The P 2 algorithm for dynamic calculation of quantiles and histograms without storing observations

A heuristic algorithm is proposed for dynamic calculation of the median and other quantiles. The estimates are produced dynamically as the observations are generated. The observations are not stored; therefore, the algorithm has a very small and fixed storage requirement regardless of the number of...

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Bibliographic Details
Published inCommunications of the ACM Vol. 28; no. 10; pp. 1076 - 1085
Main Authors Jain, Raj, Chlamtac, Imrich
Format Magazine Article
LanguageEnglish
Published 01.10.1985
Online AccessGet full text
ISSN0001-0782
1557-7317
1557-7317
DOI10.1145/4372.4378

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Summary:A heuristic algorithm is proposed for dynamic calculation of the median and other quantiles. The estimates are produced dynamically as the observations are generated. The observations are not stored; therefore, the algorithm has a very small and fixed storage requirement regardless of the number of observations. This makes it ideal for implementing in a quantile chip that can be used in industrial controllers and recorders. The algorithm is further extended to histogram plotting. The accuracy of the algorithm is analyzed.
ISSN:0001-0782
1557-7317
1557-7317
DOI:10.1145/4372.4378