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Home Page: http://skream.in/
License: Eclipse Public License 1.0
Skream is a high-performance time-series library with memory-footprint guarantees.
Home Page: http://skream.in/
License: Eclipse Public License 1.0
Refactor the mutual information code that works across two skreams into a more abstract "skream bundle" or set of time-series structure. Will be good for sampling a number of time-series at once, later.
Add support for aliasing nested stats in sub-maps at the top level. So you could alias ":median" at the top level and goes down into into the :qs & :ns quantile sub-map.
The example below computes quantiles for randomly shuffled numbers in the range 0..1000. The 10% and 90% quantiles don't look good. By contrast the this Java library https://github.com/mayconbordin/streaminer gives reasonably good results (using the Frugal2U class).
(ns ...
...
(:require
[skream.core :as sk]))
(def sk
(-> (sk/create-skream)
(sk/track-quantile-ish 0.10)
(sk/track-quantile-ish 0.25)
(sk/track-quantile-ish 0.50)
(sk/track-quantile-ish 0.90)))
(let
[sk (apply (partial sk/add-num sk ) (shuffle (range 1000)))]
(map #(get-in sk [[:quantile %] :quantile] )
[0.10 0.25 0.50 0.90]))
==> (252.27943 252.27943 496.22464 750.6505)
Any plans to put this on clojars? or is it already there?
thanks
Find a dataset with an authoritative answer.
Check whether memoizing the get-new-math functions in the Skreams themselves (metadata again?) helps performance.
Add a simple interface to that allows piped-in streams of numbers on the command-line.
Implement a persistent store for session information, so Skreams survive a bounce of the REST server. Maybe into Redis?
Move the :quantile top-level key into the :ns, :qs sub-map to be consistent with the distinct value (:dv) structure.
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