[SOLR-8964] Add CorrelateStream to compute Pearson's correlation coefficient for two streams

• Type: New Feature
• Status: Open
• Priority: Major
• Resolution: Unresolved
• Fix Version/s: 6.2, 7.0
• Component/s: streaming expressions
• Assignee: Unassigned
• Reporter: Joel Bernstein
• Created: 09/Apr/16 22:20
• Updated: 25/Jul/17 18:36

Description

The CorrelateStream will compute the Pearsons correlation coefficient for two streams.

Sample syntax below will calculate the Pearsons correlation for two time series streams. See SOLR-8963 for the time function:

correlate(rollup(time(search()),
          rollup(time(search()))