We extend the multi-pass streaming model to sliding window problems, and address the problem of computing order statistics on fixed-size sliding windows, in the multi-pass streaming model as well as the closely related communication complexity model. In the $2$-pass streaming model, we show that on input of length $N$ with values in range $[0,R]$ and a window of length $K$, sliding window minimums can be computed in $\widetilde{O}(\sqrt{N})$. We show that this is nearly optimal (for any constant number of passes) when $R \geq K$, but can be improved when $R = o(K)$ to $\widetilde{O}(\sqrt{NR/K})$. Furthermore, we show that there is an $(l+1)$-pass streaming algorithm which computes $l^\text{th}$-smallest elements in $\widetilde{O}(l^{3/2} \sqrt{N})$ space. In the communication complexity model, we describe a simple $\widetilde{O}(pN^{1/p})$ algorithm to compute minimums in $p$ rounds of communication for odd $p$, and a more involved algorithm which computes the $l^\text{th}$-smallest elements in $\widetilde{O}(pl^2 N^{1/(p-2l-1)})$ space. Finally, we prove that the majority statistic on boolean streams cannot be computed in sublinear space, implying that $l^\text{th}$-smallest elements cannot be computed in space both sublinear in $N$ and independent of $l$.
Large matrices are often accessed as a row-order stream. We consider the setting where rows are time-sensitive (i.e. they expire), which can be described by the sliding-window row-order model, and provide the first $(1+ε)$-approximation of Schatten $p$-norms in this setting. Our main technical contribution is a proof that Schatten $p$-norms in row-order streams are smooth, and thus fit the smooth-histograms technique of Braverman and Ostrovsky (FOCS 2007) for sliding-window streams.
In this paper we study the extraction of representative elements in the data stream model in the form of submodular maximization. Different from the previous work on streaming submodular maximization, we are interested only in the recent data, and study the maximization problem over sliding windows. We provide a general reduction from the sliding window model to the standard streaming model, and thus our approach works for general constraints as long as there is a corresponding streaming algorithm in the standard streaming model. As a consequence, we obtain the first algorithms in the sliding …
Sliding window sums are widely used in bioinformatics applications, including sequence assembly, k-mer generation, hashing and compression. New vector algorithms which utilize the advanced vector extension (AVX) instructions available on modern processors, or the parallel compute units on GPUs and FPGAs, would provide a significant performance boost for the bioinformatics applications. We develop a generic vectorized sliding sum algorithm with speedup for window size w and number of processors P is O(P/w) for a generic sliding sum. For a sum with commutative operator the speedup is improved to…
A substring $u$ of a string $T$ is called a minimal unique substring (MUS) of $T$ if $u$ occurs exactly once in $T$ and any proper substring of $u$ occurs at least twice in $T$. A string $w$ is called a minimal absent word (MAW) of $T$ if $w$ does not occur in $T$ and any proper substring of $w$ occurs in $T$. In this paper, we study the problems of computing MUSs and MAWs in a sliding window over a given string $T$. We first show how the set of MUSs can change in a sliding window over $T$, and present an $O(n\logσ)$-time and $O(d)$-space algorithm to compute MUSs in a sliding window of width …
Streaming computation plays an important role in large-scale data analysis. The sliding window model is a model of streaming computation which also captures the recency of the data. In this model, data arrives one item at a time, but only the latest $W$ data items are considered for a particular problem. The goal is to output a good solution at the end of the stream by maintaining a small summary during the stream. In this work, we propose a new algorithmic framework for designing efficient sliding window algorithms via bucketing-based sketches. Based on this new framework, we develop space-ef…
We study algorithms for the sliding-window model, an important variant of the data-stream model, in which the goal is to compute some function of a fixed-length suffix of the stream. We extend the smooth-histogram framework of Braverman and Ostrovsky (FOCS 2007) to almost-smooth functions, which includes all subadditive functions. Specifically, we show that if a subadditive function can be $(1+ε)$-approximated in the insertion-only streaming model, then it can be $(2+ε)$-approximated also in the sliding-window model with space complexity larger by factor $O(ε^{-1}\log w)$, where $w$ is the win…
Finding heavy-elements (heavy-hitters) in streaming data is one of the central, and well-understood tasks. Despite the importance of this problem, when considering the sliding windows model of streaming (where elements eventually expire) the problem of finding L_2-heavy elements has remained completely open despite multiple papers and considerable success in finding L_1-heavy elements. In this paper, we develop the first poly-logarithmic-memory algorithm for finding L_2-heavy elements in sliding window model. Since L_2 heavy elements play a central role for many fundamental streaming problems …
The palindromic tree (a.k.a. eertree) for a string $S$ of length $n$ is a tree-like data structure that represents the set of all distinct palindromic substrings of $S$, using $O(n)$ space [Rubinchik and Shur, 2018]. It is known that, when $S$ is over an alphabet of size $σ$ and is given in an online manner, then the palindromic tree of $S$ can be constructed in $O(n\logσ)$ time with $O(n)$ space. In this paper, we consider the sliding window version of the problem: For a sliding window of length at most $d$, we present two versions of an algorithm which maintains the palindromic tree of size …
