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Friday, March 18, 2011

Query Processing, Resource Management, and Approximation in a Data Stream Management System

Rajeev Motwani, Jennifer Widom, Arvind Arasu, Brian Babcock, Shivnath Babu,
Mayur Datar, Gurmeet Manku, Chris Olston, Justin Rosenstein, Rohit Varma
Stanford University
This paper describes our ongoing work developing the
Stanford Stream Data Manager (STREAM), a system for
executing continuous queries over multiple continuous
data streams. The STREAM system supports a declarative
query language, and it copes with high data rates
and query workloads by providing approximate answers
when resources are limited. This paper describes specific
contributions made so far and enumerates our next steps
in developing a general-purpose Data Stream Management
1 Introduction
At Stanford we are building a Data Stream Management
System (DSMS) that we call STREAM. The new challenges
in building a DSMS instead of a traditionalDBMS
arise from two fundamental differences:
1. In addition to managing traditional stored data such
as relations, a DSMS must handle multiple continuous,
unbounded, possibly rapid and time-varying
data streams.
2. Due to the continuous nature of the data, a DSMS
typically supports long-running continuous queries,
which are expected to produce answers in a continuous
and timely fashion.
Our goal is to build and evaluate a general-purpose
DSMS that supports a declarative query language and
can cope with high data rates and thousands of continuous
queries. In addition to the obvious need for multi-
This work was supported by NSF Grants IIS-0118173
and IIS-9817799, by Stanford Graduate Fellowships from
Chambers, 3Com and Rambus, by a Microsoft graduate fellowship,
and by grants from Microsoft, Veritas, and the Okawa
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Proceedings of the 2003 CIDR Conference
query optimization, judicious resource allocation, and
sophisticated scheduling to achieve high performance,
we are targeting environments where data rates and query
load may exceed available resources. In these cases our
system is designed to provide approximate answers to
continuous queries. Managing the interaction between
resource availability and approximation is an important
focus of our project. We are developing both static techniques
and techniques for adapting as run-time conditions
This paper presents a snapshot of our language design,
algorithms, system design, and system implementation
efforts as of autumn 2002. Clearly we are not presenting
a finished prototype in any sense, e.g., our query language
is designed but only a subset is implemented, and
our approximation techniques have been identified but
are not exploited fully by our resource allocation algorithms.
However, there are a number of concrete contributions
to report on at this point:
An extension of SQL suitable for a general-purpose
DSMS with a precisely-defined semantics (Section 2)
Structure of query plans, accounting for plan sharing
and approximation techniques (Section 3)
An algorithm for exploiting constraints on data
streams to reduce memory overhead during query
processing (Section 4.1)
A near-optimal scheduling algorithm for reducing
inter-operator queue sizes (Section 4.2)
A set of techniques for static and dynamic approximation
to cope with limited resources (Section 5)
An algorithm for allocating resources to queries (in
a limited environment) that maximizes query result
precision (Section 5.3)
A software architecture designed for extensibility
and for easy experimentation with DSMS query processing
techniques (Section 6)
Some current limitations are:
Our DSMS is centralized and based on the relational
model. We believe that distributed query processing
will be essential for many data stream applications,
and we are designing our query processor with a migration
to distributed processing in mind. We may
eventually extend our system to handle XML data
streams, but extending to distributed processing has
higher priority.
We have done no significantwork so far in query plan
generation. Our system supports a subset of our extended
query language with naive translation to a single
plan. It also supports direct input of plans, including
plan component sharing across multiple queries.
Due to space limitations this paper does not include a
section dedicated to related work. We refer the reader
to our recent survey paper [3], which provides extensive
coverage of related work. We do make some comparisons
to other work throughout this paper, particularly
the Aurora project [5], which appears to be the closest in
overall spirit to STREAM. However even these comparisons
are narrow in scope and again we refer the reader
to [3].
2 Query Language
The STREAM system allows direct input of query plans,
similar to the Aurora approach [5] and described briefly
in Section 6. However, the system also supports a declarative
query language using an extended version of SQL.
All queries are continuous, as opposed to the one-time
queries supported by a standard DBMS, so we call our
language CQL (pronounced “sequel”), for Continuous
Query Language. In this section we focus on the syntax
and semantics of continuous queries in CQL.
Queries in a DSMS should handle data from both continuous
data streams and conventional relations. For now
assume a global, discrete, ordered time domain. Timerelated
issues are discussed briefly in Section 2.3.
Streams have the notion of an arrival order, they
are unbounded, and they are append-only. (Updates
can be modeled in a stream using keys, but from
the query-processor perspective we treat streams as
append-only.) A stream can be thought of as a set
(multiset to be precise) of pairs h ; si, indicating that
a tuple s arrives on the stream at time . In addition
to the continuous source data streams that arrive at
the DSMS, streams may result from queries or subqueries
as specified in Section 2.2.
Relations are unordered, and they support updates
and deletions as well as insertions (all of which are
timestamped). In addition to relations stored by the
DSMS, relations may result from queries or subqueries
as specified in Section 2.2.
Syntactically, CQL extends SQL by allowing the
From clause of any query or subquery to contain relations,
streams, or both. A stream in the From clause may
be followed by an optional sliding window specification,
enclosed in brackets, and an optional sampling clause.
CQL also contains two new operators—Istream and
Dstream—whose function is discussed in Section 2.2.
