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Posted to issues@commons.apache.org by "Bradford N. Cross (JIRA)" <ji...@apache.org> on 2007/10/11 07:29:50 UTC
[jira] Created: (MATH-169) Rolling statistics
Rolling statistics
------------------
Key: MATH-169
URL: https://issues.apache.org/jira/browse/MATH-169
Project: Commons Math
Issue Type: Improvement
Reporter: Bradford N. Cross
Rolling statistics with optimized calculation algorithms.
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[jira] Updated: (MATH-169) Rolling statistics
Posted by "Bradford N. Cross (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-169?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Bradford N. Cross updated MATH-169:
-----------------------------------
Attachment: (was: RankPatch.txt)
> Rolling statistics
> ------------------
>
> Key: MATH-169
> URL: https://issues.apache.org/jira/browse/MATH-169
> Project: Commons Math
> Issue Type: Improvement
> Reporter: Bradford N. Cross
> Attachments: FirstRollingPatch
>
>
> Rolling statistics with optimized calculation algorithms.
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[jira] Commented: (MATH-169) Rolling statistics
Posted by "Eugene Kirpichov (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-169?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12722348#action_12722348 ]
Eugene Kirpichov commented on MATH-169:
---------------------------------------
Rolling percentiles seems like an interesting and useful thing to do; however, the implementation looks to me like it might have poor performance under some circumstances.
Namely, the SortedDeque class uses a LinkedList for storing items in order, and does a Collections.binarySearch on it.
However, Collections.binarySearch is very inefficient for the LinkedList: actually, so inefficient that a linear search is much faster.
If you are maintaining a fixed-size sorted queue, I'd suggest you to use a binary heap; when it is full and a new item goes in, insert the new item and delete the minimum from the heap. One might simply use a PriorityQueue, or implement a heap of double's for greater efficiency.
> Rolling statistics
> ------------------
>
> Key: MATH-169
> URL: https://issues.apache.org/jira/browse/MATH-169
> Project: Commons Math
> Issue Type: Improvement
> Reporter: Bradford N. Cross
> Assignee: Phil Steitz
> Fix For: 2.1
>
> Attachments: FirstRollingPatch, RankRollingPatch
>
>
> Rolling statistics with optimized calculation algorithms.
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[jira] Closed: (MATH-169) Rolling statistics
Posted by "Phil Steitz (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-169?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Phil Steitz closed MATH-169.
----------------------------
Resolution: Won't Fix
The core of this capability is already available in o.a.c.m.s.descriptive.DescriptiveStatistics.
> Rolling statistics
> ------------------
>
> Key: MATH-169
> URL: https://issues.apache.org/jira/browse/MATH-169
> Project: Commons Math
> Issue Type: Improvement
> Reporter: Bradford N. Cross
> Assignee: Phil Steitz
> Fix For: 2.1
>
> Attachments: FirstRollingPatch, RankRollingPatch
>
>
> Rolling statistics with optimized calculation algorithms.
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[jira] Updated: (MATH-169) Rolling statistics
Posted by "Phil Steitz (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-169?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Phil Steitz updated MATH-169:
-----------------------------
Fix Version/s: 2.0
> Rolling statistics
> ------------------
>
> Key: MATH-169
> URL: https://issues.apache.org/jira/browse/MATH-169
> Project: Commons Math
> Issue Type: Improvement
> Reporter: Bradford N. Cross
> Fix For: 2.0
>
> Attachments: FirstRollingPatch, RankRollingPatch
>
>
> Rolling statistics with optimized calculation algorithms.
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[jira] Updated: (MATH-169) Rolling statistics
Posted by "Bradford N. Cross (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-169?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Bradford N. Cross updated MATH-169:
-----------------------------------
Attachment: FirstRollingPatch
First patch for rolling statistics. Includes RollingMean and RollingSum using the commons queue data structure ResizeableDoubleArray.
Also working towards the implimentation of RollingPercentile, so there are some small refactorings in Percentile and DescriptiveStatisticsImplTest.
Please give me feedback on style guidelines and anything I am missing to comply with the standards.
> Rolling statistics
> ------------------
>
> Key: MATH-169
> URL: https://issues.apache.org/jira/browse/MATH-169
> Project: Commons Math
> Issue Type: Improvement
> Reporter: Bradford N. Cross
> Attachments: FirstRollingPatch
>
>
> Rolling statistics with optimized calculation algorithms.
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[jira] Updated: (MATH-169) Rolling statistics
Posted by "Bradford N. Cross (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-169?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Bradford N. Cross updated MATH-169:
-----------------------------------
Attachment: RankPatch.txt
Fixes issues with last patch:
-style
-javadoc
-does not include any refactorings, only new features
changes:
-seperated patches by functional area (summary, rank, moment) this patch is rank only
-removing the rolling package, adding rolling rank, summary and moment stats into respective packages
notes for future change:
-rolling percentile uses a data structure called SortedDeque, i am exploring solving the selection problem with partitioning algorithms and benchmarking to compare performance
> Rolling statistics
> ------------------
>
> Key: MATH-169
> URL: https://issues.apache.org/jira/browse/MATH-169
> Project: Commons Math
> Issue Type: Improvement
> Reporter: Bradford N. Cross
> Attachments: FirstRollingPatch, RankPatch.txt
>
>
> Rolling statistics with optimized calculation algorithms.
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[jira] Updated: (MATH-169) Rolling statistics
Posted by "Bradford N. Cross (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-169?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Bradford N. Cross updated MATH-169:
-----------------------------------
Attachment: RankRollingPatch
Rolling Stats for Rank only.
> Rolling statistics
> ------------------
>
> Key: MATH-169
> URL: https://issues.apache.org/jira/browse/MATH-169
> Project: Commons Math
> Issue Type: Improvement
> Reporter: Bradford N. Cross
> Attachments: FirstRollingPatch, RankRollingPatch
>
>
> Rolling statistics with optimized calculation algorithms.
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[jira] Updated: (MATH-169) Rolling statistics
Posted by "Phil Steitz (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-169?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Phil Steitz updated MATH-169:
-----------------------------
Fix Version/s: (was: 2.0)
2.1
> Rolling statistics
> ------------------
>
> Key: MATH-169
> URL: https://issues.apache.org/jira/browse/MATH-169
> Project: Commons Math
> Issue Type: Improvement
> Reporter: Bradford N. Cross
> Assignee: Phil Steitz
> Fix For: 2.1
>
> Attachments: FirstRollingPatch, RankRollingPatch
>
>
> Rolling statistics with optimized calculation algorithms.
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