktop/zaychik_proj1-master/Dr_Zaychik_Data/selectedData'
only_csv_files = [f for f in listdir(mypath) if isfile(join(mypath,f)) and os.path.splitext(f)[1] == '.csv']

for file in only_csv_files:
  print 'File: ',file

GYM_NAME = "rec-center-hourly"
DATA_DIR = "/home/sheiser1/Desktop/zaychik_proj1-master/Dr_Zaychik_Data/selectedData" #"." 
MODEL_PARAMS_DIR = "./model_params"

#Here I change runModel to take in a list of data files instead of just one
def runModel(file_list, plot=False): #def runModel(gymName, plot=False):
  """
  Assumes the gynName corresponds to both a like-named model_params file in the
  model_params directory, and that the data exists in a like-named CSV file in
  the current directory.
  :param gymName: Important for finding model params and input CSV file
  :param plot: Plot in matplotlib? Don't use this unless matplotlib is
  installed.
  """
  for file1 in file_list:
    save = False
    file_name = os.path.splitext(file1)[0]
    path = '~/nupic/examples/opf/clients/hotgym/anomaly/one_gym$' + file_name
    model = None
    if os.path.exists(path):
      model = Model.load(path)
    else:
      model = createModel(getModelParamsFromName(GYM_NAME))
      save = True
    print "Creating model from %s..." % file_name
    inputData = "%s/%s.csv" % (DATA_DIR, file_name.replace(" ", "_"))
    runIoThroughNupic(inputData, model, file_name, plot)
    if save:
      model.save(path)
    for file2 in file_list:
      file2_name = os.path.splitext(file2)[0]
      model.disableLearning()
      print "Running model" + file_name + 'on' + file2_name
      inputData = "%s/%s.csv" % (DATA_DIR, file2_name.replace(" ", "_"))
      runIoThroughNupic(inputData, model, file2_name, plot)
      os.rename(file2_name + '_out.csv', file_name + '_' + file2_name + '_out.csv')

# And here's the main function:
if __name__ == "__main__":
  print DESCRIPTION
  plot = False 
  new_model = False
  args = sys.argv[1:]
  if "--plot" in args:
    plot = True
  runModel(only_csv_files, plot=plot) #runModel(GYM_NAME, plot=plot)