Comments (1)
ADWIN computes variance using exponential histograms. It is explained in this paper:
http://ilpubs.stanford.edu:8090/749/
Babcock, Brian and Datar, Mayur and Motwani, Rajeev and O'Callaghan, Liadan (2003) Maintaining Variance and k-Medians over Data Stream Windows. In: ACM Symposium on Principles of Database Systems (PODS 2003), June 9-12, 2003, San Diego, California.
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