The OCaml Journal just published an article about sliding window algorithms:
"Sliding window algorithms are a class of algorithms that treat streams of data by computing a statistic across a window for each position of the window within the data stream. Moving averages are sliding window algorithms that compute an average over each window. This article examines the moving median algorithm that tracks the median value in a window as it slides across a stream of data. Several possible solutions are examined and their performance is studied on an example data set..."
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