Efficient Processing of Window Functions in Analytical SQL Queries Viktor Leis Kan Kundhikanjana Technische Universitat¨ Munchen¨ Technische Universitat¨ Munchen¨
[email protected] [email protected] Alfons Kemper Thomas Neumann Technische Universitat¨ Munchen¨ Technische Universitat¨ Munchen¨
[email protected] [email protected] ABSTRACT select location, time, value, abs(value- (avg(value) over w))/(stddev(value) over w) Window functions, also known as analytic OLAP functions, have from measurement been part of the SQL standard for more than a decade and are now a window w as ( widely-used feature. Window functions allow to elegantly express partition by location many useful query types including time series analysis, ranking, order by time percentiles, moving averages, and cumulative sums. Formulating range between 5 preceding and 5 following) such queries in plain SQL-92 is usually both cumbersome and in- efficient. The query normalizes each measurement by subtracting the aver- Despite being supported by all major database systems, there age and dividing by the standard deviation. Both aggregates are have been few publications that describe how to implement an effi- computed over a window of 5 time units around the time of the cient relational window operator. This work aims at filling this gap measurement and at the same location. Without window functions, by presenting an efficient and general algorithm for the window it is possible to state the query as follows: operator. Our algorithm is optimized for high-performance main- memory database systems and has excellent performance on mod- select location, time, value, abs(value- ern multi-core CPUs. We show how to fully parallelize all phases (select avg(value) of the operator in order to effectively scale for arbitrary input dis- from measurement m2 tributions.