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17 votes
5 answers
5k views

Online algorithm for mean absolute deviation and large data set

I have a little problem that is making me freaking out. I have to write procedure for an online acquisition process of a multivariate time series. At every time interval (for example 1 second), I get ...
57 votes
10 answers
32k views

What is a good algorithm for estimating the median of a huge read-once data set? [duplicate]

I'm looking for a good algorithm (meaning minimal computation, minimal storage requirements) to estimate the median of a data set that is too large to store, such that each value can only be read once ...