Electrical Engineering
      and Computer Sciences

Electrical Engineering and Computer Sciences

COLLEGE OF ENGINEERING

UC Berkeley

Continuous Query Processing with Real-Valued Functions

Matthew Denny and Michael J. Franklin

EECS Department
University of California, Berkeley
Technical Report No. UCB/CSD-04-1312
March 2004

http://www.eecs.berkeley.edu/Pubs/TechRpts/2004/CSD-04-1312.pdf

Many analysis applications in areas such as finance and energy monitoring require the repeated execution of expensive modeling functions over streams of rapidly changing data. These applications can often be expressed declaratively, but current continuous query processing technology does not provide adequate performance in the presence of these expensive functions. For important classes of real-valued functions evaluated in predicates, we use Taylor approximations to determine ranges of stream inputs for which the system knows the outcome of the predicates for potential query results. We show how to integrate this technique into a prototype continuous query processor. We then report on experiments for a financial application using real bond market data. The experiments show that our techniques significantly reduce the number of function calls compared to traditional memoization.


BibTeX citation:

@techreport{Denny:CSD-04-1312,
    Author = {Denny, Matthew and Franklin, Michael J.},
    Title = {Continuous Query Processing with Real-Valued Functions},
    Institution = {EECS Department, University of California, Berkeley},
    Year = {2004},
    Month = {Mar},
    URL = {http://www.eecs.berkeley.edu/Pubs/TechRpts/2004/5591.html},
    Number = {UCB/CSD-04-1312},
    Abstract = {Many analysis applications in areas such as finance and energy monitoring require the repeated execution of expensive modeling functions over streams of rapidly changing data. These applications can often be expressed declaratively, but current continuous query processing technology does not provide adequate performance in the presence of these expensive functions. For important classes of real-valued functions evaluated in predicates, we use Taylor approximations to determine ranges of stream inputs for which the system knows the outcome of the predicates for potential query results. We show how to integrate this technique into a prototype continuous query processor. We then report on experiments for a financial application using real bond market data. The experiments show that our techniques significantly reduce the number of function calls compared to traditional memoization.}
}

EndNote citation:

%0 Report
%A Denny, Matthew
%A Franklin, Michael J.
%T Continuous Query Processing with Real-Valued Functions
%I EECS Department, University of California, Berkeley
%D 2004
%@ UCB/CSD-04-1312
%U http://www.eecs.berkeley.edu/Pubs/TechRpts/2004/5591.html
%F Denny:CSD-04-1312