jm + summaries + quantiles   1

'A Log-Linear Histogram Data Structure for IT Infrastructure Monitoring, Heinrich Hartmann, Theo Schlossnagle, (Submitted on 17 Jan 2020).

The circllhist histogram is a fast and memory efficient data structure for summarizing large numbers of latency measurements. It is particularly suited for applications in IT infrastructure monitoring, and provides nano-second data insertion, full mergeability, accurate approximation of quantiles with a-priori bounds on the relative error.

Open-source implementations are available for C/lua/python/Go/Java/JavaScript.'

The paper compares it against 'alternative data-structures which are employed in practice for aggregated quantile calculations: Prometheus Histograms, t-digest, [Gil Tene's] HDR Histograms, and DDSketches'
histograms  aggregation  quantiles  percentiles  measurement  graphs  data-structures  summaries  latency  monitoring  approximation  papers 
8 weeks ago by jm

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