how to make Sliding window model for data stream mining?

we have a situation that a stream (data from sensor or click stream data at server) is coming with slidi开发者_如何学运维ng window algorithm we have to store the last (say) 500 samples of data in memory. These samples are then used to create histograms, aggregations & capture information about anomalies in the input data stream.

please tell me how to make such sliding window.

If you are asking how to store and maintain these values in a sliding-window manner, consider this simple example which keep tracks of the running mean of the last 10 values of some random stream of data:

WINDOW_SIZE = 10;
x = nan(WINDOW_SIZE,1);

%# init
counter = 0;
stats = [NaN NaN];                    %# previous/current value

%# prepare figure
SHOW_LIM = 200;
hAx = axes('XLim',[1 SHOW_LIM], 'YLim',[200 800]);
hLine = line('XData',1, 'YData',nan, 'EraseMode','none', ...
    'Parent',hAx, 'Color','b', 'LineWidth',2);

%# infinite loop!
while true
   val = randi([1 1000]);            %# get new value from data stream
   x = [ x(2:end) ; val ];           %# add to window in a cyclic manner
   counter = counter + 1;

   %# do something interesting with x
   stats(1) = stats(2);              %# keep track of the previous mean
   stats(2) = nanmean(x);            %# update the current mean

   %# show and update plot
   set(hLine, 'XData',[counter-1 counter], 'YData',[stats(1) stats(2)])
   if rem(counter,SHOW_LIM)==0
      %# show only the last couple of means
      set(hAx, 'XLim', [counter counter+SHOW_LIM]);
   end
   drawnow
   pause(0.02)
   if ~ishandle(hAx), break, end     %# break in case you close the figure
end

Update

The EraseMode=none property was deprecated and removed in recent versions. Use the animatedline function instead for a similar functionality.