Context:
I have thousands of IoT device time series. Multiple metrics are tracked per time period. In order to perform predictive maintenance, I need to detect anomalies.
Problem:
There are multiple categories of devices or devices from the same category with different firmware versions. I wonder if I should train one model per:
- time-series (find anomalies per device)
- group of time-series (figure out if one device behaves differently from its cohort)
- one single big model to rule them all (is there a strange cohort/category of devices)
Or maybe even a combination of all of the above?
I am particularly interested to get this question answered for models like https://matrixprofile.org/ or an autoencoder based approach.