As introduced in [3], in CQL a window specification
consists of an optional partitioning clause, a mandatory
window size, and an optional filtering predicate. The partitioning
clause partitions the data into several groups,
computes a separate window for each group, and then
merges the windows into a single result. It is syntactically
analogous to a grouping clause, using the keywords
Partition By in place of Group By. As in SQL-
99 [19], windows are specified using either Rows (e.g.,
“Rows 50 Preceding”) or Range (e.g., “Range
15 Minutes Preceding”). The filtering predicate
is specified using a standard SQL Where clause.
A sampling clause specifies that a random sample of
the data elements from the stream should be used for
query processing in place of the entire stream. The syntax
of the sampling clause is the keyword Sample parameterized
by percentage sampling rate. For example,
“Sample(2)” indicates that, independently, each data
element in the stream should be retained with probability
0:02 and discarded with probability 0:98.
2.1 Examples
Our example queries reference a stream Requests of
requests to a web proxy server. Each request tuple has
three attributes: client id, domain, and URL.
The following query counts the number of requests for
pages from the domain in the last day.
Select Count(*)
From Requests S [Range 1 Day Preceding]
Where S.domain = ‘’
The semantics of providing continuous answers to this
query (and the next two examples) are covered in Section
The following query counts how many page requests
were for pages served by Stanford’s CS department web
server, considering only each client’s 10 most recent
page requests from the domain This
query makes use of a partitioning clause and also brings
out the distinction between predicates applied before determining
the sliding window cutoffs and predicates applied
after windowing.
Select Count(*)
From Requests S
[Partition By S.client_id
Rows 10 Preceding
Where S.domain = ‘’]
Where S.URL Like ‘’
Our final example references a stored relation Domains
that classifies domains by the primary type of
web content they serve. This query extracts a 10% sample
of requests to sites that are primarily of type “commerce,”
and from those it streams the URLs of requests
where the client id is in the range [1..1000]. Notice that
Window Specification
Relational Query
Streams Relations
Figure 1: Mappings among streams and relations.
a subquery is used to produce an intermediate stream T
from which the 10% sample is taken.
Select T.URL
(Select client_id, URL
From Requests S, Domains R
Where S.domain = R.domain
And R.type = ’commerce’) T Sample(10)
Where T.client_id Between 1 And 1000
2.2 Formal Semantics
One of our contributions is to provide a precise semantics
for continuous queries over streams and relations. In
specifying our semantics we had several goals in mind:
1. We should exploit well-understood relational semantics
to the extent possible.
2. Since transformations are crucial for query optimization,
we should not inhibit standard relational transformations
and we should enable new transformations
relevant to streams.
3. Easy queries should be easy to write, and simple
queries should do what one expects.
Our approach is based on mappings between streams
and relations, as illustrated in Figure 1. We explain each
arc in Figure 1, then specify our query semantics. Recall
again that we assume a global discrete time domain,
further discussed in Section 2.3.
A stream is mapped to a relation by applying a window
specification. In general any windowing language may
be used, but CQL supports the Rows, Range, Partition
By, and Where constructs described earlier. A
window specification is applied to a stream up to a specific
time , and the result is a finite set of tuples which
is treated as a relation. A window specification may be
applied to a source stream, or to a stream produced by a
subquery. The semantics of the Sample operator, which
is applied before windowing, are straightforward and not
discussed again in this section.
Relations are mapped to streams by applying special
Istream (for “insert stream”) applied to relation R
contains a stream element h ; si whenever tuple s is
in R at time but not in R at time 􀀀 1.
Analogously, Dstream (for “delete stream”) applied
to relation R contains a stream element h ; si
whenever tuple s is in R at time 􀀀1 but not in R at
time .
Although these operators can be specified explicitly in
queries in order to turn relations into streams for windowing,
or to produce streamed rather than relational
query results, the most common case is an implicit
Istream operator as part of CQL’s default behavior,
discussed below.
The last mapping in Figure 1 is from relations to relations
via a relational query language. In general any
relational query language may be used, but CQL relies
on SQL as its relational basis.
Using the mappings in Figure 1, CQL queries can
freely mix relations and streams. However, whenever a
stream is used it is mapped immediately to a relation by
an explicit or implicit window specification. We can now
state the semantics of continuous queries over streams
and relations:
The result of a query Q at time is obtained by taking
all relations at time , all streams up to time
converted to relations by their windowspecifications,
and applying conventional relational semantics. If
the outermost operator is Istream or Dstream
then the query result is converted to a stream, otherwise
it remains as a relation.
Let us briefly consider the three example queries in
Section 2.1. The first two queries are similar and relatively
straightforward: At any time , a window is evaluated
on the Requests stream up to time , a predicate
is applied, and the result contains the number of remaining
tuples. By default, the result is a singleton relation,
however if we add an outermost Istream operator the
result instead streams a new value each time the count
changes. The third query is somewhat more complex,
relying on two CQL defaults: First, when no window
specification is provided the default windowis “[Range
Unbounded Preceding].” Second, whenever the
outermost From list of a non-aggregation query contains
one or more streams, the query result has an Istream
operator applied by default. We leave it to the reader to
verify that the transformations between streams and relations
in this query do indeed produce the desired result.
Space limitations prohibit detailed elaboration of our
semantics, but we briefly discuss the three goals set out
at the beginning of this subsection. First, clearly we rely
heavily on existing relational semantics. Second, relational
transformations continue to hold and our language
supports a number of useful stream-based transformations.
