Number of Distinct Values (NDV) estimation of a multiset/column is a basis for many data management tasks, especially within databases. Despite decades of research, most existing methods require either a significant amount of samples through uniform random sampling or access to the entire column to produce estimates, leading to substantial data access costs and potentially ineffective estimations in scenarios with limited data access. In this paper, we propose leveraging semantic information, i.e., schema, to address these challenges. The schema contains rich semantic information that can benefit the NDV estimation. To this end, we propose PLM4NDV, a learned method incorporating Pre-trained Language Models (PLMs) to extract semantic schema information for NDV estimation. Specifically, PLM4NDV leverages the semantics of the target column and the corresponding table to gain a comprehensive understanding of the column's meaning. By using the semantics, PLM4NDV reduces data access costs, provides accurate NDV estimation, and can even operate effectively without any data access. Extensive experiments on a large-scale real-world dataset demonstrate the superiority of PLM4NDV over baseline methods. Our code is available at https://github.com/bytedance/plm4ndv.

Understanding time series is crucial for its application in real-world scenarios. Recently, large language models (LLMs) have been increasingly applied to time series tasks, leveraging their strong language capabilities to enhance various applications. However, research on multimodal LLMs (MLLMs) for time series understanding and reasoning remains limited, primarily due to the scarcity of high-quality datasets that align time series with textual information. This paper introduces ChatTS, a novel MLLM designed for time series analysis. ChatTS treats time series as a modality, similar to how vision MLLMs process images, enabling it to perform both understanding and reasoning with time series. To address the scarcity of training data, we propose an attribute-based method for generating synthetic time series and Time Series Evol-Instruct to generates diverse Q&As for enhanced reasoning capabilities. To the best of our knowledge, ChatTS is the first MLLM that takes multivariate time series as input for understanding and reasoning, which is fine-tuned exclusively on synthetic datasets. We evaluate its performance using benchmark datasets with real-world data, including six alignment tasks and four reasoning tasks. Our results show that ChatTS significantly outperforms existing vision-based MLLMs (e.g., GPT-4o) and text/agent-based LLMs, achieving a 46.0% improvement in alignment tasks and a 25.8% improvement in reasoning tasks. We have open-sourced the source code, model checkpoint and datasets at https://github.com/NetManAIOps/ChatTS.

Workload forecasting is pivotal in cloud service applications, such as auto-scaling and scheduling, with profound implications for operational efficiency. Although Transformer-based forecasting models have demonstrated remarkable success in general tasks, their computational efficiency often falls short of the stringent requirements in large-scale cloud environments. Given that most workload series exhibit complicated periodic patterns, addressing these challenges in the frequency domain offers substantial advantages. To this end, we propose Fremer, an efficient and effective deep forecasting model. Fremer fulfills three critical requirements: it demonstrates superior efficiency, outperforming most Transformer-based forecasting models; it achieves exceptional accuracy, surpassing all state-of-the-art (SOTA) models in workload forecasting; and it exhibits robust performance for multi-period series. Furthermore, we collect and open-source four high-quality, open-source workload datasets derived from ByteDance's cloud services, encompassing workload data from thousands of computing instances. Extensive experiments on both our proprietary datasets and public benchmarks demonstrate that Fremer consistently outperforms baseline models, achieving average improvements of 5.5% in MSE, 4.7% in MAE, and 8.6% in SMAPE over SOTA models, while simultaneously reducing parameter scale and computational costs. Additionally, in a proactive auto-scaling test based on Kubernetes, Fremer improves average latency by 18.78% and reduces resource consumption by 2.35%, underscoring its practical efficacy in real-world applications.

Estimating the Number of Distinct Values (NDV) is fundamental for numerous data management tasks, especially within database applications. However, most existing works primarily focus on introducing new statistical or learned estimators, while identifying the most suitable estimator for a given scenario remains largely unexplored. Therefore, we propose AdaNDV, a learned method designed to adaptively select and fuse existing estimators to address this issue. Specifically, (1) we propose to use learned models to distinguish between overestimated and underestimated estimators and then select appropriate estimators from each category. This strategy provides a complementary perspective by integrating overestimations and underestimations for error correction, thereby improving the accuracy of NDV estimation. (2) To further integrate the estimation results, we introduce a novel fusion approach that employs a learned model to predict the weights of the selected estimators and then applies a weighted sum to merge them. By combining these strategies, the proposed AdaNDV fundamentally distinguishes itself from previous works that directly estimate NDV. Moreover, extensive experiments conducted on real-world datasets, with the number of individual columns being several orders of magnitude larger than in previous studies, demonstrate the superior performance of our method.

