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FinAnalysis.Comparators Namespace

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).
Public classMaximumCorrelation
Calculates maximum of correlation values in specified range of lags over correlogram calculation.