Posts about Moving Quantile

2021

  1. Dispersion exponential smoothing (May 11)
  2. Quantile exponential smoothing (May 4)
  3. Better moving quantile estimations using the partitioning heaps (January 19)
  4. MP² quantile estimator: estimating the moving median without storing values (January 12)

2020

  1. Fast implementation of the moving quantile based on the partitioning heaps (December 29)