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Media type:
E-Article
Title:
The P 2 algorithm for dynamic calculation of quantiles and histograms without storing observations
Contributor:
Jain, Raj;
Chlamtac, Imrich
imprint:
Association for Computing Machinery (ACM), 1985
Published in:Communications of the ACM
Language:
English
DOI:
10.1145/4372.4378
ISSN:
0001-0782;
1557-7317
Origination:
Footnote:
Description:
<jats:p>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.</jats:p>