Anomaly detection is the process of finding outlying record from a given data set. This problem has been of increasing importance due to the increase in the size of the data and the need to efficiently extract those outlying records that can have important indications in real-life problems. Anomaly detection is applied in many different sectors. There are many approaches to solve the anomaly detection problem. However, those that are more widely applicable are unsupervised approaches as they do not require labeled data. The aim of this thesis is to study a well-known anomaly detection technique ...