show_anomalies for multivariate

[SaltedfishLZX]

Hi, I've experimented with the anomaly detection example, and it has proven to be exceptionally helpful in saving me a significant amount of time while establishing the anomaly detection test. I do have a question:

I am currently engaged in multivariate forecasting and wish to conduct anomaly detection on individual components. To achieve this, I have employed component_wise=True for the scorer, and it has been effective. However, when attempting to utilize show_anomalies (which gives visually appealing result figures), all the results are put into a single figure, making it challenging to discern individual results. I have been unable to identify a method to plot each variable separately. Could you provide guidance on this matter?Thanks！

[madtoinou]

Hi @SaltedfishLZX,

This feature is not yet implemented, I added it to the roadmap.

If you have time and would like to contribute to Darts, feel free to tackle it ! :)