Method and apparatus for incremental tracking of multiple quantiles
US8589329B2 · kind B2 · utility
Assignee
Inventors
Key dates
| Filing date | Aug 24, 2009 |
| Grant date | Nov 19, 2013 |
| Priority date | — |
| Expiry date | Oct 23, 2031 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06F17/18
- WIPO fieldComputer technology
- WIPO sectorElectrical engineering
Abstract
A capability for incremental tracking of multiples quantiles is provided. A method for performing an incremental quantile update using a data value of a received data record includes determining an initial distribution function, updating the initial distribution function to form a new distribution function based on the received data value, generating an approximation of the new distribution function, and determining new quantile estimates from the approximation of the new distribution function. The initial distribution function includes a plurality of initial quantile estimates and a respective plurality of initial probabilities. The new distribution function includes a plurality of quantile points identifying the respective initial quantile estimates and a respective plurality of new probabilities associated with the initial quantile estimates. The approximation of the new distribution function is generated by connecting pairs of adjacent quantile points using linear approximations of regions between the pairs of adjacent quantile points.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.