Buildings are responsible for a high percentage of global energy consumption, and thus, the improvement of their efficiency can positively impact not only the costs to the companies they house, but also at a global level. One way to reduce that impact is to constantly monitor the consumption levels of these buildings and to quickly act when unjustified levels are detected. Currently, a variety of sensor networks can be deployed to constantly monitor many variables associated with these buildings, including distinct types of meters, air temperature, solar radiation, etc. However, as consumption is highly dependent on occupancy and environmental variables, the identification of anomalous consumption levels is a challenging task. This study focuses on the implementation of an intelligent system, capable of performing the early detection of anomalous sequences of values in consumption time series applied to distinct hotel unit meters. The development of the system was performed in several steps, which resulted in the implementation of several modules. An initial (i) Exploratory Data Analysis (EDA) phase was made to analyze the data, including the consumption datasets of electricity, water, and gas, obtained over several years. The results of the EDA were used to implement a (ii) data correction module, capable of dealing with the transmission losses and erroneous values identified during the EDA’s phase. Then, a (iii) comparative study was performed between a machine learning (ML) algorithm and a deep learning (DL) one, respectively, the isolation forest (IF) and a variational autoencoder (VAE). The study was made, taking into consideration a (iv) proposed performance metric for anomaly detection algorithms in unsupervised time series, also considering computational requirements and adaptability to different types of data. (v) The results show that the IF algorithm is a better solution for the presented problem, since it is easily adaptable to different sources of data, to different combinations of features, and has lower computational complexity. This allows its deployment without major computational requirements, high knowledge, and data history, whilst also being less prone to problems with missing data. As a global outcome, an architecture of a platform is proposed that encompasses the mentioned modules. The platform represents a running system, performing continuous detection and quickly alerting hotel managers about possible anomalous consumption levels, allowing them to take more timely measures to investigate and solve the associated causes.