Qingsong Wen

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50ranked-venue papers in the field
5as first author
49since 2021 · last 2026
0000-0003-4516-2524ORCID · conflict

Domains — venue-derived; a paper can count in several

Data Mining & Knowledge Discovery · 30 (4 first)Database Systems & Data Management · 11 (1 first)Information Retrieval & Web Search · 9
YearPublicationVenuePosition
2026 How to Train Your Mamba for Time Series Forecasting
abstract
State Space Models (SSMs) have emerged as a powerful framework for sequence modeling in recent years. By approximating continuous dynamical systems and applying discretization techniques, SSMs are particularly well-suited for modeling time-series data. However, despite their growing popularity, most existing applications of SSMs in time-series forecasting treat the models as black boxes. Besides, the underlying mechanisms that contribute to their effectiveness remain unclear, and common claims regarding their advantages in efficiency and expressiveness are not fully substantiated. To address these gaps, this paper establishes a theoretical connection between SSMs and classical spectral transformations from signal processing, thereby providing a more interpretable foundation. Furthermore, we conduct comprehensive ablation studies to examine the properties of different SSM configurations. Our goal is to offer both theoretical insight and empirical guidance for future research on SSM-based approaches in time-series forecasting.
Jiaxi Hu, Disen Lan, Ziyu Zhou 0003, Gefeng Luo, Qingsong Wen, Yuxuan Liang 0002
KDD (1)5
2026 From Memorization to Creation: Evaluating the Cognitive Depth of LLM?Generated Educational Questions
abstract
While LLMs show promise in automating educational content creation, their ability to generate questions that stimulate higher-order thinking remains understudied. This work evaluates six widely used LLMs through a Bloom's Taxonomy lens, focusing on their capacity to transcend rote memorization and achieve cognitive leaps. Using a hybrid human-AI evaluation protocol, we generate and analyze 20,700 questions across computer science, K-12 math, and social-science domains. Key contributions include: (1) a fine-grained prompting strategy that reduces question repetitiveness by 24.45% for Qwen2.5-7B-Instruct, and increases the proportion of higher-order cognitive-level outputs by 11.53% for InternLM3-8B-Instruct; (2) quantitative metrics for cognitive shift intensity (CogShift) and category drift, revealing InternLM3's superior performance in multi-level transitions; (3) an interpretability analysis revealing metric-level correlations that enhance the transparency of Chain-of-Thought prompting. Our findings highlight the importance of cognitive-aware prompt design and provide benchmarks for deploying LLMs in personalized learning systems.
Zhe Zhao 0008, Song Lai 0001, Chaoli Zhang 0001, Zijie Geng, Qingsong Wen
KDD (1)8
2026 Advanced Global Wildfire Activity Modeling with Hierarchical Graph ODE
Fan Xu 0009, Wei Gong 0001, Hao Wu 0094, Lilan Peng, Nan Wang 0015, Qingsong Wen, Xian Wu 0001, Kun Wang 0056, Xibin Zhao
KDD (1)6
2026 EmoRAG: Evaluating RAG Robustness to Symbolic Perturbations
abstract
Retrieval-Augmented Generation (RAG) systems are increasingly central to robust AI, enhancing large language model (LLM) faithfulness by incorporating external knowledge. However, our study unveils a critical, overlooked vulnerability: their profound susceptibility to subtle symbolic perturbations, particularly through near-imperceptible emotional icons (e.g., "(@_@)") that can catastrophically mislead retrieval, termed EmoRAG. We demonstrate that injecting a single emoticon into a query makes it nearly 100% likely to retrieve semantically unrelated texts, which contain a matching emoticon. Our extensive experiment across general question-answering and code domains, using a range of state-of-the-art retrievers and generators, reveals three key findings: (I) Single-Emoticon Disaster: Minimal emoticon injections cause maximal disruptions, with a single emoticon almost 100% dominating RAG output. (II) Positional Sensitivity: Placing an emoticon at the beginning of a query can cause severe perturbation, with F1-Scores exceeding 0.92 across all datasets. (III) Parameter-Scale Vulnerability: Counterintuitively, models with larger parameters exhibit greater vulnerability to the interference. We provide an in-depth analysis to uncover the underlying mechanisms of these phenomena. Furthermore, we raise a critical concern regarding the robustness assumption of current RAG systems, envisioning a threat scenario where an adversary exploits this vulnerability to manipulate the RAG system. We evaluate standard defenses and find them insufficient against EmoRAG. To address this, we propose targeted defenses, analyzing their strengths and limitations in mitigating emoticon-based perturbations. Finally, we outline future directions for building robust RAG systems.
Xinyun Zhou, Xinfeng Li, Yinan Peng, Ming Xu 0006, Xuanwang Zhang, Yidong Wang 0003, Xiaojun Jia, Kun Wang 0056, Qingsong Wen, XiaoFeng Wang 0001, Wei Dong 0007
KDD (1)10
2025 RPGCN: Relational Probabilistic Graphs for EEG-Based Emotion Mining
Xinliang Zhou, Jianheng Zhou, Jiaping Xiao, Xiaoshuai Hao, Jing Wang 0060, Badong Chen, Qingsong Wen
ADMA (1)8
2025 FRT: Flow-based Reconcile Transformer for Hierarchical Time Series
abstract
Many real-world applications contain data in the form of multivariate time series (TS) with the hierarchical structure, where classic methods forecasting each TS independently are inadequate for coherency (i.e., satisfying the hierarchical aggregation constraints).Furthermore, the discrepancies between statistical properties of different levels can be huge, exacerbated by non-Gaussian distributions and non-linear correlations.In this paper, we propose a novel end-to-end hierarchical TS forecasting model, i.e., a Flow-based Reconcile Transformer (FRT).FRT employs a conditional normalizing flow-based autoregressive transformer, to represent complex data distribution, while simultaneously reconciling the forecasts to ensure coherency.Go beyond other state-of-the-art methods, FRT accomplishes forecasting and reconciliation simultaneously, while avoiding any post-processing steps.Moreover, FRT is a deep model that does not rely on any strong assumptions such as unbiased estimates or Gaussian distribution.Our experiments are conducted on four real-world hierarchical datasets from different industrial domains (three public ones and a dataset from the application servers of our company's data center) and the results demonstrate the efficacy of our proposed method.Our method has been implemented extensively within the production environments of a prominent global payment company.It has emerged as a cornerstone for workload forecasting within their data center and plays a critical role in the optimization of cloud computing resource allocation across * Both authors contributed equally to this research.
Shiyu Wang 0001, Wei Lu 0030, Jiawei Li 0017, Xiaoming Shi 0001, Xinyue Zhong, Zhou Ye 0001, Ming Jin 0005, Qingsong Wen
KDD (2)8
2025 A Survey on Deep Learning based Time Series Analysis with Frequency Transformation
abstract
Recently, frequency transformation (FT) has been increasingly incorporated into deep learning models to significantly enhance state-of-the-art accuracy and efficiency in time series analysis. The advantages of FT, such as high efficiency and a global view, have been rapidly explored and exploited in various time series tasks and applications, demonstrating the promising potential of FT as a new deep learning paradigm for time series analysis. Despite the growing attention and the proliferation of research in this emerging field, there is currently a lack of a systematic review and in-depth analysis of deep learning-based time series models with FT. It is also unclear why FT can enhance time series analysis and what its limitations are in the field. To address these gaps, we present a comprehensive review that systematically investigates and summarizes the recent research advancements in deep learning-based time series analysis with FT. Specifically, we explore the primary approaches used in current models that incorporate FT, the types of neural networks that leverage FT, and the representative FT-equipped models in deep time series analysis. We propose a novel taxonomy to categorize the existing methods in this field, providing a structured overview of the diverse approaches employed in incorporating FT into deep learning models for time series analysis. Finally, we highlight the advantages and limitations of FT for time series modeling and identify potential future research directions that can further contribute to the community of time series analysis.
