Expand description
Time series correlation and relationship analysis
This module provides various methods for analyzing correlations and relationships between time series:
- Cross-correlation functions (CCF)
- Dynamic time warping (DTW) with various constraints
- Time-frequency analysis using wavelets and spectrograms
- Coherence analysis for frequency domain relationships
Structs§
- Coherence
Config - Configuration for coherence analysis
- Coherence
Result - Coherence analysis result
- Correlation
Analyzer - Main struct for correlation analysis
- Cross
Correlation Config - Configuration for cross-correlation analysis
- Cross
Correlation Result - Cross-correlation function result
- DTWConfig
- Configuration for DTW analysis
- DTWResult
- Dynamic time warping result
- Time
Frequency Config - Configuration for time-frequency analysis
- Time
Frequency Result - Time-frequency analysis result
- Window
Info - Window information for time-frequency analysis
Enums§
- Correlation
Method - Correlation calculation methods
- DTWConstraint
- DTW constraint types
- DTWCost
Function - DTW cost functions
- Detrend
Method - Detrending methods
- Step
Pattern - DTW step patterns
- Time
Frequency Method - Time-frequency analysis methods
- Window
Type - Window types for analysis
Type Aliases§
- Correlation
Result - Result type for correlation analysis