For instance, in our third example query, if relation
Domains is static then we can transform the (default)
Unbounded window on the Requests stream into a
Now window. Finally, although the mapping-based semantics
may appear complex, it is our belief that the defaults
in our language do make easy queries easy to write,
and queries do behave as they appear.
As the most basic of test cases for our semantic goals,
query “Select * From S” should produce stream
S, and it does. The default window for S is Unbounded
(but can be transformed to Now if S contains a key). Each
time a stream element h ; si arrives on S, s is logically
added to the relational result of the query, and thus s
is generated in the default Istream query result with
timestamp .
2.3 Stream Ordering and Timestamps
Our language semantics—or more accurately the ability
to implement our semantics—makes a number of implicit
assumptions about time:
So that we can evaluate row-based (Rows) and timebased
(Range) sliding windows, all stream elements
arrive in order, timestamped according to a global
So that we can coordinate streams with relation
states, all relation updates are timestamped according
to the same global clock as streams.
So that we can generate query results, the global
clock provides periodic “heartbeats” that tell us when
no further stream elements or relation updates will
occur with a timestamp lower than the heartbeat
If we use a centralized system clock and the system
timestamps stream elements and relation updates as they
arrive, then these assumptions are satisfied. We can also
handle less strict notions of time, including applicationdefined
time. Full details are beyond the scope of this paper,
but out-of-order streams can be ordered by buffering
and waiting for heartbeats, and the absence of a heartbeat
can be compensated for with timeout mechanisms, in the
worst case resulting in some query result imprecision.
Note that the related areas of temporal and sequence
query languages [15, 16] can capture most aspects of the
timestamps and window specifications in our language.
Those languages are considerably more expressive than
our language, and we feel they are “overkill” in typical
data stream environments.
2.4 Inactive andWeighted Queries
Two dynamic properties of queries are controlled
through our administrative interface discussed in Section
6. One property is whether the query is active or
inactive, and the other is the weight assigned to the query.
When a query is inactive, the system may not maintain
the answer to the query as new data arrives. However,
because an inactive query may be activated at any time,
its presence serves as a hint to the system that may influence
decisions about query plans and resource allocation
(Sections 3–5).
Queries may be assigned weights indicating their relative
importance. These weights are taken into account
by the system when it is forced to provide approximate
answers due to resource limitations. Given a choice between
introducing error into the answers of two queries,
the system will attempt to provide more precision for the
query with higher weight. Weights might also influence
scheduling decisions, although we have not yet explored
weighted scheduling. Note that inactive queries may be
thought of as queries with negligible weight.
3 Query Plans
This section describes the basic query processing architecture
of the STREAM system. Queries are registered
with the system and execute continuously as new data arrives.
For now let us assume that a separate query plan is
used for each continuous query, although sharing of plan
components is very important and will be discussed in
Section 3.2. We also assume that queries are registered
before their input streams begin producing data, although
clearly we must address the issue of adding queries over
existing (perhaps partially discarded or archived) data
It is worth a short digression to highlight a basic difference
between our approach and that of Aurora [5].
Aurora uses one “mega” query plan performing all computation
of interest to all users. Adding a query consists
of directly augmenting portions of the current megaplan,
and conversely for deleting a query. In STREAM,
queries are independent units that logically generate separate
plans, although plans may be combined by the system
and ultimately could result in an Aurora-like megaplan.
To date we have an initial implementation in place
for a fairly substantial subset of the language presented
in Section 2, omitting primarily certain subqueries and
many esoteric features of standard SQL. In this section
we highlight the features of our basic query processing
architecture but do not go into detail about individual
query operators. Most of our operators are stream- or
window-based analogs to operators found in a traditional
A query plan in our system runs continuously and is
composed of three different types of components:
Query operators, similar to a traditional DBMS.
Each operator reads a stream of tuples from a set of
input queues, processes the tuples based on its semantics,
and writes its output tuples into a single output
Inter-operator queues, also similar to the approach
taken by some traditional DBMS’s. Queues connect
different operators and define the paths along which
tuples flow as they are being processed.
Synopses, used to maintain state associated with operators
and discussed in more detail next.
A synopsis summarizes the tuples seen so far at some
intermediate operator in a running query plan, as needed
for future evaluation of that operator. For example, for
full precision a join operator must remember all the tuples
it has seen so far on each of its input streams, so it
maintains one synopsis for each (similar to a symmetric
hash join [21]). On the other hand, simple filter operators,
such as selection and duplicate-preserving projection,
do not require a synopsis since they need not maintain
For many queries, synopsis sizes grow without bound
if full precision is expected in the query result [1]. Thus,
an important feature to support is synopses that use some
kind of summarization technique to limit their size [10],
e.g., fixed-size hash tables, sliding windows, reservoir
samples, quantile estimates, and histograms. Of course
limited-size synopses may produce approximate operator
results, further discussed in Section 5.
Although operators and synopses are closely coupled
in query plans, we have carefully separated their implementation
and provide generic interfaces for both. This
approach allows us to couple any operator type with any
synopsis type, and it also paves the way for operator and
synopsis sharing. The generic methods of the Operator
class are:
create, with parameters specifying the input
queues, output queue, and initial memory allocation.
changeMem, with a parameter indicating a dynamic
decrease or increase in allocated memory.
run, with a parameter indicating how much work the
operator should perform before returning control to
the scheduler (see Section 4.2).
