An anomaly time series is the time series of deviations of a quantity from some mean. Either the mean is calculated for the entire time series, or only for parts of it, for example for each hour of the day if the daily cycle of some variable is to be subtracted. Instead of the arithmetic mean, other indicators of locality may also be used, such as the numerically more robust median.

In the atmospheric sciences, the climatological annual cycle is often used as the mean value. Famous atmospheric anomaly time series are for instance the Southern Oscillation index (SOI) and the North Atlantic oscillation index. SOI is the atmospheric component of El Niño, while NAO plays an important role for European weather by modification of the exit of the Atlantic storm track.