The Signal Anomalies

Anomalies are signal values that are outside the zone of possible error for the predictive forecast, which is defined by the upper and lower limit.

The signal is compared to all predictive forecasts.
Example

Your facilities department wants to monitor the electrical consumption of your building. The signal is very regular with consumption peaks in the day time, low consumption in the night, and some seasonalities related to vacations, for example.

A predictive model based on this signal will forecast a very low consumption at 11:00 PM.

At 11:15pm the predictive model is re-forecasted and the actual consumption for 11:00 PM is known. It is very far from what was expected by the predictive model: an anomaly is detected.

Note
If you have choosen to get predictive forecasts per entity, you have this information for each entity.