Iteratively calculating standard deviation for streamed data

A computer program product for use at a computer system, the computer system having a buffer for storing streamed data elements, the computer system maintaining a buffer window length, the buffer window length indicating a specified number of streamed data elements for filling a computation window for the buffer, the computer program product for implementing a method for calculating standard deviation for streamed data elements in the computation window, the computer program product comprising one or more computer storage devices having stored thereon computer-executable instructions that, when executed at a processor, cause the computer system to perform the method, including the following:

• receive a new streamed data element subsequent to receiving one or more prior streamed data elements;
• store the new streamed data element in the buffer;
• adjust a computation window, including:
• remove the earliest received of the one or more prior streamed data elements from the computation window;
• and
• add the new streamed data element to the computation window;
• iteratively calculate a next standard deviation for the adjusted computation window by reusing a standard deviation calculated for the one or more prior streamed data elements, including:
• access the new streamed data element;
• access the standard deviation;
• mathematically remove any contribution of the earliest received of the one or more prior streamed data elements from the standard deviation;
• and
• mathematically add a contribution of the new streamed data element to the standard deviation.

A computer system, the computer system comprising:

• one or more processors;
• system memory;
• a circular buffer for storing streamed data elements, the circular buffer having a computation window of a specified size;
• and
• one or more computer storage devices having stored thereon computer-executable instructions representing a standard deviation calculation module, standard deviation calculation module configured to:
• access streamed data elements in a computation window of the circular buffer, the streamed data elements including an earlier streamed data element and one or more additional streamed data elements, the earlier streamed data element received prior to the one or more additional streamed data elements;
• calculate a standard deviation for the computation window from the earlier streamed element and one or more additional streamed elements;
• receive a new streamed data element subsequent to receiving the one or more additional streamed data elements;
• store the new streamed data element in the circular buffer;
• adjust the computation window, including:
• remove the earlier streamed data element from the computation window;
• and
• add the new streamed data element to the computation window;
• iteratively calculate a next standard deviation for the adjusted computation window by reusing the standard deviation for the computation window, including:
• access the new streamed data element;
• access the standard deviation;
• mathematically remove any contribution of the earlier streamed data element from the standard deviation;
• and
• mathematically add a contribution of the new streamed data element to the standard deviation.