Struct CorrelationAnalyzer 

pub struct CorrelationAnalyzer {
    pub random_seed: Option<u64>,
}

Main struct for correlation analysis

Fields

random_seed: Option<u64>

Random seed for reproducibility

Implementations

impl CorrelationAnalyzer

pub fn new() -> Self

Create a new correlation analyzer

pub fn with_seed(seed: u64) -> Self

Create a new analyzer with random seed

pub fn cross_correlation( &self, x: &Array1<f64>, y: &Array1<f64>, config: &CrossCorrelationConfig, ) -> CorrelationResult<CrossCorrelationResult>

Compute cross-correlation function between two time series

Arguments

• x - First time series
• y - Second time series
• config - Configuration for cross-correlation

Returns

Result containing cross-correlation function and statistics

pub fn dynamic_time_warping( &self, x: &Array1<f64>, y: &Array1<f64>, config: &DTWConfig, ) -> CorrelationResult<DTWResult>

Compute dynamic time warping distance between two time series

Arguments

• x - First time series
• y - Second time series
• config - Configuration for DTW

Returns

Result containing DTW distance and warping path

pub fn time_frequency_analysis( &self, x: &Array1<f64>, config: &TimeFrequencyConfig, ) -> CorrelationResult<TimeFrequencyResult>

Perform time-frequency analysis on a time series

Arguments

• x - Input time series
• config - Configuration for time-frequency analysis

Returns

Result containing time-frequency representation

pub fn coherence_analysis( &self, x: &Array1<f64>, y: &Array1<f64>, config: &CoherenceConfig, ) -> CorrelationResult<CoherenceResult>

Compute coherence between two time series

Arguments

• x - First time series
• y - Second time series
• config - Configuration for coherence analysis

Returns

Result containing coherence and phase information

Trait Implementations

impl Default for CorrelationAnalyzer

fn default() -> Self

Returns the “default value” for a type.