[SOLR-11609] Add randomWalk Stream Evaluator to support time series simulations

• Type: New Feature
• Status: Resolved
• Priority: Major
• Resolution: Not A Problem
• Component/s: streaming expressions
• Assignee: Joel Bernstein
• Reporter: Joel Bernstein
• Created: 05/Nov/17 19:03
• Updated: 27/Jan/22 15:36
• Resolved: 27/Jan/22 15:36

Description

Now that we have Monte Carlo simulations and Markov Chain support it would be useful to add a randomWalk function to support time series simulations. The randomWalk function will utilize the probability distribution framework and soon to be committed time series differencing function SOLR-11571.

Issue Links

• is related to: SOLR-10651 Streaming Expressions statistical functions library