Abstract: An anomaly in a time series is a pattern that does not conform to past patterns of behavior in the series. Anomalies are important to detect as they can indicate events such as pending sensor failures, unexpected environmental conditions, or malicious activity. Unfortunately, there is no one best way to detect all anomalies across a variety of domains; such a methodology is a myth given that time series can display a wide range of behaviors. In addition, what behavior is anomalous can differ from application to application. In this tutorial, we introduce a framework that helps you determine the best anomaly detection method for your application based on the characteristics the time series possesses. For example, some anomaly detection methods will never adapt after a concept drift, predicting every point afterwards to be an anomaly. Some anomaly detection methods require interpolation of missing time steps beforehand while other can handle missing or nonuniform time steps innately. Participants will get hands-on experience applying various anomaly detection methods to several datasets exhibiting different kinds of behaviors. We will then discuss how best to evaluate them (precision, recall, F-score, NAB score, etc.) and choose an appropriate method specific to the time series’ behaviors.