Calculating Percentiles on Streaming Data

Calculating Percentiles on Streaming Data

This blog post series shows my exploration with calculating percentiles on data using only a single pass. It showcases a few different streaming percentiles algorithms and ends with a C++ and JavaScript library which implements a few of these algorithms.

  1. Calculating Percentiles on Streaming Data Part 1: Introduction
  2. Calculating Percentiles on Streaming Data Part 2: Notes on Implementing Greenwald-Khanna
  3. Calculating Percentiles on Streaming Data Part 3: Visualizing Greenwald-Khanna
  4. Calculating Percentiles on Streaming Data Part 4: JavaScript Library
  5. Calculating Percentiles on Streaming Data Part 5: C++ Library
  6. Calculating Percentiles on Streaming Data Part 6: Building a C++ and JavaScript Library from a Single Codebase
  7. Calculating Percentiles on Streaming Data Part 7: Cormode-Korn-Muthukrishnan-Srivastava
  8. Calculating Percentiles on Streaming Data Part 8: Parameterizing Algorithms on Measurement Type