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From Phil Steitz <p...@steitz.com>
Subject Re: [Jakarta Commons Wiki] Updated: MathWishList
Date Mon, 27 Sep 2004 02:43:10 GMT
commons-dev@jakarta.apache.org wrote:

> * "Rolling" statistics with large windows but limited storage
> [http://nagoya.apache.org/eyebrowse/ReadMsg?listName=commons-dev@jakarta.apache.org&msgId=1312178]
* I don't understand; we already have some storage-less
> statistics.  What am I missing from the post you refer to? -- AlChou
> 
The article referenced in the post (E. J. Wegman and D.J. Marchette, "On
Some Techniques for Streaming Data:  A Case Study of Internet Packet
Headers" Journal of Computational and Graphical Statistics,  vol. 12, no.
4, Dec. 2003) presents smoothing techniques that allow you to achieve a
similar effect to what our "rolling" statistics provide (which store and
manage the full window's worth of data) without storing the data in the
window.

It also presents a method for recursively updating kernel density
estimates, btw, which could improve the klunky, multi-pass algorithm 
currently used by EmpiricalDistributionImpl.

Phil

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