The generic methods of the Synopsis class are:
create, with a parameter specifying an initial
memory allocation.
changeMem, with a parameter indicating a dynamic
decrease or increase in allocated memory.
insert and delete, with a parameter indicating
the data element to be inserted into or deleted from
the synopsis.
query, whose parameters and behavior depend on
the synopsis type. For example, in a hash-table
synopsis this method might look for matching tuples
with a particular key value, while for a slidingwindow
synopsis this method might support a full
window scan.
So far in our system we have focused on slidings1
s s3 s4
Q1 Q2
Figure 2: Plans for queries Q1,Q2 over streams R,S,T.
window synopses, which keep a summary of the last
w (0 w 1) tuples of some intermediate stream.
One use of sliding-window synopses is to implement the
window specifications in our query language (Section 2).
For RANGE window specifications we cannot bound the
synopsis size, but for ROWS window specifications the
memory requirement M is determined by the tuple size
and number of rows w. Sliding-window synopses also
are used for approximation (Section 5), in which case
typically w is determined by the tuple size and memory
3.1 Example
Figure 3.1 illustrates plans for two queries, Q1 and Q2.
Together the plans contain three operators O1–O3, four
synopses s1–s4 (two per join operator), and four queues
q1–q4. Query Q1 is a selection over a join of two streams
R and S. Query Q2 is a join of three streams, R, S, and
T. The two plans share a subplan joining streams R and
S by sharing its output queue q3. Plan and queue sharing
is discussed in Section 3.2. Execution of query operators
is controlled by a global scheduler. When an operator O
is scheduled, control passes to O for a period currently
determined by number of tuples processed, although we
may later incorporate timeslice-based scheduling. Section
4.2 considers different scheduling algorithms and
their impact on resource utilization.
3.2 Resource Sharing in Query Plans
As illustrated in Figure 3.1, when continuous queries
contain common subexpressions we can share resources
and computation within their query plans, similar to
multi-query optimization and processing in a traditional
DBMS [14]. We have not yet focused on resource sharing
in our work—we have established a query plan architecture
that enables sharing, and we can combine plans
that have exact matching subexpressions. However, several
important topics are yet to be addressed:
For now we are considering resource sharing and
approximation separately. That is, we do not introduce
sharing that intrinsically introduces approximate
query results, such as merging subexpressions
with different window sizes, sampling rates, or filters.
Doing so may be a very effective technique
when resources are limited, but we have not yet explored
it in sufficient depth to report here.
Our techniques so far are based on exact common
subexpressions. Detecting and exploiting subexpression
containment is a topic of future work that poses
some novel challenges due to window specifications,
timestamps and ordering, and sampling in our query
The implementation of a shared queue (e.g., q3 in Figure
3.1) maintains a pointer to the first unread tuple for
each operator that reads from the queue, and it discards
tuples once they have been read by all parent operators.
Currently multiple queries accessing the same incoming
base data stream S “share” S as a common subexpression,
although we may decide ultimately that input
data streams should be treated separately from common
The number of tuples in a shared queue at any time
depends on the rate at which tuples are added to the
queue, and the rate at which the slowest parent operator
consumes the tuples. If two queries with a common
subexpression produce parent operators with very different
consumption rates, then it may be preferable not to
use a shared subplan. As an example, consider a queue
q output from a join operator J, and suppose J is very
unselective so it produces nearly the cross-product of its
inputs. If J’s parent P1 in one query is a “heavy consumer,”
then our scheduling algorithm (Section 4.2) is
likely to schedule J frequently in order to produce tuples
for P1 to consume. If J’s parent P2 in another query is a
“light consumer,” then the scheduler will scheduleJ less
frequently so tuples don’t proliferate in q. In this situation
it may not be beneficial for P1 and P2 to share a
common subplan rooted in J.
We have shown formally that although subplan sharing
may be suboptimal in the case of common subexpressions
with joins, for common subexpressions without
joins sharing always is preferable. Details are beyond
the scope of this paper.
When several operators read from the same queue, and
when more than one of those operators builds some kind
of synopsis, then it may be beneficial to introduce synopsis
sharing in addition to subplan sharing. A number
of interesting issues arise, most of which we have not yet
Which operator is responsible for managing the
shared synopsis (e.g., allocating memory, inserting
If the synopses required by the different operators are
not of identical types or sizes, is there a theory of
“synopsis subsumption” (and synopsis overlap) that
we can rely on?
If the synopses are identical, how do we cope with
the different rates at which operators may “consume”
data in the synopses?
Clearly we have much work to do in the area of resource
sharing. Note again that the issue of automatic
resource sharing is less crucial in a system like Aurora,
where resource sharing is primarily programmed by
users when they augment the current mega-plan.
4 Resource Management
Effective resource management is a key component of a
data stream management system, and it is a specific focus
of our project. There are a number of relevant resources
in a DSMS: memory, computation, I/O if disk is used,
and network bandwidth in a distributed DSMS. We are
focusing initially on memory consumed by query plan
synopses and queues,1 although some of our techniques
can be applied readily to other resources. Furthermore,
in many cases reducing memory overhead has a natural
side-effect of reducing other resource requirements
as well.
In this section we discuss two techniques we have
developed that can reduce memory overhead dramatically
during query execution. Neither of these techniques
compromises the precision of query results.
