[
https://issues.apache.org/jira/browse/SOLR-10590?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]
Joel Bernstein updated SOLR-10590:
----------------------------------
Description:
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 implementation, 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 the
cross-collation function.
If anyone has an alternative more efficient approach or knows of an existing
implementation that can be plugged in, please let me know.
Syntax:
{code}
let(a=expr,
b=expr,
c=col(a, fieldName),
d=col(b, fieldName),
tuple(corr=xcorr(c,d, 10)))
{code}
was:
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 implementation, 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 the
cross-collation function.
If anyone has an alternative more efficient approach or knows of an existing
implementation that can be plugged in, please let me know.
Syntax:
{code}
let(a=expr,
b=expr,
c=col(a, fieldName),
d=col(b, fieldName),
tuple(corr=xcorr(c,d)))
{code}
> 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 implementation, 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 the
> cross-collation function.
> If anyone has an alternative more efficient approach or knows of an existing
> implementation that can be plugged in, please let me know.
> Syntax:
> {code}
> let(a=expr,
> b=expr,
> c=col(a, fieldName),
> d=col(b, fieldName),
> tuple(corr=xcorr(c,d, 10)))
> {code}
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