In various networks, anomaly may happen due to network breakdown, intrusion detection, and end-to-end traffic changes. To detect these anomalies is important in diagnosis, fault report, capacity plan and so on. However, it's challenging to detect these anomalies with high accuracy rate and time efficiency. Existing works are mainly classified into two streams, anomaly detection on link traffic and on global traffic. In this paper we discuss various anomaly detection methods on both types of traffic and compare their performance.