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runningmaxmin's Introduction

Fast running maximum-minimum filters implemented in C++.

Build Status

This code implements the algorithms described in the following paper:

Daniel Lemire, Streaming Maximum-Minimum Filter Using No More than Three Comparisons per Element. Nordic Journal of Computing, 13 (4), pages 328-339, 2006.

Contributors: Daniel Lemire, Kai Wolf

The main algorithm presented in this package is used in Apache Hive.

Usage

To reproduce the numbers from the paper, do the following:

  make
  
  ./unit
  
  ./runningmaxmin --sine 1000000 10000 --windowrange 4 100  --times 1
  
  ./runningmaxmin --white 1000000 --windowrange 4 100  --times 1

Suitability

The new algorithm introduced in the manuscript is most suitable for piecewise monotonic data or when low-latency is required. Otherwise, Gil-Kimmel and van Herk are good choices.

See also

runningmaxmin's People

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runningmaxmin's Issues

add a numbers one by one

i like your idea, but the thing is that data from a stream arrives one by one and then i use it and throw it away. so this is not so stream usable rather processing usable.

maybe you can implement your code as add a number one by one, not as array processing. i don't understand well your algorithm to re arrange it so quickly.
and also to work as instantaneous result without offsetting backwards and not printing until width is reached.

var minmax=new Minmax(30)
minmax.add(3) //minmax.min=3 minmax.max=3
//insertdb(3,min,max)//i want to do
minmax.add(4) //minmax.min=3 minmax.max=4
//insertdb(4,min,max)
minmax.add(2) //minmax.min=2 minmax.max=3
//insertdb(2,min,max)

[Question / Feature Idea] Changing window size

This is a lovely little utility for streaming data. I have a somewhat related use case:

  • my 'window' is time based,
  • observations come as pairs with <t_i, x_i>
  • your class helps for min(x_i) and max(x_i) for all i
  • when adding I also check if the time span between newest and oldest exceeds 'window lengths'
  • if so, pop old values

Is there are clever way to use your data structure to update?

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