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marsupialtail / quokka

Making data lake work for time series
https://marsupialtail.github.io/quokka/
Apache License 2.0
1.14k stars 60 forks source link

Streaming algorithms #44

Open marsupialtail opened 1 year ago

marsupialtail commented 1 year ago
marsupialtail commented 1 year ago

Approx quantiles and approx median will be implemented with t-digest

marsupialtail commented 1 year ago

Have been done. HLL coming up. Thinking about vendoring Apache DataSketches, might just borrow the Apache code.

One pass Welford will be implemented myself.