Time-decaying aggregates in out-of-order streams

Graham Cormode, Flip R. Korn, Srikanta Tirthapura · 2008

Processing large data streams is now a major topic in data management. The data involved can be truly massive, and the required analyses complex. In a stream of sequential events such as stock feeds, sensor readings, or IP traffic measurements, data tuples pertaining to recent events are typically more important than older ones. This can be formalized via time-decay functions, which assign weights to data based on the age of data. Decay functions such as sliding windows and exponential decay have been studied under the assumption of well-ordered arrivals, i.e., data arrives in non-decreasing order of time stamps. However, data quality issues are prevalent in massive streams (due to network asynchrony and delays etc.), and correct arrival order is not guaranteed.

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