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With the rapid progression of Information and Communication Technology (ICT) and especially of Internet of Things (IoT), the conventional electrical grid is transformed into a new intelligent paradigm, known as Smart Grid (SG). SG provides significant benefits both for utility companies and energy consumers such as the two-way communication (both electricity and information), distributed generation, remote monitoring, self-healing and pervasive control. However, at the same time, this dependence introduces new security challenges, since SG inherits the vulnerabilities of multiple heterogeneous, co-existing legacy and smart technologies, such as IoT and Industrial Control Systems (ICS). An effective countermeasure against the various cyberthreats in SG is the Intrusion Detection System (IDS), informing the operator timely about the possible cyberattacks and anomalies. In this paper, we provide an anomaly …