Anomaly Detection research is focused on the development and application of methods that allow for the identification of data that are different enough—compared with the rest of the data set that is being analyzed—and considered anomalies (or, as they are more commonly called, outliers). These values mainly originate from two sources: they may be errors introduced during the collection or handling of the data, or they can be correct, but very different from the rest of the values. It is essential to correctly identify each type as, in the first case, they must be removed from the data set but, in the second case, they must be carefully analyzed and taken into account. The correct selection and use of the model to be applied to a specific problem is fundamental for the success of the anomaly detection study and, in many cases, the use of only one model cannot provide sufficient results, which can be only reached by using a mixture model resulting from the integration of existing and/or ad hoc-developed models. This is the kind of model that is developed and applied to solve the problem presented in this paper. This study deals with the definition and application of an anomaly detection model that combines statistical models and a new method defined by the authors, the Local Transilience Outlier Identification Method, in order to improve the identification of outliers in the sensor-obtained values of variables that affect the operations of wind tunnels. The correct detection of outliers for the variables involved in wind tunnel operations is very important for the industrial ventilation systems industry, especially for vertical wind tunnels, which are used as training facilities for indoor skydiving, as the incorrect performance of such devices may put human lives at risk. In consequence, the use of the presented model for outlier detection may have a high impact in this industrial sector. In this research work, a proof-of-concept is carried out using data from a real installation, in order to test the proposed anomaly analysis method and its application to control the correct performance of wind tunnels.