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From Luc Maisonobe <Luc.Maison...@free.fr>
Subject [math] Re: running average of a rate
Date Mon, 14 Mar 2011 19:34:02 GMT
Le 14/03/2011 15:33, Benson Margulies a écrit :
> Please excuse the following ignorant question.
> 
> I want to maintain summary statistics of a rate. At each 'event', I
> know the number of characters and the time it took to process them,
> and I want to maintain summary statistics for the rate of
> chars/second. I imagine that I'm missing something basic, but I don't
> see how to do this.

You should define some windows width, either in terms of a time span
(all events in the last n seconds) or in terms of number of events (last
n events).

In [math], we do not provide (yet) anything for maintaining such a data
structure, you'll have to maintain the events in this slot by yourself,
with something similar to a FIFO.

When you have your data available, each time a new event is added or
removed from the ones that belong to the window, you can fetch compute
the statistics you want on this data (min, max, mean, median, standard
deviation ...) and wait for next addition/removel to recompute it again.

Another thing we discussed some months ago (but did not implement yet)
is a way to compute an approximation of percentiles in a flow of data
without storing them. There is an interesting algorithm for it that was
developed for the needs of telecommunication companies, I think it may
be of interest to you. This would provide results like : currently 95%
of the characters are processed in n milliseconds. would you be
interested in us implementing this feature ?

Luc

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