Distributed Query Monitoring through Convex Analysis: Towards Composable Safe Zones

Continuous tracking of complex data analytics queries over high-speed distributed streams is becoming increasingly important. Query tracking can be reduced to continuous monitoring of a condition over the global stream. Communication-efficient monitoring relies on locally processing stream data at the sites where it is generated, by deriving site-local conditions which collectively guarantee the global condition. Recently proposed geometric techniques offer a generic approach for splitting an arbitrary global condition into local geometric monitoring constraints (known as "Safe Zones"); still, their application to various problem domains has so far been based on heuristics and lacking a principled, compositional methodology. In this paper, we present the first known formal results on the difficult problem of effective Safe Zone (SZ) design for complex query monitoring over distributed streams. Exploiting tools from convex analysis, our approach relies on an algebraic representation of SZs which allows us to: (1) Formally define the notion of a "good" SZ for distributed monitoring problems; and, most importantly, (2) Tackle and solve the important problem of systematically composing SZs for monitored conditions expressed as Boolean formulas over simpler conditions (for which SZs are known); furthermore, we prove that, under broad assumptions, the composed SZ is good if the component SZs are good. Our results are, therefore, a first step towards a principled compositional solution to SZ design for distributed query monitoring. Finally, we discuss a number of important applications for our SZ design algorithms, also demonstrating how earlier geometric techniques can be seen as special cases of our framework

Two Procedures for Robust Monitoring of Probability Distributions of Economic Data Streams induced by Depth Functions

Data streams (streaming data) consist of transiently observed, evolving in time, multidimensional data sequences that challenge our computational and/or inferential capabilities. In this paper we propose user friendly approaches for robust monitoring of selected properties of unconditional and conditional distribution of the stream basing on depth functions. Our proposals are robust to a small fraction of outliers and/or inliers but sensitive to a regime change of the stream at the same time. Their implementations are available in our free R package DepthProc.Comment: Operations Research and Decisions, vol. 25, No. 1, 201