Joel Bernstein created SOLR-10590:
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Summary: Add cross correlation Stream Evaluator
Key: SOLR-10590
URL: https://issues.apache.org/jira/browse/SOLR-10590
Project: Solr
Issue Type: New Feature
Security Level: Public (Default Security Level. Issues are Public)
Reporter: Joel Bernstein
Now that we have basic correlation (SOLR-10582) implemented we can use it at as
a basis for cross correlation. Apache commons math apparently does not have a
cross correlation implementatio, so it will need to be implemented.
The basic approach taken will be to slide columnA along columnB and perform the
correlation calculation until correlation is either 1.0 or max lag has been
reached.
Both auto-correlation and auto-regression can be built on top this
cross-collation function.
If anyone has an alternative more efficient approach or knows of an existing
implementation that can be plugged, please let me know.
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