[jira] [Updated] (SOLR-10590) Add Cross Correlation Stream Evaluator

["Cassandra Targett (JIRA)" <ji...@apache.org>]

     [ https://issues.apache.org/jira/browse/SOLR-10590?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Cassandra Targett updated SOLR-10590:
-------------------------------------
    Component/s: streaming expressions

> 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) 
>          Components: streaming expressions
>            Reporter: Joel Bernstein
>             Fix For: 7.0
>
>
> 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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