Expand description
Temporal correlation kernel.
This module provides temporal correlation analysis for accounting:
- Calculate correlations between account time series
- Detect anomalies based on expected correlations
- Identify pattern changes
Structsยง
- Correlation
Break - Correlation break point.
- Correlation
Config - Correlation configuration.
- Rolling
Correlation - Rolling correlation result.
- Temporal
Correlation - Temporal correlation kernel.