Struct TemporalCorrelation 

pub struct TemporalCorrelation { /* private fields */ }

Temporal correlation kernel.

Analyzes correlations between account time series.

Implementations

impl TemporalCorrelation

pub fn new() -> Self

Create a new temporal correlation kernel.

pub fn correlate( time_series: &[AccountTimeSeries], config: &CorrelationConfig, ) -> CorrelationResult

Calculate correlations between account time series.

pub fn rolling_correlation( ts_a: &AccountTimeSeries, ts_b: &AccountTimeSeries, window_size: usize, ) -> Vec<RollingCorrelation>

Calculate rolling correlation over time windows.

pub fn detect_correlation_breaks( rolling: &[RollingCorrelation], threshold: f64, ) -> Vec<CorrelationBreak>

Detect structural breaks in correlation.

Trait Implementations

impl Clone for TemporalCorrelation

fn clone(&self) -> TemporalCorrelation

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for TemporalCorrelation

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for TemporalCorrelation

fn default() -> Self

Returns the “default value” for a type.

impl GpuKernel for TemporalCorrelation

fn metadata(&self) -> &KernelMetadata

Returns the kernel metadata.

fn validate(&self) -> Result<(), KernelError>

Validate kernel configuration.

fn id(&self) -> &str

Returns the kernel ID.

fn requires_gpu_native(&self) -> bool

Returns true if this kernel requires GPU-native execution.

fn health_check(&self) -> HealthStatus

Perform a health check on this kernel.

fn shutdown(&self) -> Result<(), KernelError>

Graceful shutdown of the kernel.

fn refresh_config(&mut self, _config: &KernelConfig) -> Result<(), KernelError>

Refresh kernel configuration at runtime.