Kun Yi 0001, Qi Zhang 0020, Wei Fan 0010, Longbing Cao, Shoujin Wang, Guodong Long, Liang Hu 0004, Qingsong Wen, Hui Xiong 0001
KDD (2)9
2025 Foundation Models for Spatio-Temporal Data Science: A Tutorial and Survey
abstract
Spatio-Temporal (ST) data science, which includes sensing, managing, and mining large-scale data across space and time, is fundamental to understanding complex systems in domains such as urban computing, climate science, and intelligent transportation. Traditional deep learning approaches have significantly advanced this field, particularly in the stage of ST data mining. However, these models remain task-specific and often require extensive labeled data. Inspired by the success of Foundation Models (FM), especially large language models, researchers have begun exploring the concept of Spatio-Temporal Foundation Models (STFMs) to enhance adaptability and generalization across diverse ST tasks. Unlike prior architectures, STFMs empower the entire workflow of ST data science, ranging from data sensing, management, to mining, thereby offering a more holistic and scalable approach. Despite rapid progress, a systematic study of STFMs for ST data science remains lacking. This survey aims to provide a comprehensive review of STFMs, categorizing existing methodologies and identifying key research directions to advance ST general intelligence.
Yuxuan Liang 0002, Haomin Wen, Yutong Xia, Ming Jin 0005, Bin Yang 0002, Flora D. Salim, Qingsong Wen, Shirui Pan, Gao Cong
KDD (2)7
2025 SciSoc LLM Workshop: Large Language Models for Scientific and Societal Advances
abstract
The proposed ''SciSoc LLM Workshop: Large Language Models for Scientific and Societal Advances'' aims to explore the profound implications and potential of Large Language Models (LLMs) in driving forward scientific inquiry and addressing critical societal challenges. As LLMs such as GPT-4 continue to redefine boundaries in both complexity and capability, their integration into the scientific and societal domains is not just beneficial but essential. In particular, LLMs have demonstrated substantial value in improving our understanding of complex datasets and generating insights across various fields such as healthcare, environmental science, education, and public policy. By bringing together experts and enthusiasts from diverse fields, the workshop aims to foster a comprehensive understanding of how LLMs can redefine traditional research methodologies. Participants will explore innovative ways to harness the power of LLMs for greater efficiency and innovation in their respective fields, potentially catalyzing a new era of scientific and societal advancement.
Wei Jin 0009, Lu Cheng 0001, Wenpeng Yin 0001, Xianfeng Tang, Qingsong Wen, Danai Koutra, B. Aditya Prakash, Yan Liu 0002
KDD (2)5
2025 EMD-Period: Detecting Multi-periodicity in Industrial Cloud Clusters via Time-Frequency Decomposition
abstract
Accurate periodicity detection of performance metrics in cloud platform is essential for enhancing monitoring accuracy and ensure service quality of cloud computing. However, in real-world industrial settings, such as large-scale cloud computing platform MaxCompute at Alibaba Cloud, performance metrics often exhibit complex multi-periodicity and temporal nonstationarity. Additionally, these metrics are frequently contaminated by noise and anomalies, rendering traditional periodicity detection methods ineffective. To address these challenges, this paper proposes a robust and general period detection method with low deployment cost and high usability. The method employs Empirical Mode Decomposition (EMD) to decompose complex time series into Intrinsic Mode Functions (IMFs), isolating noise, periodic, and trend components. Significant periods are identified using statistical tests to eliminate irrelevant components, while an automatic clustering mechanism mitigates the mode-mixing problem inherent in EMD. Extensive experiments on synthetic and real-world datasets demonstrate that the proposed method outperforms state-of-the-art periodicity detection techniques, achieving over 10% and 17% performance improvements in public single and multiple periodicity detection tasks, respectively. Deployed in Alibaba Cloud's MaxCompute platform, it monitors millions of tasks, resulting in a 7.8% increase in fault detection coverage and enabling faults to be detected 13.15% more rapidly. The method's low deployment cost and user-friendly implementation make it highly accessible and practical for diverse cloud monitoring applications.
Qingsong Wen, Liang Sun 0001
KDD (2)3
2025 AI for Supply Chain: Today and Future
abstract
A supply chain is the network of entities and processes involved in the production and distribution of a commodity. Supply chains are a critical backbone across industries like retail, manufacturing, healthcare, and automotive, driving everything from product availability to operational efficiency and customer satisfaction. Modern supply chains are 1) non-cooperative, functioning as fragmented systems where isolated technologies solve individual problems without integration, and 2) unadaptable, failing to adjust to real-time data and uncertainties, like demand fluctuations and regulatory changes. As a result, frequent manual overrides are required, as even small errors can lead to significant financial losses, strained customer relationships, or reputational damage. Modern Artificial Intelligence (AI) advancements offer great potential to unify fragmented supply chains into a seamless, adaptive system while enhancing automation, decision-making, and transparency. In this workshop, we will examine critical supply chain challenges and demonstrate how AI can provide accurate, efficient, and scalable solutions.
Ranak Roy Chowdhury, Yan Liu 0002, Huiming Qu, Qingsong Wen, Chen-Yu Lee, Narendra Agrawal, Alexis Roos
KDD (2)4
2025 Physics-Guided Learning of Meteorological Dynamics for Weather Downscaling and Forecasting
abstract
Weather forecasting is essential but remains computationally intensive and physically incomplete in traditional numerical weather prediction (NWP) methods.Deep learning (DL) models offer efficiency and accuracy but often ignore physical laws, limiting interpretability and generalization.We propose PhyDL-NWP, a physicsguided deep learning framework that integrates physical equations with latent force parameterization into data-driven models.It predicts weather variables from arbitrary spatiotemporal coordinates, computes physical terms via automatic differentiation, and uses a physics-informed loss to align predictions with governing dynamics.PhyDL-NWP enables resolution-free downscaling by modeling weather as a continuous function and fine-tunes pre-trained models with minimal overhead, achieving up to 170× faster inference with only 55K parameters.Experiments show that PhyDL-NWP improves both forecasting performance and physical consistency.
Yingtao Luo, Shikai Fang, Binqing Wu, Qingsong Wen, Liang Sun 0001
KDD (2)4
2025 The 11th Mining and Learning from Time Series (MILETS): From Classical Methods to LLMs
abstract
Time series data is now pervasive across domains such as healthcare, finance, entertainment, and transportation, driven by advances in sensing technologies that enable continuous data collection. The resulting increase in data volume and complexity poses significant challenges to traditional analysis methods, calling for the development of advanced, interdisciplinary approaches to temporal data mining. This workshop aims to: (1) identify key challenges in learning from time series data, including irregular sampling, spatiotemporal dependencies, and uncertainty quantification; (2) explore recent advances in algorithmic, statistical, theoretical, and systems-based solutions-ranging from classical methods to emerging techniques involving large language models (LLMs); and (3) foster collaboration by highlighting open problems and novel research directions in time series analysis. Bridging theory and practice, the workshop provides a platform for researchers and practitioners from academia, industry, and government to exchange ideas, discuss technical challenges, and showcase practical applications. Contributions from related areas such as AI, machine learning, data science, and statistics are strongly encouraged.
Sanjay Purushotham, Dongjin Song, Qingsong Wen, Jun Huan, Yuxuan Liang 0002, Cong Shen 0001, Stefan Zohren, Yuriy Nevmyvaka
KDD (2)3
2025 Noise-Resilient Point-wise Anomaly Detection in Time Series Using Weak Segment Labels
abstract
Detecting anomalies in temporal data has gained significant attention across various real-world applications, aiming to identify unusual events and mitigate potential hazards. In practice, situations often involve a mix of segment-level labels (detected abnormal events with segments of time points) and unlabeled data (undetected events), while the ideal algorithmic outcome should be point-level predictions. Therefore, the huge label information gap between training data and targets makes the task challenging. In this study, we formulate the above imperfect information as noisy labels and propose NRdetector, a noise-resilient framework that incorporates confidence-based sample selection, robust segment-level learning, and data-centric point-level detection for multivariate time series anomaly detection. Particularly, to bridge the information gap between noisy segment-level labels and missing point-level labels, we develop a novel loss function that can effectively mitigate the label noise and consider the temporal features. It encourages the smoothness of consecutive points and the separability of points from segments with different labels. Extensive experiments on real-world multivariate time series datasets with 11 different evaluation metrics demonstrate that NRdetector consistently achieves robust results across multiple real-world datasets, outperforming various baselines adapted to operate in our setting.
