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Anomaly detection in time-series data is an integral part in the context of the Internet of Things (IoT). In particular, with the advent of sophisticated deep and machine learning-based techniques, this line of research has attracted many researchers to develop more accurate anomaly detection algorithms. The problem itself has been a long-lasting challenging problem in security and especially in malware detection and data tampering. The advancement of the IoT paradigm as well as the increasing number of cyber attacks on the networks of the Internet of Things worldwide raises the concern of whether flexible and simple yet accurate anomaly detection techniques exist. In this paper, we investigate the performance of deep learning-based models including recurrent neural network-based Bidirectional LSTM (BI-LSTM), Long Short-Term Memory (LSTM), CNN-based Temporal Convolutional (TCN), and CuDNN-LSTM, which is a fast LSTM implementation supported by CuDNN. In particular, we assess the performance of these models with respect to accuracy and the training time needed to build such models. According to our experiment, using different timestamps (i.e., 15, 20, and 30 min), we observe that in terms of performance, the CuDNN-LSTM model outperforms other models, whereas in terms of training time, the TCN-based model is trained faster. We report the results of experiments in comparing these four models with various look-back values.