Estimating quantiles from the union of historical and streaming data

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2016-11-01
Authors
Singh, Sneha
Tirthapura, Srikanta
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Electrical and Computer Engineering

The Department of Electrical and Computer Engineering (ECpE) contains two focuses. The focus on Electrical Engineering teaches students in the fields of control systems, electromagnetics and non-destructive evaluation, microelectronics, electric power & energy systems, and the like. The Computer Engineering focus teaches in the fields of software systems, embedded systems, networking, information security, computer architecture, etc.

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The Department of Electrical Engineering was formed in 1909 from the division of the Department of Physics and Electrical Engineering. In 1985 its name changed to Department of Electrical Engineering and Computer Engineering. In 1995 it became the Department of Electrical and Computer Engineering.

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1909-present

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  • Department of Electrical Engineering (1909-1985)
  • Department of Electrical Engineering and Computer Engineering (1985-1995)

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Electrical and Computer Engineering
Abstract

Modern enterprises generate huge amounts of streaming data, for example, micro-blog feeds, financial data, network monitoring and industrial application monitoring. While Data Stream Management Systems have proven successful in providing support for real-time alerting, many applications, such as network monitoring for intrusion detection and real-time bidding, require complex analytics over historical and real-time data over the data streams. We present a new method to process one of the most fundamental analytical primitives, quantile queries, on the union of historical and streaming data. Our method combines an index on historical data with a memory-efficient sketch on streaming data to answer quantile queries with accuracy-resource tradeoffs that are significantly better than current solutions that are based solely on disk-resident indexes or solely on streaming algorithms.

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This is a manuscript of a proceeding published as Singh, Sneha Aman, Divesh Srivastava, and Srikanta Tirthapura. "Estimating quantiles from the union of historical and streaming data." Proceedings of the VLDB Endowment 10, no. 4 (2016): 433-444. 10.14778/3025111.3025124. Posted with permission.

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Fri Jan 01 00:00:00 UTC 2016