Concept

Expiry — where it appears

An item leaving the window it was counted in, which no accumulating structure can perform because it did not record when anything arrived. No accumulating structure can perform it, because it did not record when anything arrived — which is the reason a windowed summary needs a clock.

Named by 9 essays across 6 fields — each of them below, with the objects they name alongside it.

1,00010³window length W, in arrivalsbits of state heldW bits, exactε = 0.5ε = 0.2ε = 0.1ε = 0.05ε = 0.02sliding-window model · 40,000 arrivals · state from the shape of the structure5,670 bits at W = 8,000

What a window costs in bits

The approximate structure grows like the square of a logarithm and the exact one grows like the window, so the approximation wins eventually. Eventually is a window of 6,000 at a 2% tolerance — and below it the summary is larger than the thing it is summarising.

space · Window
3,600 — the window opens4,000 — now32161616884the window edge215 in buckets−16 for the oldest= 200true 2000.3% outsliding-window model · ε = 0.2, k = 5 · 1,764 merges406 bits against 400

The summary that has to forget

Every structure in this field so far accumulates. Ask instead for the count over only the last thousand arrivals and no counter will do, because a counter has no record of which of its increments are old — and the repair is a row of buckets whose whole error is the oldest one.

streaming · Window
windowed HyperLogLog4,088 bitsone stamp per live key8,775 bitsblocks of Misra-Gries18,549 bitsthe last W keys, kept131,072 bitskeysstampspayloadindexthe parts, in the order they stackwindow 4,096 · the popular keys drift131,072 bits at most

The bits that say when

A windowed cardinality estimator holds 4,592 bits and 2,392 of them are clocks. Every summary in this collection has reported its size from the shape of its own structure, and not one of those numbers has ever been asked what the bits were for — so the resource that half of these structures spend most of their state on has been invisible while being counted.

streaming · Window
1,00010³window length W, in arrivalsbits of state heldW bits, exactε = 0.2ε = 0.1ε = 0.05sliding-window model · 40,000 arrivals · state from the shape of the structure2,808 bits at W = 8,000

The floor under a window

An exact count of the ones in the last W arrivals needs W bits, and the argument is a pigeonhole that can be performed rather than quoted — 1,024 windows, an eight-bit state, the colliding pair produced, and the two answers it cannot tell apart.

floors · Window
cash register — every key49,952 bitscash register — HyperLogLog2,560 bitswindow — a stamp per live key8,505 bitswindow — HyperLogLog5,494 bits40,000 arrivals · the popular keys drift, so old keys are gone rather than rare · W = 4,0961,561 distinct in the stream · 169 in the window20× against 1.5×

A register that became a list

HyperLogLog replaces a key per distinct item with a five-bit register, and over a whole stream that is a saving of a hundred times. Ask it about the last four thousand arrivals instead and the same comparison against the same exact structure comes out at five. The estimator did not get worse. The exact answer got cheap.

streaming · Window
0%25%50%75%100%1.5×shareheadroom over the mean occupancyoverflowingstanding idledrifting · 4.0 s window · 100 Hz47% overflow at the mean

Sized for a rate that does not hold still

A four-second window on a stream at a hundred arrivals a second holds four hundred items on average and between 105 and 2,169 when the rate moves. An allocation set at that average overflows at 47 per cent of instants while 35 per cent of it stands empty, which is the same decision failing in both directions at once.

practice · Window
1,8103,6205,4297,239010,00020,00030,00040,000arrivals so farcount of key 1 in the last 4,096Misra-Gries, no clockblocks of Misra-Griesthe truth, and the ring buffera heavy hitter that stops · sampled every 5006,493 claimed, 0 true

The count that outlives its arrivals

A Misra-Gries counter holding six thousand is not a record of six thousand arrivals. It is a number that has been added to and taken from, and nothing in the structure says when any of it happened — so when the key stops arriving the counter stays, and goes on reporting a key with nothing in the window as the heaviest thing in it.

structures · Window
even5.1 s – 5.1 s1.00× · dispersion 0.00Poisson4.7 s – 5.5 s1.16× · dispersion 0.70bursty4.5 s – 4.5 s1.00× · dispersion 0.57drifting565 ms – 14.8 s26.14× · dispersion 849.57duration one block covered4,096 arrivals in 8 blocks · 100 Hz · 1 ms clock26.1× on the drifting stream

The window that is even in the wrong currency

A window of four thousand arrivals in eight blocks retires a block every 5.1 seconds on a steady stream and anywhere between 0.57 and 14.8 seconds on a stream whose rate moves. The structure cannot tell, because it is counting arrivals, and the alert written against it is in seconds.

streaming · Window
1.821251.951.431752.731.302253.521.292503.911.183755.861.005128.00longest block ÷ shortestarrivals per block, and bursts per blockpart of a bursta whole numberbursts of 64 · 8 blocks · 20,000 arrivalsdispersion 0.57 and a ratio of 1.00

The boundary that hides the burst

A window whose blocks hold five hundred and twelve arrivals reports a perfectly even stream — every block the same duration to the tick — while the arrivals it is retiring have an index of dispersion of 0.57. Move the block to a hundred and twenty-five and the same stream varies by 1.8 times.

wrong · Window

Named alongside it

The objects these essays reach for when they reach for this one.

Sliding windowMeasurementTrade offExponential histogramState bitsHonest limitTimestampArrival processBurstinessMisra–GriesOccupancyStream model

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