Sequential Correlation Estimation
3 papers with code • 0 benchmarks • 0 datasets
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Most implemented papers
Sequential estimation of Spearman rank correlation using Hermite series estimators
To treat the non-stationary setting, we introduce a novel, exponentially weighted estimator for the Spearman rank correlation, which allows the local nonparametric correlation of a bivariate data stream to be tracked.
An Online Algorithm for Nonparametric Correlations
This paper investigates the problem of computing nonparametric correlations on the fly for streaming data.
CORAD: Correlation-Aware Compression of Massive Time Series using Sparse Dictionary Coding
In this work, we demonstrate how one can leverage the correlation across several related time series streams to both drastically improve the compression efficiency and reduce the accuracy loss. We present a novel compression algorithm for time series streams called CORAD (CORelation-Aware compression of time series streams based on sparse Dictionary coding).
