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2010
IEEE

A Simple, Yet Effective and Efficient, Sliding Window Sampling Algorithm

8 years 11 months ago
A Simple, Yet Effective and Efficient, Sliding Window Sampling Algorithm
Sampling streams of continuous data with limited memory, or reservoir sampling, is a utility algorithm. Standard reservoir sampling maintains a random sample of the entire stream as it has arrived so far. This restriction does not meet the requirement of many applications that need to give preference to recent data. The simplest algorithm for maintaining a random sample of a sliding window reproduces periodically the same sample design. This is also undesirable for many applications. Other existing algorithms are using variable size memory, variable size samples or maintain biased samples and allow expired data in the sample. We propose an effective algorithm, which is very simple and therefore efficient, for maintaining a near random fixed size sample of a sliding window. Indeed our algorithm maintains a biased sample that may contain expired data. Yet it is a good approximation of a random sample with expired data being present with low probability. We analytically explain why and un...
Xuesong Lu, Wee Hyong Tok, Chedy Raïssi, St&e
Added 10 Feb 2011
Updated 10 Feb 2011
Type Journal
Year 2010
Where DASFAA
Authors Xuesong Lu, Wee Hyong Tok, Chedy Raïssi, Stéphane Bressan
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