Why is this an anomaly? Explaining anomalies using sequential explanations

•The area under the analyst certainty curve is a better measure compared to the minimum feature prefix.•For the outlier-based sequential explanations (SE), the particle swarm optimisation search method only outperforms the greedy search methods that make use of the same outlier scoring measure.•The sample-based SE, support vector machine recursive feature elimination SE, returned the best performing SE overall.•The best performing outlier and sample-based SEs outperformed the best performing sequential feature explanations (SFE).