Ryan Nienhuis shows how to implement Amazon Kinesis Analytics:
As I covered in the first post, streaming data is continuously generated; therefore, you need to specify bounds when processing data to make your result set deterministic. Some SQL statements operate on individual rows and have natural bounds, such as a continuous filter that evaluates each row based upon a defined SQL WHERE clause. However, SQL statements that process data across rows need to have set bounds, such as calculating the average of particular column. The mechanism that provides these bounds is a window.
Windows are important because they define the bounds for which you want your query to operate. The starting bound is usually the current row that Amazon Kinesis Analytics is processing, and the window defines the ending bound.
Windows are required with any query that works across rows, because the in-application stream is unbounded and windows provide a mechanism to bind the result set and make the query deterministic. Analytics supports three types of windows: tumbling, sliding, and custom.
The concepts here are very similar to Azure’s Stream Analytics.