1. An algorithm for incorporating known constraints on
input data streams to reduce synopsis sizes. This
work is described in Section 4.1.
2. An algorithm for operator scheduling that minimizes
queue sizes. This work is described in Section 4.2.
In Section 5 we discuss approximation techniques, and
the important interaction between resource allocation
and approximation.
4.1 Exploiting Constraints Over Data Streams
So far we have not discussed exploiting data or arrival
characteristics of input streams during query processing.
Certainly we must be able to handle arbitrary streams,
but when we have additional information about streams,
1Disk also could be used for synopses and queues, although
in that case we might want to treat I/O as a separate resource
given its different performance characteristics, as in Aurora [5].
either by gathering statistics over time or through constraint
specifications at stream-registration time, we can
use this information to reduce resource requirements
without sacrificing query result precision. (An alternate
and more dynamic technique is for the streams to
contain punctuations, which specify run-time constraints
that also can be used to reduce resource requirements;
see [18].)
We have identified several types of constraints over
data streams, and for each constraint type we specify an
“adherence parameter” that captures how closely a given
stream or pair of streams adheres to a constraint of that
type. We have developed query plan construction and execution
algorithms that take stream constraints into account
in order to reduce synopsis sizes at query operators,
while still producing precise output streams. Using
our algorithm, the closer the streams adhere to the specified
constraints at run-time, the smaller the required synopses.
We have implemented our algorithm in a standalone
query processor in order to run experiments, and
our next step is to incorporate it into the STREAM prototype.
As a simple example, consider a continuous query
that joins a stream Orders (hereafter O) with a stream
Fulfillments (hereafter F) based on orderID and
itemID (orders may be fulfilled in multiple pieces), perhaps
to monitor average fulfillment delays. In the general
case, answering this query precisely requires synopses of
unbounded size [1]. However, if we know that all tuples
for a given orderID and itemID arrive on O before
the corresponding tuples arrive on F, then we need not
maintain a join synopsis for the F operand at all. Furthermore,
if F tuples arrive clustered by orderID, then
we need only save O tuples for a given orderID until the
next orderID is seen.
In practice, constraints may not be adhered to by data
streams strictly, even if they “usually” hold. For example,
we may expect tuples on stream F to be clustered
by orderID within a tolerance parameter k: no more than
k tuples with a different orderID appear between two tuples
with same orderID. Similarly, due to network delays
a tuple for a given orderID and itemID may arrive on F
before the corresponding tuple arrives on O, butwemay
be able to bound the time delay with a constant k. These
constants are the “adherence parameters” discussed earlier,
and it should be clear that the smaller the value of k,
the smaller the necessary synopses.
The constraints considered in our work are many-one
join and referential integrity constraints between two
streams, and clustered-arrival and ordered-arrival constraints
on individual streams. Our algorithm accepts
select-project-join queries over streams with arbitrary
constraints, and it produces a query plan that exploits
constraints to reduce synopsis sizes without compromising
precision. Details are beyond the scope of this paper.
4.2 Scheduling
Query plans are executed via a global scheduler, which
calls the run methods of query plan operators (Section
3) in order to make progress in moving tuples
through query plans and producing query results. Our
initial scheduler uses a simple round-robin scheme and
a single granularity for the run operator expressed as
the maximum number of tuples to be consumed from
the operator’s input queue before relinquishing control.
This simple scheduler gives us a functioning system but
clearly is far from optimal for most sets of query plans.
There are many possible objectives for the scheduler,
including stream-based variations of response time,
throughput, and (weighted) fairness among queries. For
our first cut at a more “intelligent” scheduler, we focused
on minimizing peak total queue size during query processing,
in keeping with our general project goal of coping
with limited resources.
Consider the following very simple example. Suppose
we have a query plan with two unary operators: O1 operates
on input queue q1, writing its results to queue q2
which is the input to operator O2. Suppose O1 takes one
time unit to operate on a batch of n tuples from q1, and
it has 20% selectivity, i.e., it introduces n=5 tuples into
q2 when consuming n tuples from q1. (Time units and
batches of n input tuples simplify exposition; their actual
values are not relevant to the overall reasoning in
our example.) Operator O2 takes one time unit to operate
on n=5 tuples, and let us assume that its output is
not queued by the system since it is the final result of
the query. Suppose that over the long-term the average
arrival rate of tuples at q1 is no more than n=2 tuples
per time unit, so all tuples can be processed and queues
will not grow without bound. (If queues do grow without
bound, eventually some form of load shedding must
occur, as discussed in Section 5.2.2.) However, tuple arrivals
may be bursty.
Here are two possible scheduling strategies:
1. Tuples are processed to completion in the order they
arrive at q1. Each batch of n tuples in q1 is processed
by O1 and then O2 based on arrival time, requiring
two time units overall.
2. If there is a batch of n tuples in q1, then O1 operates
on them using one time unit, producing n=5 new tuples
in q2. Otherwise, if there are any tuples in q2,
then up to n=5 of these tuples are operated on by O2,
requiring one time unit.
Suppose we have the following arrival pattern: n tuples
arrive at every time instant from = 1 to = 7, then no
tuples arrive from time = 8 through = 14. On average,
n=2 tuples arrive per unit of time, but with an initial
burst. The following table shows the total size of queues
q1 and q2 under the two scheduling strategies during the
burst, where each table entry is a multiplier for n.
