-
Notifications
You must be signed in to change notification settings - Fork 3
dgryski/go-fastquantiles
Folders and files
Name | Name | Last commit message | Last commit date | |
---|---|---|---|---|
Repository files navigation
Approximate streaming quantiles NOTE: THIS CODE IS CURRENTLY BROKEN For a fast streaming quantile implementation, please see http://github.com/dgryski/go-gk My goal is to implement: "A Fast Algorithm for Approximate Quantiles in High Speed Data Streams" (Qi Zhang and Wei Wang, 2007). http://www.cs.unc.edu/~zhangq/PUBLICATIONS/SSDBM07-Qi%20Zhang-FastQStream.pdf Course notes: http://www.mathcs.emory.edu/~cheung/Courses/584-StreamDB/Syllabus/08-Quantile/Zhang.html http://www.mathcs.emory.edu/~cheung/Courses/584-StreamDB/Syllabus/08-Quantile/Zhang2.html Zhang/Wang is based on the algorithm in "Space-Efficient Online Computation of Quantile Summaries" (Greenwald, Khanna, 2001) http://infolab.stanford.edu/~datar/courses/cs361a/papers/quantiles.pdf So I decided to start with GK. There's a good overview at http://papercruncher.com/2010/03/02/stream-algorithms-order-statistics/ and more detailed notes at http://www.mathcs.emory.edu/~cheung/Courses/584-StreamDB/Syllabus/08-Quantile/Greenwald.html http://www.mathcs.emory.edu/~cheung/Courses/584-StreamDB/Syllabus/08-Quantile/Greenwald2.html The MERGE algorithm is taken from "Continuously Maintaining Quantile Summaries of the Most Recent N Elements over a Data Stream" (Lin, H. Lu, J. Xu, and J.X. Yu, 2004) http://www.cs.ubc.ca/~xujian/paper/quant.pdf
About
approximate streaming quantiles
Resources
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published