发明名称 SYSTEM AND METHOD FOR PRECISE QUANTILE DETERMINATION
摘要 A system for precise quantile determination derives a maximum relative error value ε that guarantees that an exact result for every quantile can be determined in no more than two passes. The system computes a quantile summary of the datapoints, that specifies lower and upper bounds of the quantile ranks for selected datapoints, and determines for each quantile rank, the lower and upper bounds for values between which the quantile must occur. The system filters out in a second pass those datapoints that are not within the bounds to provide subsets; and computes from the quantile ranks and the subsets, the precise quantiles.
申请公布号 US2016062999(A1) 申请公布日期 2016.03.03
申请号 US201414481211 申请日期 2014.09.09
申请人 Software AG 发明人 Schreck Daniel;Millies Sebastian;Utter Patrick
分类号 G06F17/30 主分类号 G06F17/30
代理机构 代理人
主权项 1. A method for precise quantile determination comprising: receiving, by a processor, datapoints and one or more quantiles to be computed; determining, by the processor, from the datapoints and the one or more quantiles to be computed, a maximum relative error value s that guarantees that an exact result for every quantile is determined in no more than two passes; computing, by the processor, in a first pass of the datapoints using an approximation algorithm and ε, a quantile summary of the datapoints that specifies lower and upper bounds of the quantile ranks for selected datapoints; determining, by the processor, for each quantile rank, the lower and upper bounds for values between which the quantile must occur; filtering out, by the processor, in a second pass over the datapoints those datapoints that are not between the lower and upper bounds to provide subsets within the lower and upper bounds; and computing, by the processor, from the quantile ranks and the subsets within the lower and upper bounds, the precise quantiles.
地址 Darmstadt DE