UDDSketch: Accurate Tracking of Quantiles in Data Streams
We present UDDSketch (Uniform DDSketch), a novel sketch for fast and accurate tracking of quantiles in data streams. This sketch is heavily inspired by the recently introduced DDSketch, and is based on a novel bucket collapsing procedure that allows overcoming the intrinsic limits of the correspondi...
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doaj-2068829fd6864062b4a4a04e2fa841532021-03-30T01:55:38ZengIEEEIEEE Access2169-35362020-01-01814760414761710.1109/ACCESS.2020.30155999163358UDDSketch: Accurate Tracking of Quantiles in Data StreamsItalo Epicoco0https://orcid.org/0000-0002-6408-1335Catiuscia Melle1https://orcid.org/0000-0003-4463-0672Massimo Cafaro2https://orcid.org/0000-0003-1118-7109Marco Pulimeno3https://orcid.org/0000-0002-4201-1504Giuseppe Morleo4Department of Engineering for Innovation, University of Salento, Lecce, ItalyDepartment of Engineering for Innovation, University of Salento, Lecce, ItalyDepartment of Engineering for Innovation, University of Salento, Lecce, ItalyDepartment of Engineering for Innovation, University of Salento, Lecce, ItalyDepartment of Engineering for Innovation, University of Salento, Lecce, ItalyWe present UDDSketch (Uniform DDSketch), a novel sketch for fast and accurate tracking of quantiles in data streams. This sketch is heavily inspired by the recently introduced DDSketch, and is based on a novel bucket collapsing procedure that allows overcoming the intrinsic limits of the corresponding DDSketch procedures. Indeed, the DDSketch bucket collapsing procedure does not allow the derivation of formal guarantees on the accuracy of quantile estimation for data which does not follow a sub-exponential distribution. On the contrary, UDDSketch is designed so that accuracy guarantees can be given over the full range of quantiles and for arbitrary distribution in input. Moreover, our algorithm fully exploits the budgeted memory adaptively in order to guarantee the best possible accuracy over the full range of quantiles. Extensive experimental results on both synthetic and real datasets confirm the validity of our approach.https://ieeexplore.ieee.org/document/9163358/Sketchesquantilesstreaming algorithms |
collection |
DOAJ |
language |
English |
format |
Article |
sources |
DOAJ |
author |
Italo Epicoco Catiuscia Melle Massimo Cafaro Marco Pulimeno Giuseppe Morleo |
spellingShingle |
Italo Epicoco Catiuscia Melle Massimo Cafaro Marco Pulimeno Giuseppe Morleo UDDSketch: Accurate Tracking of Quantiles in Data Streams IEEE Access Sketches quantiles streaming algorithms |
author_facet |
Italo Epicoco Catiuscia Melle Massimo Cafaro Marco Pulimeno Giuseppe Morleo |
author_sort |
Italo Epicoco |
title |
UDDSketch: Accurate Tracking of Quantiles in Data Streams |
title_short |
UDDSketch: Accurate Tracking of Quantiles in Data Streams |
title_full |
UDDSketch: Accurate Tracking of Quantiles in Data Streams |
title_fullStr |
UDDSketch: Accurate Tracking of Quantiles in Data Streams |
title_full_unstemmed |
UDDSketch: Accurate Tracking of Quantiles in Data Streams |
title_sort |
uddsketch: accurate tracking of quantiles in data streams |
publisher |
IEEE |
series |
IEEE Access |
issn |
2169-3536 |
publishDate |
2020-01-01 |
description |
We present UDDSketch (Uniform DDSketch), a novel sketch for fast and accurate tracking of quantiles in data streams. This sketch is heavily inspired by the recently introduced DDSketch, and is based on a novel bucket collapsing procedure that allows overcoming the intrinsic limits of the corresponding DDSketch procedures. Indeed, the DDSketch bucket collapsing procedure does not allow the derivation of formal guarantees on the accuracy of quantile estimation for data which does not follow a sub-exponential distribution. On the contrary, UDDSketch is designed so that accuracy guarantees can be given over the full range of quantiles and for arbitrary distribution in input. Moreover, our algorithm fully exploits the budgeted memory adaptively in order to guarantee the best possible accuracy over the full range of quantiles. Extensive experimental results on both synthetic and real datasets confirm the validity of our approach. |
topic |
Sketches quantiles streaming algorithms |
url |
https://ieeexplore.ieee.org/document/9163358/ |
work_keys_str_mv |
AT italoepicoco uddsketchaccuratetrackingofquantilesindatastreams AT catiusciamelle uddsketchaccuratetrackingofquantilesindatastreams AT massimocafaro uddsketchaccuratetrackingofquantilesindatastreams AT marcopulimeno uddsketchaccuratetrackingofquantilesindatastreams AT giuseppemorleo uddsketchaccuratetrackingofquantilesindatastreams |
_version_ |
1724186084280107008 |