Apparatus and method for correlating synchronous and asynchronous data streams
Certain exemplary embodiments provide a method comprising: automatically: receiving a plurality of elements for each of a plurality of continuous data streams; treating the plurality of elements as a first data stream matrix that defines a first dimensionality; reducing the first dimensionality of t...
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Zusammenfassung: | Certain exemplary embodiments provide a method comprising: automatically: receiving a plurality of elements for each of a plurality of continuous data streams; treating the plurality of elements as a first data stream matrix that defines a first dimensionality; reducing the first dimensionality of the first data stream matrix to obtain a second data stream matrix; computing a singular value decomposition of the second data stream matrix; and based on the singular value decomposition of the second data stream matrix, quantifying approximate linear correlations between the plurality of elements. |
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