31 Jan
2007
31 Jan
'07
2:53 p.m.
From: Matthias Troyer <troyer@phys.ethz.ch>
These were easy, trickier are robust estimators of variance and moments, even trickier will be median estimators where I currently even do not see how this should be done without storing most of the time series.
Isn't this already a problem with sequences? Suppose you're storing the current median, and a new value comes along. What's the new median - without checking all the previous values? There are statistical estimates for this, but I don't know any exact way other than essentially resorting the data and checking the new median. - James Jones Administrative Data Mgmt. Webmaster 375 Raritan Center Pkwy, Suite A Data Architect Edison, NJ 08837