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From Phil Steitz <>
Subject Re: [math] Re: running average of a rate
Date Mon, 14 Mar 2011 20:42:37 GMT
On 3/14/11 12:34 PM, Luc Maisonobe wrote:
> 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.

I am not sure I understand what the problem is exactly, but if what
you need is simply "rolling" statistics, where a dataset of 0,...,n
values are maintained with the newest values replacing the oldest,
we do in fact support that in

> 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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