Methods and systems for detecting anomalies in sets of data are disclosed, including: computing components of one or more types of feature vectors at a plurality of values of one or more independent variables, each type of the feature vectors characterizing a set of input data being dependent on the one or more independent variables; computing one or more types of output values corresponding to each type of feature vectors as a function of the one or more independent variables using a nonlinear sequence analysis method; and detecting anomalies in how the one or more types of output values change as functions of the one or more independent variables.