Online Model-based Anomaly Detection in Multivariate Time Series: Taxonomy, Survey, and Research Challenges

This survey provides a novel taxonomy for online anomaly detection in multivariate time series, distinguishing between online training and online inference. It presents an extensive overview and analysis of state-of-the-art model-based online semi- and unsupervised anomaly detection approaches, as well as the most popular benchmark data sets and evaluation metrics used in the literature.