Hello @minhoo lee
Thanks for using Microsoft Q&A platform, Azure Machine Learning Serivce support time series training - https://learn.microsoft.com/en-us/azure/machine-learning/how-to-auto-train-forecast
You can check above document to see how to set up a quick model.
But for Anomaly Dectection, I think Anomaly Detector API is a better choice for you - https://learn.microsoft.com/en-us/azure/cognitive-services/anomaly-detector/
I hope this helps.
Regards,
Yutong
-Please kindly accept the answer if you feel helpful to support the community, thanks a lot.