The rapid industrial growth in solar energy is gaining increasing interest in renewable power from smart grids and plants. Anomaly detection in photovoltaic (PV) systems is a demanding task. In this sense, it is vital to utilize the latest updates in machine learning technology to accurately and timely disclose different system anomalies. This paper addresses this issue by evaluating the performance of different machine learning schemes and applying them to detect anomalies on photovoltaic components. The following schemes are evaluated: AutoEncoder Long Short-Term Memory (AE-LSTM), Facebook-Prophet, and Isolation Forest. These models can identify the PV system’s healthy and abnormal actual behaviors. Our results provide clear insights to make an informed decision, especially with experimental trade-offs for such a complex solution space.