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  1. Given an input stream of size N , a -heavy hiter is an item that occurs at least N times in S. The problem of finding heavy-hitters is extensively studied in the database literature. We study a real-time heavy-hitters variant in which an element must be reported shortly after we see its T = N - th occurrence (and hence becomes a heavy hitter). We call this the Timely Event Detection (TED) Problem. The TED problem models the needs of many real-world monitoring systems, which demand accurate (i.e., no false negatives) and timely reporting of all events from large, high-speed streams, and with a low reporting threshold (high sensitivity). Like the classic heavy-hitters problem, solving the TED problem without false-positives requires large space ((N ) words). Thus in-RAM heavy-hitters algorithms typically sacrfice accuracy (i.e., allow false positives), sensitivity, or timeliness (i.e., use multiple passes). We show how to adapt heavy-hitters algorithms to exter- nal memory to solve the TED problem on large high-speed streams while guaranteeing accuracy, sensitivity, and timeli- ness. Our data structures are limited only by I/O-bandwidth (not latency) and support a tunable trade-off between report- ing delay and I/O overhead. With a small bounded reporting delay, ourmore »algorithms incur only a logarithmic I/O overhead. We implement and validate our data structures empirically using the Firehose streaming benchmark. Multi-threaded ver- sions of our structures can scale to process 11M observations per second before becoming CPU bound. In comparison, a naive adaptation of the standard heavy-hitters algorithm to external memory would be limited by the storage device’s random I/O throughput, i.e., approx 100K observations per second.« less
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