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In their quest toward Exascale, High Performance Computing (HPC) systems are rapidly becoming larger and more complex, together with the issues concerning their maintenance. Luckily, many current HPC systems are endowed with data monitoring infrastructures that characterize the system state, and whose data can be used to train Deep Learning (DL) anomaly detection models, a very popular research area. However, the lack of labels describing the state of the system is a wide-spread issue, as annotating data is a costly task, generally falling on human system administrators and thus does not scale toward exascale. In this article we investigate the possibility to extract labels from a service monitoring tool (Nagios) currently used by HPC system administrators to flag the nodes which undergo maintenance operations. This allows to automatically annotate data collected by a fine-grained monitoring infrastructure; this labelled data is then used to train and validate a DL model for anomaly detection. We conduct the experimental evaluation on a tier-0 production supercomputer hosted at CINECA, Bologna, Italy. The results reveal that the DL model can accurately detect the real failures, and, moreover, it can predict the insurgency of anomalies, by systematically anticipating the actual labels (i.e., the moment when system administrators realize when an anomalous event happened); the average advance time computed on historical traces is around 45 minutes. The proposed technology can be easily scaled toward exascale systems to easy their maintenance. [ABSTRACT FROM AUTHOR]