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FinAnalysis.Comparators Namespace

 
Classes
  ClassDescription
Public classBurstSimilarityMeasures
The burst similarities analysis class. See the next paper. Michail Vlachos, Christopher Meek, Zografoula Vagena, and Dimitrios Gunopulos. 2004. Identifying similarities, periodicities and bursts for online search queries. In Proceedings of the 2004 ACM SIGMOD international conference on Management of data (SIGMOD '04). http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.332.8243
Public classMaximumCorrelation
Calculates maximum of correlation values in specified range of lags over correlogram calculation.