(Azure Stream Analytics) Multivariate support for time series anomaly detection

[dubansal]

System information

• OS version/distro: All
• .NET Version (eg., dotnet --info): All

Issue

• What did you do? Azure Stream Analytics is currently running a private preview of built-in Anomaly Detection ML models.

• What happened? In our discussions with several customers in private preview, lack of support for multi-variate A/D is coming up as a blocker to have them fully operationalize their hot path pipelines with this core feature. The list of customers include:

1. Azure IoT Central (IoT SaaS solution) which uses Stream Analytics under the covers and are expected to grow to supporting '000s of IoT deployment by mid 2019. They require support for upto 4 variables.
2. Stanley Black and Decker
3. ATOS - European SI's IoT practice that works with many customers to build end to end IoT solutions.

• What did you expect? N/A

Source code / logs N/A

Please paste or attach the code or logs or traces that would be helpful to diagnose the issue you are reporting.

[shmoradims]

@codemzs is this issue ready for triage or needs more info? If it's ready, please remove the 'need info' label and add it to 0.9 project for triage. Thanks.