I. Introduction
With the continuous development of big data, the traditional grid has been unable to satisfy the electricity requirements of efficiency, intelligence and security in the current society. As an emerging grid mechanism, smart grid integrates information technology, grid infrastructure and control technology, and basically realizes the automation, intelligence and informatization of the grid. On the other hand, with the increase of the grid energy demand and the expansion of the grid scale, the grid client generates a steady stream of electricity consumption data. How to effectively analyze the potentially valuable information from these massive data has become a research hotspot in the current smart grid.