Yaxuan Wang, Hao Cheng 0005, Qingsong Wen, Han Jia, Ruixuan Song, Zhaowei Zhu, Yang Liu 0018
KDD (1)4
2025 The 4th Workshop on AI Agent for Information Retrieval: Generating and Ranking
abstract
The field of information retrieval has significantly transformed with the integration of AI technologies. AI agents, especially those leveraging LLMs and vast computational power, have revolutionized in- formation retrieval, processing, and presentation. LLM agents, with advanced memory, reasoning, and planning capabilities, can perform complex tasks, engage in coherent conversations, and provide personalized responses. Despite these advancements, challenges such as ensuring relevance and accuracy, mitigating biases, providing real-time responses, and maintaining data security remain. This workshop aims to explore these challenges, share innovative solutions, and discuss future directions. It will provide a platform to bring together researchers and practitioners to discuss the latest theoretical advancements and practical implementations of AI agents in information retrieval. Topics include AI in search, recommendation, and personalization systems. By gathering a diverse group of experts, the workshop seeks to deepen the understanding of AI agents in information retrieval, advance the field, and enhance its societal impact. Participants will gain insights into cutting-edge research and emerging trends, and foster knowledge exchange and collaboration within the community.
Qingsong Wen, Yongfeng Zhang 0003, Zhiwei Liu 0001, Julian J. McAuley, Hua Wei 0001, Linsey Pang, Wei Liu 0007, Philip S. Yu
KDD (2)1
2025 DynST: Dynamic Sparse Training for Resource-Constrained Spatio-Temporal Forecasting
abstract
The ever-increasing sensor service, though opening a precious path and providing a deluge of earth system data for deep-learning-oriented earth science, sadly introduce a daunting obstacle to their industrial level deployment. Concretely, earth science systems rely heavily on the extensive deployment of sensors, however, the data collection from sensors is constrained by complex geographical and social factors, making it challenging to achieve comprehensive coverage and uniform deployment. To alleviate the obstacle, traditional approaches to sensor deployment utilize specific algorithms to design and deploy sensors. These methods dynamically adjust the activation times of sensors to optimize the detection process across each sub-region. Regrettably, formulating an activation strategy generally based on historical observations and geographic characteristics, which make the methods and resultant models were neither simple nor practical. Worse still, the complex technical design may ultimately lead to a model with weak generalizability. In this paper, we introduce for the first time the concept of spatio-temporal data dynamic sparse training and are committed to adaptively, dynamically filtering important sensor distributions. To our knowledge, this is the first proposal (termed DynST) of an industry-level deployment optimization concept at the data level. However, due to the existence of the temporal dimension, pruning of spatio-temporal data may lead to conflicts at different timestamps. To achieve this goal, we employ dynamic merge technology, along with ingenious dimensional mapping to mitigate potential impacts caused by the temporal aspect. During the training process, DynST utilize iterative pruning and sparse training, repeatedly identifying and dynamically removing sensor perception areas that contribute the least to future predictions.
Hao Wu 0094, Haomin Wen, Guibin Zhang, Yutong Xia, Yuxuan Liang 0002, Yu Zheng 0004, Qingsong Wen, Kun Wang 0056
KDD (1)7
2025 A Survey on Trustworthy LLM Agents: Threats and Countermeasures
abstract
With the rapid evolution of Large Language Models (LLMs), LLMbased agents and Multi-agent Systems (MAS) have significantly expanded the capabilities of LLM ecosystems.This evolution stems from empowering LLMs with additional modules such as memory, tools, environment, and even other agents.However, this advancement has also introduced more complex issues of trustworthiness, which previous research focusing solely on LLMs could not cover.In this survey, we propose the TrustAgent framework, a comprehensive study on the trustworthiness of agents, characterized by modular taxonomy, multi-dimensional connotations, and * Miao Yu and Fanci Meng contribute equally to this paper.
Fanci Meng, Xinyun Zhou, Shilong Wang 0002, Junyuan Mao, Linsey Pang, Tianlong Chen 0001, Kun Wang 0056, Xinfeng Li, Yongfeng Zhang 0003, Bo An 0001, Qingsong Wen
KDD (2)12
2025 Cross-Domain Conditional Diffusion Models for Time Series Imputation
Kexin Zhang 0007, Baoyu Jing, K. Selçuk Candan, Dawei Zhou 0003, Qingsong Wen, Kaize Ding
ECML/PKDD (8)5
2025 DACAD: Domain Adaptation Contrastive Learning for Anomaly Detection in Multivariate Time Series
abstract
In time series anomaly detection (TSAD), the scarcity of labeled data poses a challenge to the development of accurate models. Unsupervised domain adaptation (UDA) offers a solution by leveraging labeled data from a related domain to detect anomalies in an unlabeled target domain. However, existing UDA methods assume consistent anomalous classes across domains. To address this limitation, we propose a novel Domain Adaptation Contrastive learning model for Anomaly Detection in multivariate time series (DACAD), combining UDA with contrastive learning. DACAD utilizes an anomaly injection mechanism that enhances generalization across unseen anomalous classes, improving adaptability and robustness. Additionally, our model employs supervised contrastive loss for the source domain and self-supervised contrastive triplet loss for the target domain, ensuring comprehensive feature representation learning and domain-invariant feature extraction. Finally, an effective Center-based Entropy Classifier (CEC) accurately learns normal boundaries in the source domain. Extensive evaluations on multiple real-world datasets and a synthetic dataset highlight DACAD's superior performance in transferring knowledge across domains and mitigating the challenge of limited labeled data in TSAD.
Zahra Zamanzadeh Darban, Yiyuan Yang, Geoffrey I. Webb, Charu C. Aggarwal, Qingsong Wen, Shirui Pan, Mahsa Salehi
IEEE Trans. Knowl. Data Eng.5
2024 RCAgent: Cloud Root Cause Analysis by Autonomous Agents with Tool-Augmented Large Language Models
abstract
Large language model (LLM) applications in cloud root cause analysis (RCA) have been actively explored recently. However, current methods are still reliant on manual workflow settings and do not unleash LLMs' decision-making and environment interaction capabilities. We present RCAgent, a tool-augmented LLM autonomous agent framework for practical and privacy-aware industrial RCA usage. Running on an internally deployed model rather than GPT families, RCAgent is capable of free-form data collection and comprehensive analysis with tools. Our framework combines a variety of enhancements, including a unique Self-Consistency for action trajectories, and a suite of methods for context management, stabilization, and importing domain knowledge. Our experiments show RCAgent's evident and consistent superiority over ReAct across all aspects of RCA--predicting root causes, solutions, evidence, and responsibilities--and tasks covered or uncovered by current rules, as validated by both automated metrics and human evaluations. Furthermore, RCAgent has already been integrated into the diagnosis and issue discovery workflow of the Real-time Compute Platform for Apache Flink of Alibaba Cloud.
Zefan Wang, Zichuan Liu, Aoxiao Zhong, Jihong Wang 0003, Fengbin Yin, Lunting Fan, Lingfei Wu 0001, Qingsong Wen
CIKM9
2024 AI Agent for Information Retrieval: Generating and Ranking
abstract
The field of information retrieval has significantly transformed with the integration of AI technologies. AI agents, especially those leveraging LLMs and vast computational power, have revolutionized information retrieval, processing, and presentation. LLM agents, with advanced memory, reasoning, and planning capabilities, can perform complex tasks, engage in coherent conversations, and provide personalized responses. Despite these advancements, challenges such as ensuring relevance and accuracy, mitigating biases, providing real-time responses, and maintaining data security remain. This workshop aims to explore these challenges, share innovative solutions, and discuss future directions. It will provide a platform to bring together researchers, practitioners to discuss the latest theoretical advancements and practical implementations of AI agents in information retrieval. Topics include AI in search, recommendation, and personalization systems. By gathering a diverse group of experts, the workshop seeks to deepen the understanding of AI agents in information retrieval, advance the field, and enhance its societal impact. Participants will gain insights into cutting-edge research, emerging trends, and foster knowledge exchange and collaboration within the community.
