How to Detect Anomalies in Multivariant Time Series?

Gofman

Hi,

I found some tutorials and examples in RM of process which can detect anomalies in univariant time series (1 variable) and I wanted to know if someone tried using similar process with multivariant timeseries (a series which consists of several variables).

Any help will be greatly appreciated,

Thanks!

MartinLiebig

@yyhuang