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Concerns about decreases in insect population and biodiversity, in addition to the need for monitoring insects in agriculture and disease control, have led to an increased need for automated, non-invasive monitoring techniques. To this end, entomological lidar systems have been developed and successfully used for detecting and classifying insects. However, the data produced by these lidar systems create several problems from a data analysis standpoint: the data can contain millions of observations, very few observations contain insects, and the background environment is non-stationary. This study compares the insect-detection performance of various supervised machine learning and unsupervised changepoint detection algorithms and provides commentary on the relative strengths of each method. We found that the supervised methods generally perform better than the changepoint detection methods, at the cost of needing labeled data. The supervised learning method with the highest Matthew’s Correlation Coefficient score on the testing set correctly identified 99.5% of the insect-containing images and 83.7% of the non-insect images; similarly, the best changepoint detection method correctly identified 83.2% of the insect-containing images and 84.2% of the non-insect images. Our results show that both types of methods can reduce the need for manual data analysis.