Yongfeng Zhang 0005, Zhiwei Liu 0001, Qingsong Wen, Linsey Pang, Wei Liu 0007, Philip S. Yu
CIKM3
2024 Advancing Multivariate Time Series Anomaly Detection: A Comprehensive Benchmark with Real-World Data from Alibaba Cloud
abstract
Time series anomaly detection is of significant importance in many real-world applications, including finance, healthcare, network security, industrial equipment, complex computing systems, and space probes. Most of these applications involve multi-sensor systems, thus how to perform multivariate time series anomaly detection (MTSAD) has garnered widespread attention. This broad attention has fueled extensive research endeavors aimed to innovate and develop methods and techniques to improve the efficiency and precision of anomaly detection on multivariate time series data, including both classic machine learning methods and deep learning methods. However, evaluating the performance of these methods remains challenging due to the limited availability of public benchmark datasets for MTSAD, which are often criticized for various reasons. Additionally, there is no consensus on the best metrics for time series anomaly detection, further complicating MTSAD research. In this paper, we advance the benchmarking of time series anomaly detection by addressing datasets, evaluation metrics, and algorithm comparison. To the best of our knowledge, we have generated the largest real-world datasets for MTSAD using the Hologres AIOps system in the Alibaba Cloud platform. We review and compare popular evaluation metrics including recently proposed ones. To evaluate classic machine learning and recent deep learning methods fairly, we have conducted extensive comparisons of these methods on various datasets. We believe that our benchmarks and datasets will promote reproducible results and accelerate the progress of MTSAD research.
Chaoli Zhang 0001, Lanshu Peng, Qingsong Wen, Yiyuan Yang, Chong-Jiong Fan, Minqi Jiang, Lunting Fan, Liang Sun 0001
CIKM4
2024 HiMTM: Hierarchical Multi-Scale Masked Time Series Modeling with Self-Distillation for Long-Term Forecasting
abstract
Time series forecasting is a critical and challenging task in practical application. Recent advancements in pre-trained foundation models for time series forecasting have gained significant interest. However, current methods often overlook the multi-scale nature of time series, which is essential for accurate forecasting. To address this, we propose HiMTM, a hierarchical multi-scale masked time series modeling with self-distillation for long-term forecasting. HiMTM integrates four key components: (1) hierarchical multi-scale transformer (HMT) to capture temporal information at different scales; (2) decoupled encoder-decoder (DED) that directs the encoder towards feature extraction while the decoder focuses on pretext tasks; (3) hierarchical self-distillation (HSD) for multi-stage feature-level supervision signals during pre-training; and (4) cross-scale attention fine-tuning (CSA-FT) to capture dependencies between different scales for downstream tasks. These components collectively enhance multi-scale feature extraction in masked time series modeling, improving forecasting accuracy. Extensive experiments on seven mainstream datasets show that HiMTM surpasses state-of-the-art self-supervised and end-to-end learning methods by a considerable margin of 3.16-68.54%. Additionally, HiMTM outperforms the latest robust self-supervised learning method, PatchTST, in cross-domain forecasting by a significant margin of 2.3%. The effectiveness of HiMTM is further demonstrated through its application in natural gas demand forecasting.
Shubao Zhao, Ming Jin 0005, Zhaoxiang Hou, Zengxiang Li, Qingsong Wen, Yi Wang 0022
CIKM6
2024 Learning Multi-Pattern Normalities in the Frequency Domain for Efficient Time Series Anomaly Detection
abstract
Anomaly detection significantly enhances the robustness of cloud systems. While neural network-based methods have recently demonstrated strong advantages, they encounter practical challenges in cloud environments: the contradiction between the impracticality of maintaining a unique model for each service and the limited ability to deal with diverse normal patterns by a unified model, as well as issues with handling heavy traffic in real time and short-term anomaly detection sensitivity. Thus, we propose MACE, a multi-normal-pattern accommodated and efficient anomaly detection method in the frequency domain for time series anomaly detection. There are three novel characteristics of it: (i) a pattern extraction mechanism excelling at handling diverse normal patterns with a unified model, which enables the model to identify anomalies by examining the correlation between the data sample and its service normal pattern, instead of solely focusing on the data sample itself; (ii) a dualistic convolution mechanism that amplifies short-term anomalies in the time domain and hinders the reconstruction of anomalies in the frequency domain, which enlarges the reconstruction error disparity between anomaly and normality and facilitates anomaly detection; (iii) leveraging the sparsity and parallelism of frequency domain to enhance model efficiency. We theoretically and experimentally prove that using a strategically selected subset of Fourier bases can not only reduce computational overhead but is also profitable to distinguish anomalies, compared to using the complete spectrum. Moreover, extensive experiments demonstrate MACE's effectiveness in handling diverse normal patterns with a unified model and it achieves state-of-the-art performance with high efficiency.
Feiyi Chen, Zhen Qin 0004, Lunting Fan, Renhe Jiang, Yuxuan Liang 0002, Qingsong Wen, Shuiguang Deng
ICDE7
2024 Cluster-Wide Task Slowdown Detection in Cloud System
abstract
Slow task detection is a critical problem in cloud operation and maintenance since it is highly related to user experience and can bring substantial liquidated damages. Most anomaly detection methods detect it from a single-task aspect. However, considering millions of concurrent tasks in large-scale cloud computing clusters, it becomes impractical and inefficient. Moreover, single-task slowdowns are very common and do not necessarily indicate a malfunction of a cluster due to its violent fluctuation nature in a virtual environment. Thus, we shift our attention to cluster-wide task slowdowns by utilizing the duration time distribution of tasks across a cluster, so that the computation complexity is not relevant to the number of tasks. The task duration time distribution often exhibits compound periodicity and local exceptional fluctuations over time. Though transformer-based methods are one of the most powerful methods to capture these time series normal variation patterns, we empirically find and theoretically explain the flaw of the standard attention mechanism in reconstructing subperiods with low amplitude when dealing with compound periodicity. To tackle these challenges, we propose SORN (i.e., Skimming Off subperiods in descending amplitude order and Reconstructing Non-slowing fluctuation), which consists of a Skimming Attention mechanism to reconstruct the compound periodicity and a Neural Optimal Transport module to distinguish cluster-wide slowdowns from other exceptional fluctuations. Furthermore, since anomalies in the training set are inevitable in a practical scenario, we propose a picky loss function, which adaptively assigns higher weights to reliable time slots in the training set. Extensive experiments demonstrate that SORN outperforms state-of-the-art methods on multiple real-world industrial datasets.
Feiyi Chen, Lunting Fan, Yuxuan Liang 0002, Guansong Pang, Qingsong Wen, Shuiguang Deng
KDD6
2024 Heterogeneity-Informed Meta-Parameter Learning for Spatiotemporal Time Series Forecasting
abstract
Spatiotemporal time series forecasting plays a key role in a wide range of real-world applications. While significant progress has been made in this area, fully capturing and leveraging spatiotemporal heterogeneity remains a fundamental challenge. Therefore, we propose a novel Heterogeneity-Informed Meta-Parameter Learning scheme. Specifically, our approach implicitly captures spatiotemporal heterogeneity through learning spatial and temporal embeddings, which can be viewed as a clustering process. Then, a novel spatiotemporal meta-parameter learning paradigm is proposed to learn spatiotemporal-specific parameters from meta-parameter pools, which is informed by the captured heterogeneity. Based on these ideas, we develop a Heterogeneity-Informed Spatiotemporal Meta-Network (HimNet) for spatiotemporal time series forecasting. Extensive experiments on five widely-used benchmarks demonstrate our method achieves state-of-the-art performance while exhibiting superior interpretability. Our code is available at https://github.com/XDZhelheim/HimNet.
