Since Cost Management Anomaly is in public preview, I doubt Powershell commandlets have been made available. I also didn't see anything definitions on under the docs, so I will have to reach out to the team and see what the timeline may be. In the meantime, what you can do is on the preview screens on the portal, run an F12 network trace to examine what API calls are being made so you can at least try to experiment with what's there already.
Is the public preview feature of Cost Management anomaly detection approachable in Powershell or API?
In the cost analysis public preview there is now an option for detecting anomalies within subscriptions.
It is possible to receive an email for every anomaly detected through the "cost alerts" option but as far as I can tell you can't get the data from any REST API yet (neither cost management or consumption).
So my question is: Is there any way in which these cost anomalies can be queried through either Powershell or an API call so that I could keep track of them better?
Documentation on cost anomaly detection: https://learn.microsoft.com/en-us/azure/cost-management-billing/understand/analyze-unexpected-charges
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