As an indispensable component of air-conditioning system, the air handling unit (AHU) always exhibits strong nonlinearity and two-directional dynamics (time-wise and batch-wise dynamics). However, existing monitoring strategies cannot adequately figure out the AHU's two-directional dynamics from the nonlinear data. To boost the AHU's fault detection performance, a novel global modelling scheme integrated dynamic kernel canonical variate analysis (GDKCVA) is developed in this paper. The first contribution is to collect datasets from various days to develop a three-way training dataset and then normalize it along the batch-wise to suppress the batch-wise dynamics and variables' correlations. The second contribution is to establish the dynamic kernel CVA by integrating autoregressive moving average exogenous framework to more effectively confront the time-wise dynamics and variables' nonlinear relationships. The kernel matrices of augmented batch dataset are determined utilizing the kernel trick that transforms nonlinear data into high-dimensional linear space by leveraging kernel function. The third contribution is to propose a novel global modelling strategy to further eliminate the batch-wise dynamics by computing the total average kernel matrices from all the normal batch datasets. Finally, experiments and comparisons on the ASHRAE RP-1312 datasets are carried out to assess the suggested GDKCVA's fault detection capability. Compared with the kernel CVA (KCVA), the three-way training dataset based CVA (TCVA) and the three-way training dataset based KCVA (TKCVA), the proposed GDKCVA has the highest fault detection rates and its average fault detection rates of three monitoring statistics for eleven fault patterns reach 99.38 %, 99.15 % and 100 %, respectively.