In Data Streams
The concept of an average can be applied to a stream of data as well as a bounded set, the goal being to find a value about which recent data is in some way clustered. The stream may be distributed in time, as in samples taken by some data acquisition system from which we want to remove noise, or in space, as in pixels in an image from which we want to extract some property. An easy-to-understand and widely used application of average to a stream is the simple moving average in which we compute the arithmetic mean of the most recent N data items in the stream. To advance one position in the stream, we add 1/N times the new data item and subtract 1/N times the data item N places back in the stream.
- Update rule for a window of size upon seeing new element :
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Famous quotes containing the words data and/or streams:
“To write it, it took three months; to conceive it three minutes; to collect the data in it—all my life.”
—F. Scott Fitzgerald (1896–1940)
“It is time that I wrote my will;
I choose upstanding men
That climb the streams until
The fountain leap, and at dawn
Drop their cast at the side
Of dripping stone;”
—William Butler Yeats (1865–1939)