Concept

Exponential histogram — where it appears

Buckets of powers of two with timestamps, at most k of each size, whose whole uncertainty is the single oldest bucket straddling the window's edge. Its whole uncertainty is the single oldest bucket straddling the window's edge, so its error is structural rather than probabilistic.

Named by 6 essays across 4 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
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.

ExpirySliding windowMeasurementState bitsTrade offHonest limitStream modelAliasingArrival processBurstinessClock resolutionGuarantee

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