Zheng Dong 0006, Renhe Jiang, Hangchen Liu, Jinliang Deng, Qingsong Wen, Xuan Song 0001
KDD6
2024 Foundation Models for Time Series Analysis: A Tutorial and Survey
abstract
Time series analysis stands as a focal point within the data mining community, serving as a cornerstone for extracting valuable insights crucial to a myriad of real-world applications. Recent advances in Foundation Models (FMs) have fundamentally reshaped the paradigm of model design for time series analysis, boosting various downstream tasks in practice. These innovative approaches often leverage pre-trained or fine-tuned FMs to harness generalized knowledge tailored for time series analysis. This survey aims to furnish a comprehensive and up-to-date overview of FMs for time series analysis. While prior surveys have predominantly focused on either application or pipeline aspects of FMs in time series analysis, they have often lacked an in-depth understanding of the underlying mechanisms that elucidate why and how FMs benefit time series analysis. To address this gap, our survey adopts a methodology-centric classification, delineating various pivotal elements of time-series FMs, including model architectures, pre-training techniques, adaptation methods, and data modalities. Overall, this survey serves to consolidate the latest advancements in FMs pertinent to time series analysis, accentuating their theoretical underpinnings, recent strides in development, and avenues for future exploration.
Yuxuan Liang 0002, Haomin Wen, Yuqi Nie, Yushan Jiang, Ming Jin 0005, Dongjin Song, Shirui Pan, Qingsong Wen
KDD8
2024 The 10th Mining and Learning from Time Series Workshop: From Classical Methods to LLMs
abstract
Time series data has become ubiquitous across various fields such as healthcare, finance, entertainment, and transportation, driven by advancements in sensing technologies that enable continuous monitoring and recording. This growth in data size and complexity presents new challenges for traditional analysis techniques, necessitating the development of advanced, interdisciplinary temporal mining algorithms. The goals of this workshop are to: (1) highlight significant challenges in learning and mining from time series data, such as irregular sampling, spatiotemporal structures, and uncertainty quantification; (2) discuss recent developments in algorithmic, theoretical, statistical, and systems-based approaches for addressing these challenges, including both classical methods and large language models (LLMs); and (3) synergize research efforts by exploring both new and open problems in time series analysis and mining. This workshop will focus on both the theoretical and practical aspects of time series data analysis, providing a platform for researchers and practitioners from academia, government, and industry to discuss potential research directions, critical technical issues, and present solutions for practical applications. Contributions from related fields such as AI, machine learning, data science, and statistics are also included.
Sanjay Purushotham, Dongjin Song, Qingsong Wen, Jun Huan, Cong Shen 0001, Stefan Zohren, Yuriy Nevmyvaka
KDD3
2024 AI for Education (AI4EDU): Advancing Personalized Education with LLM and Adaptive Learning
abstract
Recent advanced AI technologies, especially large language models (LLMs) like GPTs, have significantly advanced the field of data mining and led to the development of various LLM-based applications. AI for education (AI4EDU) is a vibrant multi-disciplinary field of data mining, machine learning, and education, with increasing importance and extraordinary potential. In this field, LLM and adaptive learning-based models can be utilized as interfaces in human-in-the-loop education systems, where the model serves as a mediator among the teacher, students, and machine capabilities, including its own. This perspective has several benefits, including the ability to personalize interactions, allow unprecedented flexibility and adaptivity for human-AI collaboration and improve the user experience. However, several challenges still exist, including the need for more robust and efficient algorithms, designing effective user interfaces, and ensuring ethical considerations are addressed. This workshop aims to bring together researchers and practitioners from academia and industry to explore cutting-edge AI technologies for personalized education, especially the potential of LLMs and adaptive learning technologies.
Qingsong Wen, Jing Liang 0008, Carles Sierra, Rosemary Luckin, Richard Jiarui Tong, Zitao Liu 0001, Peng Cui 0001, Jiliang Tang
KDD1
2024 LogParser-LLM: Advancing Efficient Log Parsing with Large Language Models
abstract
Logs are ubiquitous digital footprints, playing an indispensable role in system diagnostics, security analysis, and performance optimization. The extraction of actionable insights from logs is critically dependent on the log parsing process, which converts raw logs into structured formats for downstream analysis. Yet, the complexities of contemporary systems and the dynamic nature of logs pose significant challenges to existing automatic parsing techniques. The emergence of Large Language Models (LLM) offers new horizons. With their expansive knowledge and contextual prowess, LLMs have been transformative across diverse applications. Building on this, we introduce LogParser-LLM, a novel log parser integrated with LLM capabilities. This union seamlessly blends semantic insights with statistical nuances, obviating the need for hyper-parameter tuning and labeled training data, while ensuring rapid adaptability through online parsing. Further deepening our exploration, we address the intricate challenge of parsing granularity, proposing a new metric and integrating human interactions to allow users to calibrate granularity to their specific needs. Our method's efficacy is empirically demonstrated through evaluations on the Loghub-2k and the large-scale LogPub benchmark. In evaluations on the LogPub benchmark, involving an average of 3.6 million logs per dataset across 14 datasets, our LogParser-LLM requires only 272.5 LLM invocations on average, achieving a 90.6% F1 score for grouping accuracy and an 81.1% for parsing accuracy. These results demonstrate the method's high efficiency and accuracy, outperforming current state-of-the-art log parsers, including pattern-based, neural network-based, and existing LLM-enhanced approaches.
Aoxiao Zhong, Dengyao Mo, Guiyang Liu, Jinbu Liu, Qingda Lu, Qi Zhou 0001, Jiesheng Wu, Quanzheng Li, Qingsong Wen
KDD9
2024 Stable Synthetic Control with Anomaly Detection for Causal Inference
abstract
The study of treatment effects is an essential area in causal inference that has received extensive attention in the sciences. When access to counterfactual groups and experimental settings is limited, the synthetic control method (SCM) emerges as a key approach for observational studies. However, conventional SCM techniques mainly concentrate on addressing confounding issues in the pre-treatment period, often overlooking the confounding effects of control groups in the post-treatment period. In this paper, we propose a new approach named Stable-SC, which integrates synthetic control with anomaly detection algorithms to mitigate the influence of confounding factors in both the pre- and post-treatment periods. Our algorithm incorporates an anomaly-detection process that identifies trends and distance anomalies within control groups, significantly impacting SCM estimation results. Subsequently, we employ a re-weighting schema to adjust the significance of these abnormal groups and utilize the Difference-in-Differences estimator to assess causal effects. Through extensive experimentation with multiple simulated and real-world datasets, we demonstrate that our Stable-SC approach yields more robust estimates compared to other existing methods in the literature. Furthermore, we have successfully applied our proposed framework in diverse business scenarios within a prominent retail company, where the need for stable and robust A/B testing is paramount in quantifying causal effects.
Yiqiao Sun, Linsey Pang, Liang Sun 0001, Qingsong Wen
SDM5
2024 LARA: A Light and Anti-overfitting Retraining Approach for Unsupervised Time Series Anomaly Detection
abstract
Most of current anomaly detection models assume that the normal pattern remains the same all the time. However, the normal patterns of web services can change dramatically and frequently over time. The model trained on old-distribution data becomes outdated and ineffective after such changes. Retraining the whole model whenever the pattern is changed is computationally expensive. Further, at the beginning of normal pattern changes, there is not enough observation data from the new distribution. Retraining a large neural network model with limited data is vulnerable to overfitting. Thus, we propose a Light Anti-overfitting Retraining Approach (LARA) based on deep variational auto-encoders for time series anomaly detection. In LARA we make the following three major contributions: 1) the retraining process is designed as a convex problem such that overfitting is prevented and the retraining process can converge fast; 2) a novel ruminate block is introduced, which can leverage the historical data without the need to store them; 3) we mathematically and experimentally prove that when fine-tuning the latent vector and reconstructed data, the linear formations can achieve the least adjusting errors between the ground truths and the fine-tuned ones. Moreover, we have performed many experiments to verify that retraining LARA with even a limited amount of data from new distribution can achieve competitive performance in comparison with the state-of-the-art anomaly detection models trained with sufficient data. Besides, we verify its light computational overhead.
