1. A method implemented on at least one machine each having at least one processor, storage, and a communication platform connected to a network for event state management in stream processing, the method comprising: creating a batch of events from a plurality of input events, wherein the batch is associated with a state and is to be processed in one or more stages; storing the hatch of events in a persistent storage; updating the state associated with the batch based on results of processing the batch in the one or more stages; and retrieving the state associated with the batch.