Hokusai | Sketching Streams in Real Time


We describe ã Hokusai, a real time system which is able to capture frequency information for streams of arbitrary sequences of symbols. The algorithm uses the Count-Min sketch as its basis and exploits the fact that sketching is linear. It provides real time statistics of arbitrary events, e.g. streams of queries as a function of time. We use a factorizing approximation to provide point estimates at arbitrary (time, item) combinations.