Feiyi Chen, Zhen Qin 0004, MengChu Zhou, Shuiguang Deng, Lunting Fan, Guansong Pang, Qingsong Wen
WWW8
2024 UrbanCLIP: Learning Text-enhanced Urban Region Profiling with Contrastive Language-Image Pretraining from the Web
abstract
Urban region profiling from web-sourced data is of utmost importance for urban computing. We are witnessing a blossom of LLMs for various fields, especially in multi-modal data research such as vision-language learning, where text modality serves as a supplement for images. As textual modality has rarely been introduced into modality combinations in urban region profiling, we aim to answer two fundamental questions: i) Can text modality enhance urban region profiling? ii) and if so, in what ways and which aspects? To answer the questions, we leverage the power of Large Language Models (LLMs) and introduce the first-ever LLM-enhanced framework that integrates the knowledge of text modality into urban imagery, named LLM-enhanced Urban Region Profiling with Contrastive Language-Image Pretraining (UrbanCLIP ). Specifically, it first generates a detailed textual description for each satellite image by Image-to-Text LLMs. Then, the model is trained on image-text pairs, seamlessly unifying language supervision for urban visual representation learning, jointly with contrastive loss and language modeling loss. Results on urban indicator prediction in four major metropolises show its superior performance, with an average improvement of 6.1% on R2 compared to the state-of-the-art methods. Our code and dataset are available at https://github.com/StupidBuluchacha/UrbanCLIP.
Haomin Wen, Siru Zhong, Wei Chen 0070, Qingsong Wen, Roger Zimmermann, Yuxuan Liang 0002
WWW6
2024 RCRank: Multimodal Ranking of Root Causes of Slow Queries in Cloud Database Systems
abstract
With the continued migration of storage to cloud database systems, the impact of slow queries in such systems on services and user experience is increasing. Root-cause diagnosis plays an indispensable role in facilitating slow-query detection and revision. This paper proposes a method capable of both identifying possible root cause types for slow queries and ranking these according to their potential for accelerating slow queries. This enables prioritizing root causes with the highest impact, in turn improving slow-query revision effectiveness. To enable more accurate and detailed diagnoses, we propose the multimodal Ranking for the Root Causes of slow queries (RCRank) framework, which formulates root cause analysis as a multimodal machine learning problem and leverages multimodal information from query statements, execution plans, execution logs, and key performance indicators. To obtain expressive embeddings from its heterogeneous multimodal input, RCRank integrates self-supervised pre-training that enhances cross-modal alignment and task relevance. Next, the framework integrates root-cause-adaptive cross Transformers that enable adaptive fusion of multimodal features with varying characteristics. Finally, the framework offers a unified model that features an impact-aware training objective for identifying and ranking root causes. We report on experiments on real and synthetic datasets, finding that RCRank is capable of consistently outperforming the state-of-the-art methods at root cause identification and ranking according to a range of metrics.
Biao Ouyang, Hanyin Cheng, Yang Shu 0001, Chenjuan Guo, Bin Yang 0002, Qingsong Wen, Lunting Fan, Christian S. Jensen
Proc. VLDB Endow.7
2024 Noise Matters: Cross Contrastive Learning for Flink Anomaly Detection
abstract
Flink clusters often suffer from hotspot issues where the monitored job delay and CPU usage keep rising and remain high. This necessitates the detection of anomalous time series to pinpoint the hotspot machines. However, the state-of-the-art unsupervised time series anomaly detection (UTAD) methods are ineffective in this scenario. We identify two main reasons for this. First, the hotspot scenario requires us to pay particular attention to Flink-specific anomalies, e.g., slow-rising and high-level anomalies, which the existing methods struggle to address. Second, the state-of-the-art anomaly detection methods often assume that training datasets do not contain anomalies, but the data collected from the running Flink clusters contains noise, which causes these methods to learn anomalous patterns as normal patterns. In this paper, we first conduct experiments to analyze why existing methods fail in the Flink scenario. To tackle these challenges, we propose a cross-contrastive approach to learn the context information for each timestamp to enable Flink-specific anomaly detection. Then, to address noisy anomalies, we incorporate prior knowledge to set an anomaly boundary to prevent the model from learning anomalous patterns. Extensive experiments show that our method not only outperforms existing methods in the Flink scenario but also achieves state-of-the-art results on public benchmark datasets.
Zhihao Zhuang, Kai Zhao 0009, Chenjuan Guo, Bin Yang 0002, Qingsong Wen, Lunting Fan
Proc. VLDB Endow.6
2024 LogoRA: Local-Global Representation Alignment for Robust Time Series Classification
abstract
Unsupervised domain adaptation (UDA) of time series aims to teach models to identify consistent patterns across various temporal scenarios, disregarding domain-specific differences, which can maintain their predictive accuracy and effectively adapt to new domains. However, existing UDA methods struggle to adequately extract and align both global and local features in time series data. To address this issue, we propose theLocal-GlobalRepresentationAlignment framework (LogoRA), which employs a two-branch encoder–comprising a multi-scale convolutional branch and a patching transformer branch. The encoder enables the extraction of both local and global representations from time series. A fusion module is then introduced to integrate these representations, enhancing domain-invariant feature alignment from multi-scale perspectives. To achieve effective alignment, LogoRA employs strategies like invariant feature learning on the source domain, utilizing triplet loss for fine alignment and dynamic time warping-based feature alignment. Additionally, it reduces source-target domain gaps through adversarial training and per-class prototype alignment. Our evaluations on four time-series datasets demonstrate that LogoRA outperforms strong baselines by up to 12.52%, showcasing its superiority in time series UDA tasks.
Huanyu Zhang 0002, Yifan Zhang 0004, Zhang Zhang 0001, Qingsong Wen, Liang Wang 0001
IEEE Trans. Knowl. Data Eng.4
2023 DiffSTG: Probabilistic Spatio-Temporal Graph Forecasting with Denoising Diffusion Models
abstract
Spatio-temporal graph neural networks (STGNN) have emerged as the dominant model for spatio-temporal graph (STG) forecasting. Despite their success, they fail to model intrinsic uncertainties within STG data, which cripples their practicality in downstream tasks for decision-making. To this end, this paper focuses on probabilistic STG forecasting, which is challenging due to the difficulty in modeling uncertainties and complex ST dependencies. In this study, we present the first attempt to generalize the popular de-noising diffusion probabilistic models to STGs, leading to a novel non-autoregressive framework called DiffSTG, along with the first denoising network UGnet for STG in the framework. Our approach combines the spatio-temporal learning capabilities of STGNNs with the uncertainty measurements of diffusion models. Extensive experiments validate that DiffSTG reduces the Continuous Ranked Probability Score (CRPS) by 4%-14%, and Root Mean Squared Error (RMSE) by 2%-7% over existing methods on three real-world datasets.
Haomin Wen, Youfang Lin, Yutong Xia, Huaiyu Wan, Qingsong Wen, Roger Zimmermann, Yuxuan Liang 0002
SIGSPATIAL/GIS5
2023 The 9th SIGKDD International Workshop on Mining and Learning from Time Series
abstract
Time series data has become pervasive across domains such as finance, transportation, retail, entertainment, and healthcare. This shift towards continuous monitoring and recording, fueled by advancements in sensing technologies, necessitates the development of new tools and solutions. Despite extensive study, the importance of time series analysis continues to increase. However, modern time series data present challenges to existing techniques, including irregular sampling and spatiotemporal structures. Time series mining research is both challenging and rewarding as it connects diverse disciplines and requires interdisciplinary solutions. The goals of this workshop are to (1) highlight the significant challenges that underpin learning and mining from time series data (e.g., irregular sampling, spatiotemporal structure, uncertainty quantification), (2) discuss recent algorithmic, theoretical, statistical, or systems-based developments for tackling these problems, and (3) to synergize the research activities and discuss both new and open problems in time series analysis and mining. In summary, our workshop will focus on both the theoretical and practical aspects of time series data analysis and will provide a platform for researchers and practitioners from academia and industry to discuss potential research directions and critical technical issues and present solutions to tackle related issues in practical applications. We will invite researchers and practitioners from the related areas of AI, machine learning, data science, statistics, and many others to contribute to this workshop.
