Streaming Algorithms

1. Overview

1.1. Count-min Sketch

The Count-min sketch calculates the frequency of an item in a stream.

1.2. Matrix

Matrix data structure for a 2d matrix.

1.3. Piecewise Parabolic Prediction (P2)

The p2 algorithm for dynamic calculation of quantiles and histograms without storing observation.

1.4. Running Stats

Calculates the mean, variance, and standard deviation https://www.johndcook.com/blog/standard_deviation/

1.5. Time Series

Time series data structure for windowed calculations.

Full Documentation

2. Installation

2.1. Prerequisites

2.1.1. Optional (used for documentation)

2.2. CMake Build Instructions

git clone https://github.com/trink/streaming_algorithms.git
cd streaming_algorithms
mkdir release
cd release

# UNIX
cmake -DCMAKE_BUILD_TYPE=Release -DCPACK_GENERATOR=[TGZ|RPM|DEB] ..
make

# Windows Visual Studio 2013
cmake -DCMAKE_BUILD_TYPE=Release -G "NMake Makefiles" ..
nmake

ctest

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