Fix: rename threshold_method options

[marcopeix]

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).

Versions / Dependencies

None

Reproducible example

None

Issue Severity

None