The data management of large companies often prioritize more recent data, as a source of higher accuracy prediction than outdated data. For example, the Facebook data policy retains user search histories for $6$ months while the Google data retention policy states that browser information may be stored for up to $9$ months. These policies are captured by the sliding window model, in which only the most recent $W$ statistics form the underlying dataset. In this paper, we consider the problem of privately releasing the $L_2$-heavy hitters in the sliding window model, which include $L_p$-heavy hi…
The sliding window model generalizes the standard streaming model and often performs better in applications where recent data is more important or more accurate than data that arrived prior to a certain time. We study the problem of approximating symmetric norms (a norm on $\mathbb{R}^n$ that is invariant under sign-flips and coordinate-wise permutations) in the sliding window model, where only the $W$ most recent updates define the underlying frequency vector. Whereas standard norm estimation algorithms for sliding windows rely on the smooth histogram framework of Braverman and Ostrovsky (FOC…
Duplicate detection is the problem of identifying whether a given item has previously appeared in a (possibly infinite) stream of data, when only a limited amount of memory is available. Unfortunately the infinite stream setting is ill-posed, and error rates of duplicate detection filters turn out to be heavily constrained: consequently they appear to provide no advantage, asymptotically, over a biased coin toss [8]. In this paper we formalize the sliding window setting introduced by [13,16], and show that a perfect (zero error) solution can be used up to a maximal window size $w_\text{max}$. …
We consider a sliding window $W$ over a stream of characters from some alphabet of constant size. The user wants to perform deterministic substring matching on the current sliding window content and obtain positions of the matches. We present an indexed version of the sliding window using the suffix tree, the link tree and the lowest common ancestor. The data structure of size $Θ(|W|)$ has optimal time queries $Θ(m+occ)$ and amortized constant time updates, where $m$ is the length of the query string and $occ$ is the number of its occurrences.
Indexing of static and dynamic sets is fundamental to a large set of applications such as information retrieval and caching. Denoting the characteristic vector of the set by B, we consider the problem of encoding sets and multisets to support approximate versions of the operations rank(i) (i.e., computing sum_{j <= i}B[j]) and select(i) (i.e., finding min{p | rank(p) >= i}) queries. We study multiple types of approximations (allowing an error in the query or the result) and present lower bounds and succinct data structures for several variants of the problem. We also extend our model to slidin…
The sliding window model of computation captures scenarios in which data is arriving continuously, but only the latest $w$ elements should be used for analysis. The goal is to design algorithms that update the solution efficiently with each arrival rather than recomputing it from scratch. In this work, we focus on $k$-clustering problems such as $k$-means and $k$-median. In this setting, we provide simple and practical algorithms that offer stronger performance guarantees than previous results. Empirically, we show that our methods store only a small fraction of the data, are orders of magnitu…
We explore clustering problems in the streaming sliding window model in both general metric spaces and Euclidean space. We present the first polylogarithmic space $O(1)$-approximation to the metric $k$-median and metric $k$-means problems in the sliding window model, answering the main open problem posed by Babcock, Datar, Motwani and O'Callaghan, which has remained unanswered for over a decade. Our algorithm uses $O(k^3 \log^6 n)$ space and $\operatorname{poly}(k, \log n)$ update time. This is an exponential improvement on the space required by the technique due to Babcock, et al. We introduc…
We consider time-space tradeoffs for exactly computing frequency moments and order statistics over sliding windows. Given an input of length 2n-1, the task is to output the function of each window of length n, giving n outputs in total. Computations over sliding windows are related to direct sum problems except that inputs to instances almost completely overlap. We show an average case and randomized time-space tradeoff lower bound of TS in Omega(n^2) for multi-way branching programs, and hence standard RAM and word-RAM models, to compute the number of distinct elements, F_0, in 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 s…
The Basic Counting problem [1] is one of the most fundamental and critical streaming problems of sliding window queries over data streams. Given a stream of 0's and 1's, the purpose of this problem is to estimate the number of 1's in the last N elements (or time units) seen from the stream. Its solution can be used as building blocks to solve numerous more complex problems such as heavy hitter, frequency estimation, distinct counting, etc. In this paper, we present the flattened exponential histogram (FEH) model for the Basic Counting problem. Our model improves over the exponential histogram …
Universität Siegen（锡根大学）；DI/ENS, PSL Research University（法国巴黎高等师范学院（DI/ENS, PSL研究大学））
We study the problem of recognizing regular languages in a variant of the streaming model of computation, called the sliding window model. In this model, we are given a size of the sliding window $n$ and a stream of symbols. At each time instant, we must decide whether the suffix of length $n$ of the current stream ("the active window") belongs to a given regular language. Recent works showed that the space complexity of an optimal deterministic sliding window algorithm for this problem is either constant, logarithmic or linear in the window size $n$ and provided natural language theoretic cha…