Sanjay Purushotham, Dongjin Song, Qingsong Wen, Jun Huan, Cong Shen 0001, Yuriy Nevmyvaka
KDD3
2023 DCdetector: Dual Attention Contrastive Representation Learning for Time Series Anomaly Detection
abstract
Time series anomaly detection is critical for a wide range of applications. It aims to identify deviant samples from the normal sample distribution in time series. The most fundamental challenge for this task is to learn a representation map that enables effective discrimination of anomalies. Reconstruction-based methods still dominate, but the representation learning with anomalies might hurt the performance with its large abnormal loss. On the other hand, contrastive learning aims to find a representation that can clearly distinguish any instance from the others, which can bring a more natural and promising representation for time series anomaly detection. In this paper, we propose DCdetector, a multi-scale dual attention contrastive representation learning model. DCdetector utilizes a novel dual attention asymmetric design to create the permutated environment and pure contrastive loss to guide the learning process, thus learning a permutation invariant representation with superior discrimination abilities. Extensive experiments show that DCdetector achieves state-of-the-art results on multiple time series anomaly detection benchmark datasets. Code is publicly available at https://github.com/DAMO-DI-ML/KDD2023-DCdetector.
Yiyuan Yang, Chaoli Zhang 0001, Tian Zhou 0004, Qingsong Wen, Liang Sun 0001
KDD4
2023 Weakly Guided Adaptation for Robust Time Series Forecasting
abstract
Robust multivariate time series forecasting is crucial in many cyberphysical and Internet of Things applications. Existing state-of-the-art robust forecasting models decompose time series into independent functions covering trends and periodicities. However, these independent functions fail to capture correlations among multiple time series, thereby reducing prediction accuracy. Moreover, existing robust forecasting models treat certain abrupt but normal changes, e.g., caused by holidays, as outliers because they occur infrequently and have data distributions that resemble those of outliers. This exacerbates model bias and reduces prediction accuracy. This paper aims to capture correlations across multiple time series and abrupt but normal changes, thereby improving prediction accuracy. We employ weak labels to partition the dataset into source and target domains. Then, we propose the Domain Adversarial Robust Forecaster (DARF). This forecasting model is based on adversarial domain adaptation and includes two novel modules: Correlated Robust Forecaster (CORF) and Domain Critic. Specifically, CORF constitutes an encoder-decoder framework proficient at robust multivariate time series forecasting, and Domain Critic works to reduce data bias. Extensive experiments and discussions show that DARF is capable of state-of-the-art forecasting accuracy.
Yunyao Cheng 0001, Peng Chen 0038, Chenjuan Guo, Kai Zhao 0009, Qingsong Wen, Bin Yang 0002, Christian S. Jensen
Proc. VLDB Endow.5
2023 MagicScaler: Uncertainty-aware, Predictive Autoscaling
abstract
Predictive autoscaling is a key enabler for optimizing cloud resource allocation in Alibaba Cloud's computing platforms, which dynamically adjust the Elastic Compute Service (ECS) instances based on predicted user demands to ensure Quality of Service (QoS). However, user demands in the cloud are often highly complex, with high uncertainty and scale-sensitive temporal dependencies, thus posing great challenges for accurate prediction of future demands. These in turn make autoscaling challenging---autoscaling needs to properly account for demand uncertainty while maintaining a reasonable trade-off between two contradictory factors, i.e., low instance running costs vs. low QoS violation risks. To address the above challenges, we propose a novel predictive autoscaling framework MagicScaler , consisting of a Multi-scale attentive Gaussian process based predictor and an uncertainty-aware scaler. First, the predictor carefully bridges the best of two successful prediction methodologies---multi-scale attention mechanisms, which are good at capturing complex, multi-scale features, and stochastic process regression, which can quantify prediction uncertainty, thus achieving accurate demand prediction with quantified uncertainty. Second, the scaler takes the quantified future demand uncertainty into a judiciously designed loss function with stochastic constraints, enabling flexible trade-off between running costs and QoS violation risks. Extensive experiments on three clusters of Alibaba Cloud in different Chinese cities demonstrate the effectiveness and efficiency of MagicScaler , which outperforms other commonly adopted scalers, thus justifying our design choices.
Yihang Wang 0004, Sean Bin Yang, Yunyao Cheng 0001, Peng Chen 0038, Chenjuan Guo, Qingsong Wen, Xiduo Tian, Yunliang Dou, Chengcheng Yang, Aoying Zhou, Bin Yang 0002
Proc. VLDB Endow.8
2023 Learning Robust Deep State Space for Unsupervised Anomaly Detection in Contaminated Time-Series
abstract
Anomalies are ubiquitous in real-world time-series data which call for effective and timely detection, especially in an unsupervised setting for labeling cost saving. In this paper, we develop an unsupervised density reconstruction model for multi-dimensional time-series anomaly detection. In particular, it directly handles an important realistic setting that the detection is achieved towards raw time-series contaminated with noise for training, in contrast to most existing anomaly detection works that assume the training data is in general clean i.e. not contaminated with anomaly. It extends recent advancements in deep generative models and state space models to achieve robust anomaly detection. Our approach comprises of a novel state space based generative model, a filtering based inference model, together with a carefully-designated emission model based on robust statistics theory. Extensive experimental results are conducted to show that our approach can adapt to complex patterns even given severely contaminated training data. We also develop visualization techniques to help better understand the behavior of the anomaly detection models. Empirical results show that our method outperforms state-of-the-arts on both synthetic and real-world datasets.
Longyuan Li, Junchi Yan, Qingsong Wen, Yaohui Jin, Xiaokang Yang 0001
IEEE Trans. Knowl. Data Eng.3
2022 Robust Time Series Dissimilarity Measure for Outlier Detection and Periodicity Detection
abstract
Dynamic time warping (DTW) is an effective dissimilarity measure in many time series applications. Despite its popularity, it is prone to noises and outliers, which leads to singularity problem and bias in the measurement. The time complexity of DTW is quadratic to the length of time series, making it inapplicable in real-time applications. In this paper, we propose a novel time series dissimilarity measure named RobustDTW to reduce the effects of noises and outliers. Specifically, the RobustDTW estimates the trend and optimizes the time warp in an alternating manner by utilizing our designed temporal graph trend filtering. To improve efficiency, we propose a multi-level framework that estimates the trend and the warp function at a lower resolution, and then repeatedly refines them at a higher resolution. Based on the proposed RobustDTW, we further extend it to periodicity detection and outlier time series detection. Experiments on real-world datasets demonstrate the superior performance of RobustDTW compared to DTW variants in both outlier time series detection and periodicity detection.
Xiaomin Song, Qingsong Wen, Yan Li 0052, Liang Sun 0001
CIKM2
2022 TFAD: A Decomposition Time Series Anomaly Detection Architecture with Time-Frequency Analysis
abstract
Time series anomaly detection is a challenging problem due to the complex temporal dependencies and the limited label data. Although some algorithms including both traditional and deep models have been proposed, most of them mainly focus on time-domain modeling, and do not fully utilize the information in the frequency domain of the time series data. In this paper, we propose a Time-Frequency analysis based time series Anomaly Detection model, or TFAD for short, to exploit both time and frequency domains for performance improvement. Besides, we incorporate time series decomposition and data augmentation mechanisms in the designed time-frequency architecture to further boost the abilities of performance and interpretability. Empirical studies on widely used benchmark datasets show that our approach obtains state-of-the-art performance in univariate and multivariate time series anomaly detection tasks.
