Subgraph matching has garnered increasing attention for its diverse real-world applications. Given the dynamic nature of real-world graphs, addressing evolving scenarios with-out incurring prohibitive overheads has been a focus of research. However, existing approaches for dynamic subgraph matching often proceed serially, retrieving incremental matches for each updated edge individually. This approach falls short when handling batch data updates, leading to a decrease in system throughput. Leveraging the parallel processing power of GPUs, which can execute a massive number of cores simultaneously, has been widely recognized for performance acceleration in various domains. Surprisingly, systematic exploration of subgraph matching in the context of batch-dynamic graphs, particularly on a GPU platform, remains untouched. In this paper, we bridge this gap by introducing an efficient framework, GAMMA (GPU-Accelerated Batch-Dynamic Subgraph Matching). Our approach features a DFS-based warp-centric batch-dynamic subgraph matching algorithm. To ensure load balance in the DFS-based search, we propose warp-level work stealing via shared memory. Additionally, we introduce coalesced search to reduce redundant computations. Comprehensive experiments demonstrate the superior performance of GAMMA. Compared to state-of-the-art algorithms, GAMMA showcases a performance improvement up to hundreds of times.

Time series classification assigns predefined labels or classes to sequences of data points ordered chronologically, which is a fundamental task for time series analysis. Existing time series classification methods mainly focus on a specific type of time series (i.e., univariate time series or multivariate time series), while failing to support both of them efficiently and effectively. In addition, most of existing multivariate time series classification methods model all variables collectively, resulting in protracted computational times and suboptimal accuracy. In this paper, we introduce TSec, an innovative time series classification framework that exhibits high training efficiency and classification accuracy for both univariate time series and multivariate time series. During online classification, TSec first involves sequence segmentation and de-duplication, and then employs pre-trained models to perform classifications. To opti-mize the classification performance, TSec (i) utilizes correlation analysis to reveal closely interconnected groups of variables within multivariate time series data; (ii) incorporates time series alignment and different sliding windows to generate potential shapelets; (iii) applies PAA and SAX techniques to eliminate duplicates, thereby enhancing the quality of shapelets; (iv) adopts Bi-GRU and GCN-GRU models to effectively capture the characteristics of the two types of time series. Extensive experiments on 112 public univariate time series datasets and 26 public multivariate time series datasets show that TSec can achieve both high efficiency and accuracy compared with the state-of-the-art 19 toolkits.

Time series forecasting, that predicts events through a sequence of time, has received increasing attention in past decades. The diverse range of time series forecasting models presents a challenge for selecting the most suitable model for a given dataset. As such, the Alibaba Cloud database monitoring system must address the issue of selecting an optimal forecasting model for a single time series data. While several model selection frameworks, including AutoAI-TS, have been developed to predict a dataset, their effectiveness may be limited as they may not adapt well to all types of time series, resulting in reduced prediction accuracy. Alternatively, models such as AutoForecast, which train on individual data points, may offer better adaptability but are limited by longer training time required. In this paper, we introduce SimpleTS, a versatile framework for time series forecasting that exhibits high efficiency and accuracy across all types of time series data. When performing an online prediction task, SimpleTS first classifies input time series into one type, and then efficiently selects the most suitable prediction model for this type. To optimize performance, SimpleTS (i) clusters models with similar performance to improve the efficiency of classification; (ii) uses soft labeling and weighted representation learning to achieve higher classification accuracy for different time series types. Extensive experiments on 3 private datasets and 52 public datasets show that SimpleTS outperforms the state-of-the-art toolkits in terms of both training time and prediction accuracy.