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arXiv · 2608.23087

Closed-Form Predicate-Level Shapley Attribution for Sliding-Window Aggregates

Abstract

Streaming engines report sliding-window aggregates in real time, but they do not explain \emph{why} an aggregate takes its current value. A natural target is the Shapley value from cooperative game theory, which axiomatically distributes an aggregate among the tuples in the window. Practitioners, however, ask predicate-level questions (e.g., how much a region or customer tier contributed to an average or variance spike). Exact Shapley computation is exponential in the window size, and existing estimators discard the massive overlap between consecutive windows. We show that for SUM, COUNT, AVG, and population/sample variance, exact predicate-level Shapley values admit closed forms in three additively maintained summaries per predicate (count, sum, and sum of squares), with coefficients that depend only on two running harmonic numbers. Attribution therefore reduces to $O(1)$ summary updates per slide for registered predicates, with no coalition enumeration. Overlapping and compositional predicates are answered exactly via atomic refinement of Boolean signatures. We further characterize the phenomenon: every moment-polynomial aggregate admits such a form, while MAX, MIN, and quantiles provably do not at any fixed moment order. Experiments match brute-force Shapley values to floating-point precision on over $10{,}000$ windows, sustain $\approx\!2\,μ$s per slide up to $N=10^6$ ($3{,}200\times$ faster than per-window recomputation of the same formulas), and explain a nighttime fare spike on 2.9M NYC taxi trips at $\approx\!1.8$M summary updates per second.

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BibTeXRIS

Pouya Khani, Ira Assent. 2026-08-24. Closed-Form Predicate-Level Shapley Attribution for Sliding-Window Aggregates. https://arxiv.org/abs/2608.23087

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