Chaoli Zhang 0001, Tian Zhou 0004, Qingsong Wen, Liang Sun 0001
CIKM3
2022 RobustScaler: QoS-Aware Autoscaling for Complex Workloads
abstract
Autoscaling is a critical component for efficient resource utilization with satisfactory quality of service (QoS) in cloud computing. This paper investigates proactive autoscaling for widely-used scaling-per-query applications where scaling is required for each query, such as container registry and function-as-a-service (FaaS). In these scenarios, the workload often exhibits high uncertainty with complex temporal patterns like periodicity, noises and outliers. Conservative strategies that scale out unnecessarily many instances lead to high resource costs whereas aggressive strategies may result in poor QoS. We present RobustScaler to achieve superior trade-off between cost and QoS. Specifically, we design a novel autoscaling framework based on non-homogeneous Poisson processes (NHPP) modeling and stochastically constrained optimization. Furthermore, we develop a specialized alternating direction method of multipliers (ADMM) to efficiently train the NHPP model, and rigorously prove the QoS guarantees delivered by our optimization-based proactive strategies. Extensive experiments show that RobustScaler out-performs common baseline autoscaling strategies in various real-world traces, with large margins for complex workload patterns.
Huajie Qian, Qingsong Wen, Liang Sun 0001, Qiulin Niu
ICDE2
2022 Learning to Rotate: Quaternion Transformer for Complicated Periodical Time Series Forecasting
abstract
Time series forecasting is a critical and challenging problem in many real applications. Recently, Transformer-based models prevail in time series forecasting due to their advancement in long-range dependencies learning. Besides, some models introduce series decomposition to further unveil reliable yet plain temporal dependencies. Unfortunately, few models could handle complicated periodical patterns, such as multiple periods, variable periods, and phase shifts in real-world datasets. Meanwhile, the notorious quadratic complexity of dot-product attentions hampers long sequence modeling. To address these challenges, we design an innovative framework Quaternion Transformer (Quatformer), along with three major components: 1). learning-to-rotate attention (LRA) based on quaternions which introduces learnable period and phase information to depict intricate periodical patterns. 2). trend normalization to normalize the series representations in hidden layers of the model considering the slowly varying characteristic of trend. 3). decoupling LRA using global memory to achieve linear complexity without losing prediction accuracy. We evaluate our framework on multiple real-world time series datasets and observe an average 8.1% and up to 18.5% MSE improvement over the best state-of-the-art baseline.
Bingqing Peng, Qingsong Wen, Tian Zhou 0004, Liang Sun 0001
KDD4
2022 Robust Time Series Analysis and Applications: An Industrial Perspective
abstract
Time series analysis is ubiquitous and important in various areas, such as Artificial Intelligence for IT Operations (AIOps) in cloud computing, AI-powered Business Intelligence (BI) in E-commerce, Artificial Intelligence of Things (AIoT), etc. In real-world scenarios, time series data often exhibit complex patterns with trend, seasonality, outlier, and noise. In addition, as more time series data are collected and stored, how to handle the huge amount of data efficiently is crucial in many applications. We note that these significant challenges exist in various tasks like forecasting, anomaly detection, and fault cause localization. Therefore, how to design effective and efficient time series models for different tasks, which are robust to address the aforementioned challenging patterns and noise in real-world scenarios, is of great theoretical and practical interests. In this tutorial, we provide a comprehensive and organized tutorial on the state-of-the-art algorithms of robust time series analysis, ranging from traditional statistical methods to the most recent deep learning based methods. We will not only introduce the principle of time series algorithms, but also provide insights into how to apply them effectively in practical real-world industrial applications. Specifically, we organize the tutorial in a bottom-up framework. We first present preliminaries from different disciplines including robust statistics, signal processing, optimization, and deep learning. Then, we identify and discuss those most-frequently processing blocks in robust time series analysis, including periodicity detection, trend filtering, seasonal-trend decomposition, and time series similarity. Lastly, we discuss recent advances in multiple time series tasks including forecasting, anomaly detection, fault cause localization, and autoscaling, as well as practical lessons of large-scale time series applications from an industrial perspective.
Qingsong Wen, Linxiao Yang, Tian Zhou 0004, Liang Sun 0001
KDD1
2021 CloudRCA: A Root Cause Analysis Framework for Cloud Computing Platforms
abstract
As business of Alibaba expands across the world among various industries, higher standards are imposed on the service quality and reliability of big data cloud computing platforms which constitute the infrastructure of Alibaba Cloud. However, root cause analysis in these platforms is non-trivial due to the complicated system architecture. In this paper, we propose a root cause analysis framework called CloudRCA which makes use of heterogeneous multi-source data including Key Performance Indicators (KPIs), logs, as well as topology, and extracts important features via state-of-the-art anomaly detection and log analysis techniques. The engineered features are then utilized in a Knowledge-informed Hierarchical Bayesian Network (KHBN) model to infer root causes with high accuracy and efficiency. Ablation study and comprehensive experimental comparisons demonstrate that, compared to existing frameworks, CloudRCA 1) consistently outperforms existing approaches in f1-score across different cloud systems; 2) can handle novel types of root causes thanks to the hierarchical structure of KHBN; 3) performs more robustly with respect to algorithmic configurations; and 4) scales more favorably in the data and feature sizes. Experiments also show that a cross-platform transfer learning mechanism can be adopted to further improve the accuracy by more than 10%. CloudRCA has been integrated into the diagnosis system of Alibaba Cloud and employed in three typical cloud computing platforms including MaxCompute, Realtime Compute and Hologres. It saves Site Reliability Engineers (SREs) more than 20% in the time spent on resolving failures in the past twelve months and improves service reliability significantly.
Zhengxiong Guan, Huajie Qian, Leili Xu, Hengbo Liu, Qingsong Wen, Liang Sun 0001, Junwei Jiang, Lunting Fan, Min Ke
CIKM6
2021 RobustPeriod: Robust Time-Frequency Mining for Multiple Periodicity Detection
abstract
Periodicity detection is a crucial step in time series tasks, including monitoring and forecasting of metrics in many areas, such as IoT applications and self-driving database management system. In many of these applications, multiple periodic components exist and are often interlaced with each other. Such dynamic and complicated periodic patterns make the accurate periodicity detection difficult. In addition, other components in the time series, such as trend, outliers and noises, also pose additional challenges for accurate periodicity detection. In this paper, we propose a robust and general framework for multiple periodicity detection. Our algorithm applies maximal overlap discrete wavelet transform to transform the time series into multiple temporal-frequency scales such that different periodic components can be isolated. We rank them by wavelet variance, and then at each scale detect single periodicity by our proposed Huber-periodogram and Huber-ACF robustly. We rigorously prove the theoretical properties of Huber-periodogram and justify the use of Fisher's test on Huber-periodogram for periodicity detection. To further refine the detected periods, we compute unbiased autocorrelation function based on Wiener-Khinchin theorem from Huber-periodogram for improved robustness and efficiency. Experiments on synthetic and real-world datasets show that our algorithm outperforms other popular ones for both single and multiple periodicity detection.
Qingsong Wen, Liang Sun 0001, Min Ke, Huan Xu 0001
SIGMOD Conference1
2020 Fast RobustSTL: Efficient and Robust Seasonal-Trend Decomposition for Time Series with Complex Patterns
abstract
Many real-world time series data exhibit complex patterns with trend, seasonality, outlier and noise. Robustly and accurately decomposing these components would greatly facilitate time series tasks including anomaly detection, forecasting and classification. RobustSTL is an effective seasonal-trend decomposition for time series data with complicated patterns. However, it cannot handle multiple seasonal components properly. Also it suffers from its high computational complexity, which limits its usage in practice. In this paper, we extend RobustSTL to handle multiple seasonality. To speed up the computation, we propose a special generalized ADMM algorithm to perform the decomposition efficiently. We rigorously prove that the proposed algorithm converges approximately as standard ADMM while reducing the complexity from O(N2) to O(N log N) for each iteration. We empirically study our proposed algorithm with other state-of-the-art seasonal-trend decomposition methods, including MSTL, STR, TBATS, on both synthetic and real-world datasets with single and multiple seasonality. The experimental results demonstrate the superior performance of our decomposition algorithm in terms of both effectiveness and efficiency.
Qingsong Wen, Yan Li 0052, Liang Sun 0001
KDD1