org.springframework.metrics.instrument.stats.quantile

Class WindowSketchQuantiles

java.lang.Object

org.springframework.metrics.instrument.stats.quantile.WindowSketchQuantiles

All Implemented Interfaces:

Quantiles

public class WindowSketchQuantiles
extends java.lang.Object
implements Quantiles

Modified from https://github.com/mayconbordin/streaminer#quantiles

This deterministic quantile estimator loosely adapts the idea described in chapter 5 of "Approximate Counts and Quantiles over Sliding Windows" by Arvind Arasu and Gurmeet Singh Manku. In detail the data structure described there is used in this class. The query algorithm used here differs from the paper. In a nutshell the data structure works as follows:
The fixed size window (please refer to setWindowSize(int) to change the default value) of a stream gets copied L times, which generated L levels. At one level the stream gets partitioned into equal sized blocks. Each level has a block size of it's own.
At each block runs an instance of CKMSQuantiles. To query a quantile, the blocks are used to reassemble the window, choosing disjoint blocks of different level, starting with big blocks and filling the remaining spaces using smaller sized blocks.

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
class	WindowSketchQuantiles.Block This inner class holds the GKQuantiles for a specific level.
static class	WindowSketchQuantiles.Builder
class	WindowSketchQuantiles.Quantiles Just a wrapper class for a summary (i.e.

Constructor Summary

Constructors

Constructor and Description
WindowSketchQuantiles(java.util.Collection<java.lang.Double> monitored, double epsilon)

Method Summary

Modifier and Type	Method and Description
java.lang.Double	get(double q)
java.util.Collection<java.lang.Double>	monitored() Get all monitored quantiles
void	observe(double value) Add a sample
static WindowSketchQuantiles.Builder	quantiles(double... quantiles)
void	setWindowSize(int windowSize) By default the window size is set to 32768.
java.lang.String	toString()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

WindowSketchQuantiles

public WindowSketchQuantiles(java.util.Collection<java.lang.Double> monitored,
                             double epsilon)

Parameters:

epsilon - double that represents the error bound.

Method Detail

observe

public void observe(double value)

Description copied from interface: Quantiles

Add a sample

Specified by:

observe in interface Quantiles

get

public java.lang.Double get(double q)

Specified by:

get in interface Quantiles

Parameters:

q - (0 .. 1.0)

Returns:

Get the Nth percentile

monitored

public java.util.Collection<java.lang.Double> monitored()

Description copied from interface: Quantiles

Get all monitored quantiles

Specified by:

monitored in interface Quantiles

setWindowSize

public final void setWindowSize(int windowSize)

By default the window size is set to 32768. You can reset this size any time, but please note, that this will delete the current summary. So you'll probably wish to set the window size once after you have initiated a new instance of this class.

Parameters:

windowSize - int value that will be ceiled to the next power of two before reseting the window size to that value.

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object

quantiles

public static WindowSketchQuantiles.Builder quantiles(double... quantiles)