Event stream processing (ESP) applications enable the real-time processing of continuous flows of data. Algorithmic trading, network monitoring, and processing data from sensor networks are good examples of applications that traditionally rely upon ESP systems. In addition, technological advances are resulting in an increasing number of devices that are network enabled, producing information that can be automatically collected and processed. This increasing availability of on-line data motivates the development of new and more sophisticated applications that require low-latency processing of large volumes of data. ESP applications are composed of an acyclic graph of operators that is traversed by the data. Inside each operator, the events can be transformed, aggregated, enriched, or filtered out. Some of these operations depend only on the current input events, such operations are called stateless. Other operations, however, depend not only on the current event, but also on a state built during the processing of previous events. Such operations are, therefore, named stateful. As the number of ESP applications grows, there are increasingly strong requirements, which are often difficult to satisfy. In this dissertation, we address two challenges created by the use of stateful operations in a ESP application: (i) stateful operators can be bottlenecks because they are sensitive to the order of events and cannot be trivially parallelized by replication; and (ii), if failures are to be tolerated, the accumulated state of an stateful operator needs to be saved, saving this state traditionally imposes considerable performance costs. Our approach is to evaluate the use of speculation to address these two issues. For handling ordering and parallelization issues in a stateful operator, we propose a speculative approach that both reduces latency when the operator must wait for the correct ordering of the events and improves throughput when the operation in hand is parallelizable. In addition, our approach does not require that user understand concurrent programming or that he or she needs to consider out-of-order execution when writing the operations. For fault-tolerant applications, traditional approaches have imposed prohibitive performance costs due to pessimistic schemes. We extend such approaches, using speculation to mask the cost of fault tolerance.

Event stream processing (ESP) applications enable the real-time processing of continuous flows of data. Algorithmic trading, network monitoring, and processing data from sensor networks are good examples of applications that traditionally rely upon ESP systems. In addition, technological advances are resulting in an increasing number of devices that are network enabled, producing information that can be automatically collected and processed. This increasing availability of on-line data motivates the development of new and more sophisticated applications that require low-latency processing of large volumes of data. ESP applications are composed of an acyclic graph of operators that is traversed by the data. Inside each operator, the events can be transformed, aggregated, enriched, or filtered out. Some of these operations depend only on the current input events, such operations are called stateless. Other operations, however, depend not only on the current event, but also on a state built during the processing of previous events. Such operations are, therefore, named stateful. As the number of ESP applications grows, there are increasingly strong requirements, which are often difficult to satisfy. In this dissertation, we address two challenges created by the use of stateful operations in a ESP application: (i) stateful operators can be bottlenecks because they are sensitive to the order of events and cannot be trivially parallelized by replication; and (ii), if failures are to be tolerated, the accumulated state of an stateful operator needs to be saved, saving this state traditionally imposes considerable performance costs. Our approach is to evaluate the use of speculation to address these two issues. For handling ordering and parallelization issues in a stateful operator, we propose a speculative approach that both reduces latency when the operator must wait for the correct ordering of the events and improves throughput when the operation in hand is parallelizable. In addition, our approach does not require that user understand concurrent programming or that he or she needs to consider out-of-order execution when writing the operations. For fault-tolerant applications, traditional approaches have imposed prohibitive performance costs due to pessimistic schemes. We extend such approaches, using speculation to mask the cost of fault tolerance.:1 Introduction 1 1.1 Event stream processing systems ......................... 1 1.2 Running example ................................. 3 1.3 Challenges and contributions ........................... 4 1.4 Outline ...................................... 6 2 Background 7 2.1 Event stream processing ............................. 7 2.1.1 State in operators: Windows and synopses ............................ 8 2.1.2 Types of operators ............................ 