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  1. Evolving Systems
  2. Evolving Systems : Volume 1
  3. Evolving Systems : Volume 1, Issue 4, December 2010
  4. Incremental quantile estimation
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Evolving Systems : Volume 8
Evolving Systems : Volume 7
Evolving Systems : Volume 6
Evolving Systems : Volume 5
Evolving Systems : Volume 4
Evolving Systems : Volume 3
Evolving Systems : Volume 2
Evolving Systems : Volume 1
Evolving Systems : Volume 1, Issue 4, December 2010
Application of evolving fuzzy modeling to fault tolerant control
Online self-evolving fuzzy controller with global learning capabilities
Data base definition and feature selection for the genetic generation of fuzzy rule bases
Incremental quantile estimation
Evolving Systems : Volume 1, Issue 3, October 2010
Evolving Systems : Volume 1, Issue 2, September 2010
Evolving Systems : Volume 1, Issue 1, August 2010

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Incremental quantile estimation

Content Provider SpringerLink
Author Tschumitschew, Katharina Klawonn, Frank
Copyright Year 2010
Abstract Quantiles play an important role in data analysis. On-line estimation of quantiles for streaming data—i.e.data arriving step by step over time—especially with devices with limited memory and computation capacity like electronic control units is not as simple as incremental or recursive estimation of characteristics like the mean (expected value) or the variance. In this paper, we propose an algorithm for incremental quantile estimation that overcomes restrictions of previously described techniques. We also develop a statistical test for our algorithm to detect changes, so that the on-line estimation of the quantiles can be carried out in an adaptive or evolving manner. Besides a statistical analysis of our algorithm, we also provide experimental results comparing our algorithm with a recursive quantile estimation technique which is restricted to continuous random variables.
Starting Page 253
Ending Page 264
Page Count 12
File Format PDF
ISSN 18686478
Journal Evolving Systems
Volume Number 1
Issue Number 4
e-ISSN 18686486
Language English
Publisher Springer-Verlag
Publisher Date 2010-10-01
Publisher Place Berlin, Heidelberg
Access Restriction One Nation One Subscription (ONOS)
Subject Keyword Quantile estimation Probabilistic algorithm Incremental estimation Change detection Statistical Physics, Dynamical Systems and Complexity Artificial Intelligence (incl. Robotics) Complexity
Content Type Text
Resource Type Article
Subject Control and Optimization Control and Systems Engineering Modeling and Simulation Computer Science Applications
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