Time 1 2 3 4 5 6 7
Strat. 1 1 1.2 2 2.2 3 3.2 4
Strat. 2 1 1.2 1.4 1.6 1.8 2.0 2.2
After time = 7, queue sizes for both strategies decline
until they reach 0 when time = 15. In this example,
both strategies finish at = 15, and Strategy 2 is clearly
preferable in terms of run-time memory overhead during
the burst.
We have designed a scheduling policy that provably
has near-optimal maximum total queue size and is based
roughly on the general property observed in our example:
Greedily schedule the operator that “consumes” the
largest number of tuples per time unit and is the most selective
(i.e., “produces” the fewest tuples). However, this
per-operator greedy approach may underutilize a highpriority
operator if the operators feeding it are low priority.
Therefore, we consider chains of operators within a
plan when making scheduling decisions. Details of our
scheduling algorithm and the proof of its near-optimality
are fairly involved and not presented due to space limitations.
Scheduling chains of operators also is being considered
in Aurora’s train scheduling algorithm [5], although
for entirely different reasons. Aurora’s objective is to improve
throughput by reducing context-switching between
operators, batching the processing of tuples through operators,
and reducing I/O overhead since their interoperator
queues may be written to disk. So far we have
considered minimizing memory-based peak queue sizes
as our only scheduling objective. Also, we have been
assuming a single thread of control shared among operators,
while Aurora considers multiple threads for different
operators. Eddies [2, 13] uses a scheduling criterion
similar to our per-operator greedy approach, but for routing
individual tuples through operator queues rather than
scheduling the execution of operators. Furthermore, like
Aurora the goal of Eddies is to maximize throughput, unlike
our goal of minimizing total queue size.
While our algorithm achieves queue-size minimization,
it may incur increased time to initial results. In our
example above, although both strategies finish processing
tuples at the same time, Strategy 1 generally has the
potential to produce initial results earlier than Strategy 2.
An important next step is to incorporate response time
and (weighted) fairness across queries into our scheduling
5 Approximations
The previous section described two complementary techniques
for reducing the memory overhead (synopses and
queue sizes respectively) required during query processing.
Even exploiting those techniques, it is our supposition
that the combination of:
multiple unbounded and possibly rapid incoming
data streams,
multiple complex continuous queries with timeliness
requirements, and
finite computation and memory resources
yields an environment where eventually the system will
not be able to provide continuous and timely exact answers
to all registered queries. Our goal is to build a
system that, under these circumstances, degrades gracefully
to approximate query answers. In this section we
present a number of approximation techniques, and we
discuss the close relationship between resource management
and approximation.
When conditions such as data rates and query load
change, the availability and best use of resources change
also. Our overall goal is to maximize query precision
by making the best use of available resources, and ultimately
to have the capability of doing so dynamically
and adaptively. Solving the overall problem (which further
includes inactive and weighted queries as discussed
in Section 2.4) involves a huge number of variables, and
certainly is intractable in the general case.
In the remainder of this section we propose some static
approximation (compile-time) techniques in Section 5.1
and some dynamic approximation (run-time, adaptive)
techniques in Section 5.2. In Section 5.3 we present
our first algorithm—largely theoretical at this point but a
good first step—for allocating memory in order to maximize
result precision.
In comparison with other systems for processing
queries over data streams, both the Telegraph [12] and
Niagara [9] projects do consider resource management
(largely dynamic in the case of Telegraph and static in
the case of Niagara), but not in the context of providing
approximate query answers when available resources are
insufficient. An important contribution was made in Aurora
[5] with the introduction of “QoS graphs” that capture
tradeoffs among precision, response time, resource
usage, and usefulness to the application. However, in
Aurora approximation currently appears to occur solely
through drop-boxes that perform load shedding as described
in Section 5.2.2.
5.1 Static Approximation
In static approximation, queries are modified when they
are submitted to the system so that they use fewer resources
at execution time. The advantages of static approximation
over dynamic approximation (discussed in
Section 5.2) are:
1. Assuming the statically optimized query is executed
precisely by the system, the user is guaranteed certain
query behavior. A user might even participate
in the process of static approximation, guiding or approving
the system’s query modifications.
2. Adaptive approximation techniques and continuous
monitoring of system activity are not required—the
query is modified once, before it begins execution.
The two static approximation techniques we consider are
window reduction and sampling rate reduction.
5.1.1 Window Reduction
Our query language includes a windowing clause for
specifying sliding windows on streams or on subqueries
producing streams (Section 2). By decreasing the size
of a window, or introducing a window where none was
specified originally, both memory and computation requirements
can be reduced. In fact, several proposals
for stream query languages automatically introduce
windows in all joins, sometimes referred to as band
joins, in order to bound the resource requirement, e.g.,
[5, 7, 12, 13, 20].
Suppose W is an operator that incorporates a window
specification, most commonly a windowed join. Reducing
W’s window size not only affects the resources used
by W, but it can have a ripple effect that propagates up
the operator tree—in general a smaller window results
in fewer tuples to be processed by the remainder of the
query plan. However, there are at least two cases where
we need to be careful:
IfW is a duplicate-elimination operator, then shrinking
W’s window can actually increase its output rate.
If W is part of the right-hand subtree of a negation
construct (e.g., NOT EXISTS or EXCEPT), then reducing
the size of W’s output may have the effect of
increasing output further up the query plan.
Fortunately, these “bad” cases can be detected statically
at query modification time, so the system can avoid introducing
or shrinking windows in these situations.
