Predicate result range caching for continuous queries

Many analysis and monitoring applications require the repeated execution of expensive modeling functions over streams of rapidly changing data. These applications can often be expressed declaratively, but the continuous query processors developed to date are not designed to optimize queries with expensive functions. To speed up such queries, we present CASPER: the CAching System for PrEdicate Result ranges. CASPER computes and caches predicate result ranges, which are ranges of stream input values where the system knows the results of expensive predicate evaluations. Over time, CASPER expands ranges so that they are more likely to contain future stream values. This paper presents the CASPER architecture, as well as algorithms for computing and expanding ranges for a large class of predicates. We demonstrate the effectiveness of CASPER using a prototype implementation and a financial application using real bond market data.