find median in a fixed-size moving window along a long sequence of data

Question

Given a sequence of data (it may have duplicates), a fixed-sized moving window, move the window at each iteration from the start of the data sequence, such that (1) the oldes

Answer 1

I have implemented almost exactly the algorithm you describe here: http://ideone.com/8VVEa, and described it here: Rolling median in C - Turlach implementation

The way to get around the "find oldest" problem is to keep the values in a circular buffer, so you always have a pointer to the oldest. What you store in the heap are buffer indexes. So the space requirement is 2M, and each update is O(lg M).