[jira] [Created] (SOLR-10590) Add cross correlation Stream Evaluator

["Joel Bernstein (JIRA)" <ji...@apache.org>]

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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