Open-source relational database systems have become increasingly popular in the cloud era. However, practitioners are often beset with query performance issues. Thus a general-purpose database performance tuning tool independent of the various DBMS kernels becomes desired to lower the bar of using these systems. The first mandatory step in developing such a tool is to design an effective sampling method that collects representative records from different tables. Although one could leverage standard SQL statements and indexes to achieve this, sampling performance and statistical efficiency are not guaranteed when the underlying tables are frequently updated, especially for Sparse Tables where the range of index values is significantly greater than the table size.To this end, we propose a novel Active Sampling algorithm that queries regions more likely to contain data records from Sparse Tables. It relies on Gaussian process regression to characterize the probability density of whether a data record is non-null at a given index value. With the help of this estimated density function, the proposed method achieves efficient sampling by actively querying records with adaptive resolutions of interval lengths and provides an unbiased estimator for histogram construction. Comprehensive experiments on synthetic and real-world datasets demonstrate that the proposed Active Sampling method can effectively improve the estimation accuracy and use less query cost than other commonly used sampling methods.

Seasonal-trend decomposition is one of the most fundamental concepts in time series analysis that supports various downstream tasks, including time series anomaly detection and forecasting. However, existing decomposition methods rely on batch processing with a time complexity of O ( W ), where W is the number of data points within a time window. Therefore, they cannot always efficiently support real-time analysis that demands low processing delay. To address this challenge, we propose OneShotSTL, an efficient and accurate algorithm that can decompose time series online with an update time complexity of O (1). OneShotSTL is more than 1, 000 times faster than the batch methods, with accuracy comparable to the best counterparts. Extensive experiments on real-world benchmark datasets for downstream time series anomaly detection and forecasting tasks demonstrate that OneShotSTL is from 10 to over 1, 000 times faster than the state-of-the-art methods, while still providing comparable or even better accuracy.

Internet services supported by large-scale distributed systems have become essential for our daily life. To ensure the stability and high quality of services, diverse metric data are constantly collected and managed in a time-series database to monitor the service status. However, when the number of metrics becomes massive, existing time-series databases are inefficient in handling high-rate data ingestion and queries hitting multiple metrics. Besides, they all lack the support of machine learning functions, which are crucial for sophisticated analysis of large-scale time series. In this paper, we present Lindorm TSDB, a distributed time-series database designed for handling monitoring metrics at scale. It sustains high write throughput and low query latency with massive active metrics. It also allows users to analyze data with anomaly detection and time series forecasting algorithms directly through SQL. Furthermore, Lindorm TSDB retains stable performance even during node scaling. We evaluate Lindorm TSDB under different data scales, and the results show that it outperforms two popular open-source time-series databases on both writing and query, while executing time-series machine learning tasks efficiently.

With the prevalence of cloud databases, database users are increasingly reliant on the cloud database providers to manage their data. It becomes a challenge for cloud providers to benchmark different DBMS for a specific database instance without having access to the underlying data. One viable solution is to leverage a query workload, which contains a set of queries and the corresponding cardinalities, to generate a synthetic database with similar query performance. Existing methods for database generation with cardinality constraints, however, can only handle very small query workloads due to their high complexity and encounter challenges when handling join queries. In this work, we propose SAM, a supervised deep autoregressive model-based method for database generation from query workloads. First, SAM is able to process large-scale query workloads efficiently as its complexity is linear in the size of the query workload, the number of attributes and the attribute domain size. Second, we develop algorithms to obtain unbiased samples of base relations from the deep autoregressive model and assign join keys in a way that accurately recovers the full outer join of the target database. Comprehensive experiments on real-world datasets demonstrate that SAM is able to efficiently generate a high-fidelity database that not only satisfies the input cardinality constraints, but also is close to the target database.

The results of clustering are often affected by covariates that are independent of the clusters one would like to discover. Traditionally, alternative clustering algorithms can be used to solve such clustering problems. However, these suffer from at least one of the following problems: (1) Continuous covariates or nonlinearly separable clusters cannot be handled; (2) assumptions are made about the distribution of the data; (3) one or more hyper-parameters need to be set. The presence of covariates also has an effect in a different type of problem such as semi-supervised learning. To the best of our knowledge, there is no existing method addressing the semi-supervised learning setting in the presence of covariates. Here we propose two novel algorithms, named kernel conditional clustering (KCC) and kernel conditional semi-supervised learning (KCSSL), whose objectives are derived from a kernel-based conditional dependence measure. KCC is parameter-light and makes no assumptions about the cluster structure, the covariates, or the distribution of the data, while KCSSL is fully parameter-free. On both simulated and real-world datasets, the proposed KCC and KCSSL algorithms perform better than state-of-the-art methods. The former detects the ground truth cluster structures more accurately, and the latter makes more accurate predictions.

Clustering results are often affected by covariates that are independent of the clusters one would like to discover. Traditionally, Alternative Clustering algorithms can be used to solve such a problem. However, these suffer from at least one of the following problems: i) continuous covariates or non-linearly separable clusters cannot be handled; ii) assumptions are made about the distribution of the data; iii) one or more hyper-parameters need to be set. Here we propose a novel algorithm, named Kernel Conditional Clustering (KCC), whose objective is derived from a kernel based conditional dependence measure. KCC is parameter-light and makes no assumptions about the cluster structure, the covariates, or the distribution of the data. On both simulated and real-world datasets, the proposed KCC algorithm detects the ground truth cluster structures more accurately than state-of-the-art alternative clustering methods.