Andrew Wang created HBASE-6261:
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             Summary: Better approximate high-percentile percentile latency 
metrics
                 Key: HBASE-6261
                 URL: https://issues.apache.org/jira/browse/HBASE-6261
             Project: HBase
          Issue Type: New Feature
            Reporter: Andrew Wang


The existing reservoir-sampling based latency metrics in HBase are not 
well-suited for providing accurate estimates of high-percentile (e.g. 90th, 
95th, or 99th) latency. This is a well-studied problem in the literature (see 
[1] and [2]), the question is determining which methods best suit our needs and 
then implementing it.

Ideally, we should be able to estimate these high percentiles with minimal 
memory and CPU usage as well as minimal error (e.g. 1% error on 90th, or .1% on 
99th). It's also desirable to provide this over different time-based sliding 
windows, e.g. last 1 min, 5 mins, 15 mins, and 1 hour.

I'll note that this would also be useful in HDFS, or really anywhere latency 
metrics are kept.

[1] http://www.cs.rutgers.edu/~muthu/bquant.pdf
[2] http://infolab.stanford.edu/~manku/papers/04pods-sliding.pdf

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