Nowadays, multivariate time series data are increasingly collected in various real world systems, e.g., power plants, wearable devices, etc. Anomaly detection and diagnosis in multivariate time series refer to identifying abnormal status in certain time steps and pinpointing the root causes. Building such a system, however, is challenging since it not only requires to capture the temporal dependency in each time series, but also need encode the inter-correlations between different pairs of time series. In addition, the system should be robust to noise and provide operators with different levels of anomaly scores based upon the severity of different incidents. Despite the fact that a number of unsupervised anomaly detection algorithms have been developed, few of them can jointly address these challenges. In this paper, we propose a Multi-Scale Convolutional Recurrent Encoder-Decoder (MSCRED), to perform anomaly detection and diagnosis in multivariate time series data. Specifically, MSCRED first constructs multi-scale (resolution) signature matrices to characterize multiple levels of the system statuses in different time steps. Subsequently, given the signature matrices, a convolutional encoder is employed to encode the inter-sensor (time series) correlations and an attention based Convolutional Long-Short Term Memory (ConvLSTM) network is developed to capture the temporal patterns. Finally, based upon the feature maps which encode the inter-sensor correlations and temporal information, a convolutional decoder is used to reconstruct the input signature matrices and the residual signature matrices are further utilized to detect and diagnose anomalies. Extensive empirical studies based on a synthetic dataset and a real power plant dataset demonstrate that MSCRED can outperform state-ofthe-art baseline methods.

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Searching and mining large graphs today is critical to a variety of application domains, ranging from community detection in social networks, to de novo genome sequence assembly. Scalable processing of large graphs requires careful partitioning and distribution of graphs across clusters. In this paper, we investigate the problem of managing large-scale graphs in clusters and study access characteristics of local graph queries such as breadth-first search, random walk, and SPARQL queries, which are popular in real applications. These queries exhibit strong access locality, and therefore require specific data partitioning strategies. In this work, we propose a Self Evolving Distributed Graph Management Environment (Sedge), to minimize inter-machine communication during graph query processing in multiple machines. In order to improve query response time and throughput, Sedge introduces a two-level partition management architecture with complimentary primary partitions and dynamic secondary partitions. These two kinds of partitions are able to adapt in real time to changes in query workload. Sedge also includes a set of workload analyzing algorithms whose time complexity is linear or sublinear to graph size. Empirical results show that it significantly improves distributed graph processing on today's commodity clusters.

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