The rapid industrial growth in solar energy is gaining increasing interest in renewable power from smart grids and plants. Anomaly detection in photovoltaic (PV) systems is a demanding task. In this sense, it is vital to utilize recent advances in machine learning to accurately and timely detect different anomalies and condition monitoring. This paper addresses this issue by evaluating different machine learning techniques and schemes and showing how to apply these approaches to solve anomaly detection and detect faults on photovoltaic components. For this, we apply distinct state-of-the-art machine learning techniques (AutoEncoder Long Short-Term Memory (AE-LSTM), Facebook-Prophet, and Isolation Forest) to detect faults/anomalies and evaluate their performance. These models shall identify the PV system's healthy and abnormal actual behaviors. Our results provide clear insights to make an informed decision, especially with experimental trade-offs for such complex solution space.