5.1.2 Sampling Rate Reduction
Analogous to shrinking window sizes, we can reduce
the sampling rate when a Sample clause (Section 2)
is applied to a stream or to a subquery producing a
stream. We can also introduce Sample clauses where
not present in the original query. Although changing the
sampling rate at an operator O will not reduce the resource
requirements of O, it will reduce the output rate.
We can also take an existing sample operator and push
it down the query plan. However, we must be careful
to ensure that we don’t introduce biased sampling when
we do so, especially in the presence of joins as discussed
in [8].
5.2 Dynamic Approximation
In our second and more challenging approach, dynamic
approximation, queries are unchanged, but the system
may not always provide precise query answers. Dynamic
approximation has some important advantages over static
The level of approximation can vary with fluctuations
in data rates and distributions, query workload, and
resource availability. In “times of plenty,” when loads
are low and resources are high, queries can be answered
precisely, with approximation occurring only
when absolutely necessary.
Approximation can occur at the plan operator level,
and decisions can be made based on the global set of
(possibly shared) query plans running in the system.
Of course a significant challenge from the usability
perspective is conveying to users or applications at any
given time what kind of approximation is being performed
on their queries, and some applications simply
may not want to cope with variable and unpredictable
accuracy. We are considering augmenting our query language
so users can specify tolerable imprecision (e.g.,
ranges of acceptable windowsizes, or ranges of sampling
rates), which offers a middle ground between static and
dynamic approximation.
The three dynamic approximation techniques we consider
are synopsis compression, which is roughly analogous
to window reduction in Section 5.1.1, sampling,
which is analogous to sampling rate reduction in Section
5.1.2, and load shedding.
5.2.1 Synopsis Compression
One technique for reducing the memory overhead of
a query plan is to reduce synopsis sizes at one or more
operators. Incorporating a sliding window into a synopsis
where no window is being used, or shrinking the
existing window, typically shrinks the synopsis. Doing
so is analogous to introducing windows or statically reducing
window sizes through query modification (Section
5.1.1). Note that if plan sharing is in place then modifying
a single window dynamically may affect multiple
queries, and if sophisticated synopsis-sharing algorithms
are being used then different queries may be affected in
different ways.
There are other methods for reducing synopsis size,
including maintaining a sample of the intended synopsis
content (which is not always equivalent to inserting
a sample operator into the query plan), using histograms
[17] or compressed wavelets [11] when the synopsis
is used for aggregation or even for a join [6], and
using Bloom filters [4] for duplicate elimination, set difference,
or set intersection.
All of these techniques share the property that memory
use is flexible, and it can be traded against precision
statically or on-the-fly. Some of the techniques provide
error guarantees, e.g., [11], however we have not solved
the general problem of conveying accuracy to users dynamically.
5.2.2 Sampling and Load Shedding
The two primary consumers of memory in our query
plans are synopses and queues (recall Section 3). In the
previous subsection we discussed approximation techniques
that reduce synopsis sizes (which may as a sideeffect
reduce queue sizes). In this section we mention
approximation techniques that reduce queue sizes (which
may as a side-effect reduce synopsis sizes).
One technique is to introduce one or more sample operators
into the query plan, or to reduce the sampling
rate at existing operators. This approach is the dynamic
analogue of introducing sampling or statically reducing
a sampling rate through query modification (Section
5.1.1), although again we note that when plan sharing
is in place one sampling rate may affect multiple
We can also simply drop tuples from queues when the
queues grow too large, a technique sometimes referred
to as load shedding [5]. Load shedding at queues differs
from sampling at operators since load shedding may
drop chunks of tuples at a time, instead of eliminating
tuples probabilistically. Both are effective techniques for
reducing queue sizes. While sampling may be more “unbiased,”
dropping chunks of tuples may be easier to implement
and to make decisions about dynamically.
5.3 Resource Allocation toMaximize Precision
In this subsection we present our preliminary work on
allocating resources to query plans with the objective
of maximizing result precision. The work is applicable
whenever resource limitations are expected to force approximate
query results. We address a restricted scenario
for now, but we believe our approach provides a solid basis
for more general algorithms. Consider one query, and
assume the query plan is provided or the system has already
selected a “best” query plan. Plans are expressed
using the operators of relational algebra (including set
difference, which as usual introduces some challenges).
We use a simple model of precision that measures the
accuracy of a query result as its average rate of false positives
and false negatives.
We give a brief overview of our approach and algorithm.
Let us assume that each operator in a query plan
has a known function from resources to precision, typically
based on one or more of the approximation methods
that reduce synopsis sizes discussed earlier in this section.
(We have encoded a number of realistic functions
from memory to precision for several relational operators,
but details are beyond the scope of this paper.) Further
suppose that we know how to compute precision for
a plan from precision for its constituent operators—we
will discuss this computation shortly. Finally, assume we
have fixed total resources. (Resources can be of any type
as long as they can be expressed and allocated numerically.)
Then our goal of allocating resources to operators
in order to maximize overall query precision can be expressed
as a nonlinear optimization problem for which
we use a packaged solver, although we are optimistic
about finding a more efficient formulation.
In the language handled by our resource allocation algorithm,
all operators and plans produce a stream of output
tuples, although ordering is not relevant for the operators
we consider. The precision of a stream—either a
result stream or a stream within a query plan—is defined
by (FP,FN), where FP 2 [0; 1] and FN 2 [0; 1]. FP captures
the false positive rate: the probability that an output
stream tuple is incorrect. FN captures the false negative
rate: the probability, for each correct output stream tuple,
that there is another correct tuple that was missed.