12 2.1.3 Our prototype system........................... 13 2.2 Software transactional memory.......................... 18 2.2.1 Overview ................................. 18 2.2.2 Memory operations............................ 19 2.3 Fault tolerance in distributed systems ...................................... 23 2.3.1 Failure model and failure detection ...................................... 23 2.3.2 Recovery semantics............................ 24 2.3.3 Active and passive replication ...................... 24 2.4 Summary ..................................... 26 3 Extending event stream processing systems with speculation 27 3.1 Motivation..................................... 27 3.2 Goals ....................................... 28 3.3 Local versus distributed speculation ....................... 29 3.4 Models and assumptions ............................. 29 3.4.1 Operators................................. 30 3.4.2 Events................................... 30 3.4.3 Failures .................................. 31 4 Local speculation 33 4.1 Overview ..................................... 33 4.2 Requirements ................................... 35 4.2.1 Order ................................... 35 4.2.2 Aborts................................... 37 4.2.3 Optimism control ............................. 38 4.2.4 Notifications ............................... 39 4.3 Applications.................................... 40 4.3.1 Out-of-order processing ......................... 40 4.3.2 Optimistic parallelization......................... 42 4.4 Extensions..................................... 44 4.4.1 Avoiding unnecessary aborts ....................... 44 4.4.2 Making aborts unnecessary........................ 45 4.5 Evaluation..................................... 47 4.5.1 Overhead of speculation ......................... 47 4.5.2 Cost of misspeculation .......................... 50 4.5.3 Out-of-order and parallel processing micro benchmarks ........... 53 4.5.4 Behavior with example operators .................... 57 4.6 Summary ..................................... 60 5 Distributed speculation 63 5.1 Overview ..................................... 63 5.2 Requirements ................................... 64 5.2.1 Speculative events ............................ 64 5.2.2 Speculative accesses ........................... 69 5.2.3 Reliable ordered broadcast with optimistic delivery .................. 72 5.3 Applications .................................... 75 5.3.1 Passive replication and rollback recovery ................................ 75 5.3.2 Active replication ............................. 80 5.4 Extensions ..................................... 82 5.4.1 Active replication and software bugs ..................................... 82 5.4.2 Enabling operators to output multiple events ........................ 87 5.5 Evaluation .................................... 87 5.5.1 Passive replication ............................ 88 5.5.2 Active replication ............................. 88 5.6 Summary ..................................... 93 6 Related work 95 6.1 Event stream processing engines ......................... 95 6.2 Parallelization and optimistic computing ................................ 97 6.2.1 Speculation ................................ 97 6.2.2 Optimistic parallelization ......................... 98 6.2.3 Parallelization in event processing .................................... 99 6.2.4 Speculation in event processing ..................... 99 6.3 Fault tolerance .................................. 100 6.3.1 Passive replication and rollback recovery ............................... 100 6.3.2 Active replication ............................ 101 6.3.3 Fault tolerance in event stream processing systems ............. 103 7 Conclusions 105 7.1 Summary of contributions ............................ 105 7.2 Challenges and future work ............................ 106 Appendices Publications 107 Pseudocode for the consensus protocol 109

The ability to efficiently analyze changing data is a key requirement of many real-time analytics applications. In prior work, we have proposed general dynamic Yannakakis (GDYN), a general framework for dynamically processing acyclic conjunctive queries with θ-joins in the presence of data updates. Whereas traditional approaches face a trade-off between materialization of subresults (to avoid inefficient recomputation) and recomputation of subresults (to avoid the potentially large space overhead of materialization), GDYN is able to avoid this trade-off. It intelligently maintains a succinct data structure that supports efficient maintenance under updates and from which the full query result can quickly be enumerated. In this paper, we consolidate and extend the development of GDYN. First, we give full formal proof of GDYN ’s correctness and complexity. Second, we present a novel algorithm for computing GDYN query plans. Finally, we instantiate GDYN to the case where all θ-joins are inequalities and present extended experimental comparison against state-of-the-art engines. Our approach performs consistently better than the competitor systems with multiple orders of magnitude improvements in both time and memory consumption.