Microsoft Azure Anomaly Detector

The Anomaly Detector API detects anomalies automatically in time series data. It supports both a stateless detection mode and a stateful detection mode. In stateless mode, there are three functionalities. Entire Detect is for detecting the whole series, with the model trained by the time series. Last Detect is for detecting the last point, with the model trained by points before. ChangePoint Detect is for detecting trend changes in the time series.