(FP,FN) also can denote the precision of an operator,
with the interpretation that the operator produces a result
stream with (FP,FN) precision when given input(s) with
(0,0) (exact) precision. In all cases, FP and FN denote
expected (mean) precision values over time.
We assume that all plan operators map allocated resources
to precision specifications (FP,FN). Currently
we do not depend on monotonicity—i.e., we do not assume
that more resources result in lower values for FP
and FN—although we can expect monotonicity to hold
and are investigating whether it may help us in our numerical
solver. We have devised (and shown to be correct,
both mathematically and empirically) fairly complex
formulas that, for each operator type, compute output
stream precision (FP,FN) values from the precision
of the input streams and the precision of the operator itself.
We assume the base input streams to a query have exact
precision, i.e., (0,0). We apply our formulas bottomup
to the query plan, feeding the result to the numerical
solver which produces the optimal resource allocation.
The next steps in this work are to incorporate variance
into our precision model, to extend the model to include
value-based precision so we can handle operators such
as aggregation, and eventually to couple plan generation
with resource allocation.
5.4 ResourceManagement and Approximation:
Recall that our overall goal is to manage resources carefully,
and to perform approximation in the face of resource
limitations in a flexible, usable, and principled
manner. We want solutions that perform static approximation
based on predictable resource availability (Sections
5.1 and 5.3), and we want alternate solutions that
perform dynamic approximation and resource allocation
to maximize the use of available resources and adapt
to changes in data rates and query loads (Section 5.2).
Although we have solved some pieces of the problem
in limited environments, many important challenges lie
ahead; for example:
We need a means of monitoring synopsis and queue
sizes and determining when dynamic reduction measures
(e.g., window size reduction, load shedding)
should kick in.
Even if we have a good algorithm for initial allocation
of memory to synopses and queues, we
need a reallocation algorithm to handle the inevitable
changes in data rates and distributions.
The ability to add, delete, activate, and deactivate
queries at any time forces all resource allocation
schemes, including static ones, to provide a means
of making incremental changes.
It is clear to us that no system will provide a completely
general and optimal solution to the problems
posed here, particularly in the dynamic case. However,
we will continue to chip away at important pieces of the
problem, with (we hope) the end result being a cohesive
system that achieves good performance and usable, understandable
6 Implementation and Interfaces
Since we are developing the STREAM prototype from
scratch we have the opportunity to create an extensible
and flexible software architecture, and to provide useful
interfaces for system developers and “power users” to visualize
and influence system behavior. Here we cover
three features of our design: our generic entities, our encoding
of query plans, and the system interface. Collectively,
these features form the start of a comprehensive
“workbench” we envision for programming and interacting
with the DSMS.
6.1 Entities and Control Tables
In the implementation of our system, operators, queues,
and synopses all are subclasses of a generic Entity
class. Each entity has a table of attribute-values pairs
called its Control Table (CT for short), and each entity
exports an interface to query and update its CT. The CT
serves two purposes in our system so far. First, some CT
attributes are used to dynamically control the behavior of
an entity. For example, the amount of memory used by
a synopsis S can be controlled by updating the value of
attribute Memory in S’s control table. Second, some CT
attributes are used to collect statistics about entity behavior.
For example, the number of tuples that have passed
through a queue q is stored in attribute Count of q’s
control table. These statistics are available for resource
management and for user-level system monitoring. It is
a simple matter to add new attributes to a CT as needs
arise, offering convenient extensibility.
6.2 Query Plans
We want to be able to create, view, understand, and manually
edit query plans in order to explore various aspects
of query optimization. Our query plans are implemented
as networks of entities as described in the previous section,
stored in main memory. A graphical interface is
provided for creating and viewing plans, and for adjusting
attributes of operators, queues, and synopses. The interface
was very easy to implement based on our generic
CT structure, since the same code could be used for most
query plan elements.
Query plansmay be viewed and edited even as queries
are running. Currently we do not support viewing of data
moving through query plans, although we certainly are
planning this feature for the future. Since continuous
queries in a DSMS should be persistent, main-memory
plan structures are mirrored in XML files, which were
easy to design again based on CT attribute-value pairs.
Plans are loaded at system startup, and any modifications
to plans during system execution are reflected in the corresponding
XML. Of course users are free to create and
edit XML plans offline.
6.3 Programmatic and Human Interfaces
Rather than creating a traditional application programming
interface (API), we provide a web interface to the
DSMS through direct HTTP (and we are planning to expose
the system as a web service through SOAP [22]).
Remote applications can be written in any language and
on any platform. They can register queries, they can request
and update CT attribute values, and they can receive
the results of a query as a streaming HTTP response
in XML. For human users, we have developed a webbased
GUI exposing the same functionality.
7 Conclusion and Acknowledgments
A system realizing the techniques described in this
paper is being developed at Stanford. Please
which also contains links to papers expanding on several
of the topics covered in this paper, including the
query language, exploiting constraints, operator scheduling,
and resource allocation.
We are grateful to Aris Gionis, Jon McAlister, Liadan
O’Callaghan, Qi Sun, and Jeff Ullman for their participation
in the STREAM project, and to Bruce Lindsay for
his excellent suggestion about heartbeats.
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