Low-latency sliding window algorithms for regular and context-free languages are studied, where latency refers to the worst-case time spent for a single window update or query. For every regular language $L$ it is shown that there exists a constant-latency solution that supports adding and removing symbols independently on both ends of the window (the so-called two-way variable-size model). We prove that this result extends to all visibly pushdown languages. For deterministic 1-counter languages we present a $\mathcal{O}(\log n)$ latency sliding window algorithm for the two-way variable-size m…
A sliding window algorithm receives a stream of symbols and has to output at each time instant a certain value which only depends on the last $n$ symbols. If the algorithm is randomized, then at each time instant it produces an incorrect output with probability at most $ε$, which is a constant error bound. This work proposes a more relaxed definition of correctness which is parameterized by the error bound $ε$ and the failure ratio $ϕ$: A randomized sliding window algorithm is required to err with probability at most $ε$ at a portion of $1-ϕ$ of all time instants of an input stream. This work …
In a recent paper we analyzed the space complexity of streaming algorithms whose goal is to decide membership of a sliding window to a fixed language. For the class of regular languages we proved a space trichotomy theorem: for every regular language the optimal space bound is either constant, logarithmic or linear. In this paper we continue this line of research: We present natural characterizations for the constant and logarithmic space classes and establish tight relationships to the concept of language growth. We also analyze the space complexity with respect to automata size and prove alm…
Given a string $S$ over an alphabet $Σ$, the 'string indexing problem' is to preprocess $S$ to subsequently support efficient pattern matching queries, i.e., given a pattern string $P$ report all the occurrences of $P$ in $S$. In this paper we study the 'streaming sliding window string indexing problem'. Here the string $S$ arrives as a stream, one character at a time, and the goal is to maintain an index of the last $w$ characters, called the 'window', for a specified parameter $w$. At any point in time a pattern matching query for a pattern $P$ may arrive, also streamed one character at a ti…
For many networking applications, recent data is more significant than older data, motivating the need for sliding window solutions. Various capabilities, such as DDoS detection and load balancing, require insights about multiple metrics including Bloom filters, per-flow counting, count distinct and entropy estimation. In this work, we present a unified construction that solves all the above problems in the sliding window model. Our single solution offers a better space to accuracy tradeoff than the state-of-the-art for each of these individual problems! We show this both analytically and by r…
Cloud operators require real-time identification of Heavy Hitters (HH) and Hierarchical Heavy Hitters (HHH) for applications such as load balancing, traffic engineering, and attack mitigation. However, existing techniques are slow in detecting new heavy hitters. In this paper, we make the case for identifying heavy hitters through \textit{sliding windows}. Sliding windows detect heavy hitters quicker and more accurately than current methods, but to date had no practical algorithms. Accordingly, we introduce, design and analyze the \textit{Memento} family of sliding window algorithms for the HH…
Metric $k$-center clustering is a fundamental unsupervised learning primitive. Although widely used, this primitive is heavily affected by noise in the data, so that a more sensible variant seeks for the best solution that disregards a given number $z$ of points of the dataset, called outliers. We provide efficient algorithms for this important variant in the streaming model under the sliding window setting, where, at each time step, the dataset to be clustered is the window $W$ of the most recent data items. Our algorithms achieve $O(1)$ approximation and, remarkably, require a working memory…
The scheme of the sliding window is known in Information Theory, Computer Science, the problem of predicting and in stastistics. Let a source with unknown statistics generate some word $... x_{-1}x_{0}x_{1}x_{2}...$ in some alphabet $A$. For every moment $t, t=... $ $-1, 0, 1, ...$, one stores the word ("window") $ x_{t-w} x_{t-w+1}... x_{t-1}$ where $w$,$w \geq 1$, is called "window length". In the theory of universal coding, the code of the $x_{t}$ depends on source ststistics estimated by the window, in the problem of predicting, each letter $x_{t}$ is predicted using information of the win…
Sliding-window aggregation is a widely-used approach for extracting insights from the most recent portion of a data stream. The aggregations of interest can usually be expressed as binary operators that are associative but not necessarily commutative nor invertible. Non-invertible operators, however, are difficult to support efficiently. In a 2017 conference paper, we introduced DABA, the first algorithm for sliding-window aggregation with worst-case constant time. Before DABA, if a window had size $n$, the best published algorithms would require $O(\log n)$ aggregation steps per window operat…
We present a new algorithm for the 2D Sliding Window Discrete Fourier Transform (SWDFT). Our algorithm avoids repeating calculations in overlapping windows by storing them in a tree data-structure based on the ideas of the Cooley- Tukey Fast Fourier Transform (FFT). For an $N_0 \times N_1$ array and $n_0 \times n_1$ windows, our algorithm takes $O(N_0 N_1 n_0 n_1)$ operations. We provide a C implementation of our algorithm for the Radix-2 case, compare ours with existing algorithms, and show how our algorithm easily extends to higher dimensions.
