The vehicular connectivity revolution is fueling the automotive industry's most significant transformation seen in decades. However, as modern vehicles become more connected, they also become much more vulnerable to cyber-attacks. In this paper, a fully working machine learning approach is proposed to protect connected vehicles (fleets and individuals) against such attacks. We present a system that monitors different vehicle's interfaces (Network, CAN and OS), extracts relevant information based on configurable rules and sends it to a trained generative model to detect deviations from normal behavior. Using configurable data collector, we provide a higher level of data abstraction as the model is trained based on events instead of raw data, which has a noise-filtering effect and eliminates the need to retrain the model whenever a protocol changes. We present a new approach for detecting anomalies, tailored to the temporal nature of our domain. Adapting the hybrid approach of Gutflaish et al. (2017) to the fully temporal setting, we first train a Hidden Markov Model to learn normal vehicle behavior, and then a regression model to calibrate the likelihood threshold for anomaly. Using this architecture, our method detects sophisticated and realistic anomalies, which are missed by other existing methods monitoring the CAN bus only. We also demonstrate the superiority of adaptive thresholds over static ones. Furthermore, our approach scales efficiently from monitoring individual cars to serving large fleets. We demonstrate the competitive advantage of our model via encouraging empirical results.