“…Although there are numerous methods to tackle the problem from distinct angles, all methods can be decomposed to two steps: (1) derive a new sequence from the original MTS using a transformation or a predictive model; (2) calculate the "difference" metric for each element in the new sequence. In step one, either a direct transformation from MTS to univariate time series (UTS), such as fuzzy integral [6], PCA [19] or subspace monitoring [20] can be applied, or a predictive model, such as generative adversarial network [7], long-short term memory [9], convolutional neural network [11], hierarchical temporal memory [5] and vector auto-regressive model [12]. In step two, either a self-defined threshold [7,9] is used to find anomalies if a predictive model was used, or an algorithm designed for anomaly detection in UTS or MTS cross-sectional data [8] is applied to the new sequence, for example, hidden Markov model [6], Bayes network [5], k-nearest neighbors algorithm [12], and one-class support vector machine [21] and ad-hoc decomposition [2,4].…”