On Fri, 02 Jun 2023 21:42:51 -0000
"Ronald van Elburg" <r.a.j.van.elb...@hetnet.nl> wrote:

> I had a closer look at the paper. When I have more brain and time I
> may check the mathematics. The focus is however more on streaming
> data, which is an application with completely different demands. I
> think that here we can not afford to sample the data, which is an
> option in streaming database systems.

To be more precise, the "bug" I spotted is not in the math, per se, but
in some the definitions which prevent some simplifaction later on ...

In table 1, I believe the weights should be squared when calculating 
(co-)variance VWp and one should normalize with the sum of omega squared (Eq 
13) ... 
later on the simplication leading to Eq 21 and 22 no not take take
place any-longer :(


The demonstration for the provided formula to be wrong is simple:
multiply all weights by any (very large or very small) number modifies much the 
variance and it should not.

Cheers,

Jerome
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