Looking for a good package for anomaly detection in time series
I know I'm bit late here, but yes there is a package for anomaly detection along with outlier combination-frameworks.
The package is in Python and its name is pyod. It is published in JMLR.
It has multiple algorithms for following individual approaches:

Linear Models for Outlier Detection (PCA,vMCD,vOne-Class, and SVM)
Proximity-Based Outlier Detection Models (LOF, CBLOF, HBOS, KNN, AverageKNN, and MedianKNN)
Probabilistic Models for Outlier Detection (ABOD and FastABOD)
Outlier Ensembles and Combination Frameworks(IsolationForest and FeatureBagging)
Neural Networks and Deep Learning Models (Auto-encoder with fully connected Neural Network)

Finally, if you're looking specifically for time-series per se, then this github link will be useful.
It has the following list packages for timeseries outlier detection:
datastream.io
skyline
banpei
AnomalyDetection