diff --git a/vignettes/anomaly-detection.Rmd b/vignettes/anomaly-detection.Rmd
new file mode 100644
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+++ b/vignettes/anomaly-detection.Rmd
@@ -0,0 +1,19 @@
+---
+title: "anomaly-detection"
+output: rmarkdown::html_vignette
+vignette: >
+  %\VignetteIndexEntry{anomaly-detection}
+  %\VignetteEngine{knitr::rmarkdown}
+  %\VignetteEncoding{UTF-8}
+---
+
+```{r, include = FALSE}
+knitr::opts_chunk$set(
+  collapse = TRUE,
+  comment = "#>"
+)
+```
+
+```{r setup}
+library(nixtlar)
+```