1 ) An anomaly detecting apparatus for detecting an anomaly in monitored data, comprising: a directional data generating portion for sequentially generating directional data which are unit vectors indicating a feature of each piece of monitored data corresponding to the monitored data which are input in sequence; a dissimilarity calculating portion for calculating a dissimilarity of the directional data to a pre-specified reference vector; a moment updating portion for updating a moment of the distribution of the dissimilarity appearing when the directional data is modeled with a multi-dimensional probability distribution, on the basis of a moment already calculated and the dissimilarity of the directional data corresponding to a new piece of the monitored data; a parameter calculating portion for calculating a parameter determining a variance of the multi-dimensional probability distribution, based on the moment; a threshold calculating portion for calculating a threshold of the dissimilarity based on the multi-dimensional probability distribution the variance of which is determined by the parameter; and an anomaly detecting portion for detecting an anomaly in the monitored data that corresponds to the dissimilarity if the dissimilarity exceeds the threshold.