Continuous Monitoring of Distributed Data Streams over a Time-based Sliding Window

The past decade has witnessed many interesting algorithms for maintaining statistics over a data stream. This paper initiates a theoretical study of algorithms for monitoring distributed data streams over a time-based sliding window (which contains a variable number of items and possibly out-of-order items). The concern is how to minimize the communication between individual streams and the root, while allowing the root, at any time, to be able to report the global statistics of all streams within a given error bound. This paper presents communication-efficient algorithms for three classical statistics, namely, basic counting, frequent items and quantiles. The worst-case communication cost over a window is $O(\frac{k} {\epsilon} \log \frac{\epsilon N}{k})$ bits for basic counting and $O(\frac{k}{\epsilon} \log \frac{N}{k})$ words for the remainings, where $k$ is the number of distributed data streams, $N$ is the total number of items in the streams that arrive or expire in the window, and $\epsilon < 1$ is the desired error bound. Matching and nearly matching lower bounds are also obtained.Comment: 12 pages, to appear in the 27th International Symposium on Theoretical Aspects of Computer Science (STACS), 201

Deterministic Sampling and Range Counting in Geometric Data Streams

We present memory-efficient deterministic algorithms for constructing epsilon-nets and epsilon-approximations of streams of geometric data. Unlike probabilistic approaches, these deterministic samples provide guaranteed bounds on their approximation factors. We show how our deterministic samples can be used to answer approximate online iceberg geometric queries on data streams. We use these techniques to approximate several robust statistics of geometric data streams, including Tukey depth, simplicial depth, regression depth, the Thiel-Sen estimator, and the least median of squares. Our algorithms use only a polylogarithmic amount of memory, provided the desired approximation factors are inverse-polylogarithmic. We also include a lower bound for non-iceberg geometric queries.Comment: 12 pages, 1 figur

A PROCRUSTEAN APPROACH TO STREAM PROCESSING

The increasing demand for real-time data processing and the constantly growing data volume have contributed to the rapid evolution of Stream Processing Engines (SPEs), which are designed to continuously process data as it arrives. Low operational cost and timely delivery of results are both objectives of paramount importance for SPEs. Given the volatile and uncharted nature of data streams, achieving the aforementioned goals under fixed resources is a challenge. This calls for adaptable SPEs, which can react to fluctuations in processing demands. In the past, three techniques have been developed for improving an SPE’s ability to adapt. Those techniques are classified based on applications’ requirements on exact or approximate results: stream partitioning, and re-partitioning target exact, and load shedding targets approximate processing. Stream partitioning strives to balance load among processors, and previous techniques neglected hidden costs of distributed execution. Load Shedding lowers the accuracy of results by dropping part of the input, and previous techniques did not cope with evolving streams. Stream re-partitioning is used to reconfigure execution while processing takes place, and previous techniques did not fully utilize window semantics. In this dissertation, we put stream processing in a procrustean bed, in terms of the manner and the degree that processing takes place. To this end, we present new approaches, for window-based aggregate operators, which are applicable to both exact and approximate stream processing in modern SPEs. Our stream partitioning, re-partitioning, and load shedding solutions offer improvements in performance and accuracy on real-world data by exploiting the semantics of both data and operations. In addition, we present SPEAr, the design of an SPE that accelerates processing by delivering approximate results with accuracy guarantees and avoiding unnecessary load. Finally, we contribute a hybrid technique, ShedPart, which can further improve load balance and performance of an SPE

A Fast Algorithm for Approximate Quantiles in High Speed Data Streams

We present a fast algorithm for computing approx-imate quantiles in high speed data streams with deter-ministic error bounds. For data streams of size N where N is unknown in advance, our algorithm par-titions the stream into sub-streams of exponentially increasing size as they arrive. For each sub-stream which has a xed size, we compute and maintain a multi-level summary structure using a novel algorithm. In order to achieve high speed performance, the algo-rithm uses simple block-wise merge and sample oper-ations. Overall, our algorithms for xed-size streams and arbitrary-size streams have a computational cost of O(N log ( 1 log N)) and an average per-element update cost of O(log log N) if is xed.

Identifying Correlated Heavy-Hitters in a Two-Dimensional Data Stream

We consider online mining of correlated heavy-hitters from a data stream. Given a stream of two-dimensional data, a correlated aggregate query first extracts a substream by applying a predicate along a primary dimension, and then computes an aggregate along a secondary dimension. Prior work on identifying heavy-hitters in streams has almost exclusively focused on identifying heavy-hitters on a single dimensional stream, and these yield little insight into the properties of heavy-hitters along other dimensions. In typical applications however, an analyst is interested not only in identifying heavy-hitters, but also in understanding further properties such as: what other items appear frequently along with a heavy-hitter, or what is the frequency distribution of items that appear along with the heavy-hitters. We consider queries of the following form: In a stream S of (x, y) tuples, on the substream H of all x values that are heavy-hitters, maintain those y values that occur frequently with the x values in H. We call this problem as Correlated Heavy-Hitters (CHH). We formulate an approximate formulation of CHH identification, and present an algorithm for tracking CHHs on a data stream. The algorithm is easy to implement and uses workspace which is orders of magnitude smaller than the stream itself. We present provable guarantees on the maximum error, as well as detailed experimental results that demonstrate the space-accuracy trade-off