Streaming Maximum-Minimum Filter Using No More than Three Comparisons per Element
Daniel Lemire

TL;DR
This paper introduces a simple online algorithm for computing running maximum-minimum filters that requires no more than three comparisons per element, improving efficiency in signal processing applications.
Contribution
The paper presents a novel online algorithm for max-min filtering that minimizes comparisons to three per element, reducing latency and memory usage.
Findings
Requires no more than 3 comparisons per element in worst case
Reduces latency compared to existing algorithms
Uses less memory for streaming max-min filtering
Abstract
The running maximum-minimum (max-min) filter computes the maxima and minima over running windows of size w. This filter has numerous applications in signal processing and time series analysis. We present an easy-to-implement online algorithm requiring no more than 3 comparisons per element, in the worst case. Comparatively, no algorithm is known to compute the running maximum (or minimum) filter in 1.5 comparisons per element, in the worst case. Our algorithm has reduced latency and memory usage.
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Taxonomy
TopicsTime Series Analysis and Forecasting · Blind Source Separation Techniques · Anomaly Detection Techniques and Applications
