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Communications of the ACM (CACM)

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Опубликовано на портале: 05-01-2003
Raj Jain, Imrich Chlamtac Communications of the ACM (CACM). 1985.  Vol. 28. No. 10. P. 1076-1085. 
A heuristic algorithm is proposed for dynamic calculation of the median and other quantiles. The estimates are produced dynamically as the observations are generated. The observations are not stored; therefore, the algorithm has a very small and fixed storage requirement regardless of the number of observations. This makes it ideal for implementing in a quantile chip that can be used in industrial controllers and recorders. The algorithm is further extended to histogram plotting. The accuracy of the algorithm is analyzed.
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