jm + streams + waves   2

good blog post on histogram-estimation stream processing algorithms
After reviewing several dozen papers, a score or so in depth, I identified two data structures that appear to enable us to answer these recency and frequency queries: exponential histograms (from "Maintaining Stream Statistics Over Sliding Windows" by Datar et al.) and waves (from "Distributed Streams Algorithms for Sliding Windows" by Gibbons and Tirthapura). Both of these data structures are used to solve the so-called counting problem, the problem of determining, with a bound on the relative error, the number of 1s in the last N units of time. In other words, the data structures are able to answer the question: how many 1s appeared in the last n units of time within a factor of Error (e.g., 50%). The algorithms are neat, so I'll present them briefly.
streams  streaming  stream-processing  histograms  percentiles  estimation  waves  statistics  algorithms 
february 2013 by jm
Distributed Streams Algorithms for Sliding Windows [PDF]
'Massive data sets often arise as physically distributed, parallel data streams, and it is important to estimate various aggregates and statistics on the union of these streams. This paper presents algorithms for estimating aggregate
functions over a “sliding window” of the N most recent data items in one or more streams. [...] Our results are obtained using a novel family of synopsis data structures called waves.'
waves  papers  streaming  algorithms  percentiles  histogram  distcomp  distributed  aggregation  statistics  estimation  streams 
february 2013 by jm

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