Sequential fixed-point quantile estimation
US8000929B2 · kind B2 · utility
Assignee
Inventors
Key dates
| Filing date | Aug 28, 2008 |
| Grant date | Aug 16, 2011 |
| Priority date | — |
| Expiry date | Dec 16, 2029 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06F17/18
- WIPO fieldComputer technology
- WIPO sectorElectrical engineering
Abstract
Disclosed are method and apparatus for calculating a quantile estimate of a data stream. A quantile estimate is calculated iteratively by calculating a first quantile estimate and then calculating a second quantile estimate by adding a first update increment to the first estimate. A first observation sample is acquired. A first quantile estimate and a first standard deviation estimate are set to the sample quantile and the sample standard deviation of the first observation sample. A second observation sample is then acquired. A second standard deviation estimate is calculated based at least in part on the first standard deviation estimate and the sample standard deviation of the second observation sample. A first update increment is calculated based at least in part on the second observation sample and based at least in part on the product of the second standard deviation estimate times a log odds ratio function.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.