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2104[ai-geostats] Median computation in real time...

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  • Simone Sammartino
    Jun 16, 2005
      Dear list
      a strange question
      I've to estimate median value of a certain vector Z. Such vector increases with time; it's like a box that is filled any moment. I can compute basic statistics (mean, median, min, max, #value, std dev) but I can't preserve them. I mean that in any moment I can use data to compute statistics but immediately after I've to delete them....now, my question is...how to update basic statistics in real time?...only knowing the basic statistics of the previous step?...
      For example:
      minimim value = min(prev_step) - min(actual_step) if min(actual_step) < min(prev_step)
      maximum value = max(prev_step) + max(actual_step) if max(actual_step) > max(prev_step)
      mean value = {[mean(prev_step)*#value(prev_step)]+sum(actual_step)}/[#value(prev_step)+#value(actual_step)]
      but I can't image some similar algorithm for median and standard deviation computation...
      Any idea?
      Thank you
      Simone
      -----------------------------
      Dr. Simone Sammartino
      PhD student
      - Geostatistical analyst
      - G.I.S. mapping
      I.A.M.C. - C.N.R.
      Geomare-Sud section
      Port of Naples - Naples
      marenostrum@...
      -----------------------------



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