A power generator system with anomaly detection and methods for detecting anomalies include a power generator that includes one or more physical components configured to provide electrical power. Sensors are configured to make measurements of a state of respective physical components, outputting respective time series of said measurements. A monitoring system includes a fitting module configured to determine a predictive model for each pair of a set of time series, an anomaly detection module configured to compare new values of each pair of time series to values predicted by the respective predictive model to determine if the respective predictive model is broken and to determine a number of broken predictive model, and an alert module configured to generate an anomaly alert if the number of broken predictive models exceeds a threshold.