Timeline for How can I estimate the sliding window standard deviation of a stream?
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
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| Aug 24, 2015 at 21:37 | vote | accept | Paul Chernoch | ||
| Aug 19, 2015 at 21:24 | answer | added | Paul Chernoch | timeline score: 1 | |
| Aug 19, 2015 at 12:57 | comment | added | Paul Chernoch | The solution I am seeking should require less data even than the length of the window. I found such an algorithm and updated my question. | |
| Aug 19, 2015 at 12:56 | history | edited | Paul Chernoch | CC BY-SA 3.0 |
Update: Found a paper describing a suitable algorithm
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| Aug 19, 2015 at 0:43 | comment | added | Glen_b | You shouldn't need the entire history to update the variance; just a history of the width of your window (which can be "wrapped around"; you just need to keep track of the current ends of the window) | |
| Aug 18, 2015 at 21:25 | answer | added | EdM | timeline score: 4 | |
| Aug 18, 2015 at 15:53 | history | asked | Paul Chernoch | CC BY-SA 3.0 |