Electricity theft detection issue has drawn lots of attention during last decades. Timely identification of the electricity theft in the power system is crucial for the safety and availability of the system. Although sustainable efforts have been made, the detection task remains challenging and falls short of accuracy and efficiency, especially with the increase of the data size. Recently, convolutional neural network-based methods have achieved better performance in comparison with traditional methods, which employ handcrafted features and shallow-architecture classifiers. In this paper, we present a novel approach for automatic detection by using a multi-scale dense connected convolution neural network (multi-scale DenseNet) in order to capture the long-term and short-term periodic features within the sequential data. We compare the proposed approaches with the classical algorithms, and the experimental results demonstrate that the multi-scale DenseNet approach can significantly improve the accuracy of the detection. Moreover, our method is scalable, enabling larger data processing while no handcrafted feature engineering is needed.
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