The anomaly detection of outliers and fault diagnosis in the imperfect time-series data is crucial in aero-engine industry. Early detection of the rotating stall is significant for the active stabilization control of the axial compressors, because the rotating stall and surge can cause enormous vibratory stresses in the blades and gives rise to surge to limit the performance of compressors. An aerodynamic instability inception and short-length-scale periodic anomaly prior to stall onset known as stall inception in axial compressors is observed in aero-engine. Based on deep learning theory, this paper conducts the accurate and rapid detection of stall precursors based on deep neural network. The deep dilated causal convolutional neural network combined with logistic regression(LR) named as LR-WaveNet is applied to the detection and prediction of stall inception in the imperfect time-series data of axial compressors with the rotating stall. The LR-WaveNet model can implement fast anomaly detection and stall prediction in long-time term series data. Furthermore, a single LR-WaveNet can be trained to capture and learn the time-domain statistical characteristics of many different stall inception training data with equal fidelity. The trained LR-WaveNet model can rapidly detect the occurrence of anomaly point and predict the probability of rotating stall and surge in axial compressors as an early warning signal. By comparing with the time domain analysis and the wavelet analysis, the calculation results are represented with experimental data to show the effectiveness and feasibility of the stall detection approach based on LR-WaveNet. Especially, the LR-WaveNet can detect the irregular and imperfect stall inception and capture the small fault features when the characteristics of stall inception sigals or data are not very unobvious, irregular and imperfect. <italic xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">Note to Practitioners</i> —Note to Practitioners–This paper was motivated by the problem of detecting the stall and surge of axial compressor for aeroengine, but it also applies to other small fault diagnosis with imperfect data or time series prediction problem. The stall Inception is very difficult to detect for the reason of imperfect data with small fault or features. These existing detection methods of stall inception can only be applied under certain conditions, because they can only extract the pre-stall features partly. Meanwhile, the excessive number of compressor sensors is demanded in this method, so the application of these traditional methods are limited in practical situations in the stall inception detection. This paper suggests a new approach using Deep Dilated Causal Convolutional Neural Networks. The deep dilated causal convolutional neural network combined with logistic regression(LR) named as LR-WaveNet is applied to the detection and prediction of stall inception in the imperfect time-series data of axial compressors with the rotating stall. In this paper, the new approach is proved to be suitable and feasible to all the types of stall inception including the irregular stall inception with imperfect data. We then show how the deep learning method can be efficiently applied in the imperfect data situation with small fault and time series prediction. The experiments suggest that this approach is feasible. In future research, we will create the novel approach and theory for the detection of stall inception and small fault diagnostics with the imperfect data.