Efficient Summing over Sliding Windows
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Abstract: This paper considers the problem of maintaining statistic aggregates over the last W elements of a data stream. First, the problem of counting the number of 1's in the last W bits of a binary stream is considered. A lower bound of {Omega}(1/{epsilon} + log W) memory bits for W{epsilon}-additive approximations is derived. This is followed by an algorithm whose memory consumption is O(1/{epsilon} + log W) bits, indicating that the algorithm is optimal and that the bound is tight. Next, the more general problem of maintaining a sum of the last W integers, each in the range of {0,1,...,R}, is addressed. The paper shows that approximating the sum within an additive error of RW{epsilon} can also be done using {Theta}(1/{epsilon} + log W) bits for {epsilon}={Omega}(1/W). For {epsilon}=o(1/W), we present a succinct algorithm which uses B(1 + o(1)) bits, where B={Theta}(Wlog(1/W{epsilon})) is the derived lower bound. We show that all lower bounds generalize to randomized algorithms as well. All algorithms process new elements and answer queries in O(1) worst-case time.
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