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Description
What happened + What you expected to happen
Right now, we can either set it to univariate or multivariate. From a user's perspective, it can be confusing, especially since both methods support exogenous features.
Instead, I think setting it to global and local would be better, as it explains that we are either detecting anomalies for each series (local) or for all series (global).
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Reproducible example
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Issue Severity
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