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Anomaly detection is concerned with identifying data patterns that deviate remarkably from the expected behavior. This is an important research problem, due to its broad set of application domains, from data analysis to e-health, cybersecurity, predictive maintenance, fault prevention, and industrial automation. Herein, we review state-of-the-art methods that may be employed to detect anomalies in the specific area of sensor systems, which poses hard challenges in terms of information fusion, data volumes, data speed, and network/energy efficiency, to mention but the most pressing ones. In this context, anomaly detection is a particularly hard problem, given the need to find computing-energy-accuracy trade-offs in a constrained environment. We taxonomize methods ranging from conventional techniques (statistical methods, time-series analysis, signal processing, etc.) to data-driven techniques (supervised …