Which of the following is the first step to take when creating an anomaly detection...

The first step in creating an anomaly detection process is building a baseline of normal behavior within the system. This baseline serves as a reference point to identify deviations or anomalies that could indicate a security incident. By understanding what normal activity looks like, security teams can more effectively detect and respond to suspicious behavior.

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CompTIA Security+ SY0-701 Course Content: Domain 04 Security Operations​.

CompTIA Security+ SY0-601 Study Guide: Chapter on Monitoring and Baselines​.