Skream, online time-series Clojure library with sketches (skream.in)

Demo?

see also: https://github.com/ztellman/narrator

As someone who is unfamiliar with these algorithms I would love to see some benchmarks on the memory vs accuracy trade off for each.

Will try to put together some benchmarks for the cooler sketches & summary stats. Doing mutual information across two millisecond streams could be pretty convincing!