In this work we focus on the problem of finding the heaviest-k and lightest-k hitters in a sliding window data stream. The most recent research endeavours have yielded an epsilon-approximate algorithm with update operations in constant time with high probability and O(1/epsilon) query time for the heaviest hitters case. We propose a novel algorithm which for the first time, to our knowledge, provides exact, not approximate, results while at the same time achieves O(1) time with high probability complexity on both update and query operations. Furthermore, our algorithm is able to provide both t…
Optimization of the n-dimensional sliding window inter-channel correlation algorithm for multi-core architecture
National Research Center “Kurchatov Institute”（库尔恰托夫国家研究中心）；Space Research Institute of the Russian Academy of Sciences（俄罗斯科学院太空研究所）；CIRES, University of Colorado（科罗拉多大学地球、大气与行星科学研究所）
Sliding-window aggregation summarizes the most recent information in a data stream. Users specify how that summary is computed, usually as an associative binary operator because this is the most general known form for which it is possible to avoid naively scanning every window. For strictly in-order arrivals, there are algorithms with $O(1)$ time per window change assuming associative operators. Meanwhile, it is common in practice for streams to have data arriving slightly out of order, for instance, due to clock drifts or communication delays. Unfortunately, for out-of-order streams, one has …
Algorithms for dynamically maintaining minimum spanning trees (MSTs) have received much attention in both the parallel and sequential settings. While previous work has given optimal algorithms for dense graphs, all existing parallel batch-dynamic algorithms perform polynomial work per update in the worst case for sparse graphs. In this paper, we present the first work-efficient parallel batch-dynamic algorithm for incremental MST, which can insert $\ell$ edges in $O(\ell \log(1+n/\ell))$ work in expectation and $O(\text{polylog}(n))$ span w.h.p. The key ingredient of our algorithm is an algori…
National University of Singapore（新加坡国立大学）；Singapore Management University（新加坡管理大学）
\emph{Coresets} are important tools to generate concise summaries of massive datasets for approximate analysis. A coreset is a small subset of points extracted from the original point set such that certain geometric properties are preserved with provable guarantees. This paper investigates the problem of maintaining a coreset to preserve the minimum enclosing ball (MEB) for a sliding window of points that are continuously updated in a data stream. Although the problem has been extensively studied in batch and append-only streaming settings, no efficient sliding-window solution is available yet…
Renmin University of China（中国人民大学）；Gaoling School of Artificial Intelligence（高瓴人工智能学院）；Pazhou Laboratory (Huangpu)（琶洲实验室（黄埔））；Fudan University（复旦大学）；Alibaba Group（阿里巴巴集团）
Graph coloring is one of the most famous computational problems with applications in a wide range of areas such as planning and scheduling, resource allocation, and pattern matching. So far coloring problems are mostly studied on static graphs, which often stand in stark contrast to practice where data is inherently dynamic and subject to discrete changes over time. A temporal graph is a graph whose edges are assigned a set of integer time labels, indicating at which discrete time steps the edge is active. In this paper we present a natural temporal extension of the classical graph coloring pr…
National University of Singapore（新加坡国立大学）；Singapore Management University（新加坡管理大学）
Representative subset selection (RSS) is an important tool for users to draw insights from massive datasets. Existing literature models RSS as the submodular maximization problem to capture the "diminishing returns" property of the representativeness of selected subsets, but often only has a single constraint (e.g., cardinality), which limits its applications in many real-world problems. To capture the data recency issue and support different types of constraints, we formulate dynamic RSS in data streams as maximizing submodular functions subject to general $d$-knapsack constraints (SMDK) over…
