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Active grids operated with random protocols are a standard way to generate large Reynolds number turbulence in wind and water tunnels. But anomalies in the decay and third-order scaling of active-grid turbulence have been reported. We combine Laser Doppler Velocimetry and hot-wire anemometry measurements in a wind tunnel, with machine learning techniques and numerical simulations, to gain further understanding on the reasons behind these anomalies. Numerical simulations that incorporate the statistical anomalies observed in the experimental velocity field near the active grid can reproduce the experimental anomalies observed later in the decay. The results indicate that anomalies in experiments near the active grid introduce correlations in the flow that can persist for long times.