Apama 10.3.1 | Apama Documentation | Developing Apama Applications | Developing Apama Applications in Event Modeler | Using Standard Blocks | General analytic blocks | Correlation Calculator v2.0
 
Correlation Calculator v2.0
The Correlation Calculator block calculates the correlation coefficient between two streams of data. The calculation may be performed over an unlimited set of data from each stream, or a set limited by number of samples or age of samples. The calculator only generates an output if there is at least one suitable sample from each stream.
Correlation coefficient
A correlation coefficient approaching +1.0 shows a strong correlation between the streams, a coefficient close to 0.0 shows little or no correlation between the streams and a coefficient approaching –1.0 shows an inverse correlation between the streams; for example, if one is increasing, the other is decreasing.
Parameters
Parameter
Description
period
The maximum age of any sample that is used in the calculations, in seconds. Any samples older than this will be discarded before performing the calculation.
size
The maximum number of sample pairs that are used in the calculation. A pair consists of a sample from one stream, and the most recent sample from the other stream. The oldest sample is replaced by the newest sample when the total number of samples has reached this limit.
One or both of the above parameters must be 0, in which case that limit is not imposed. It is not possible to restrict the number of samples by both age and number of samples, but it is possible to not impose any limit on the number of samples (thus an infinite set of samples is kept). Note that imposing a limit after input events have been received will clear all existing samples.
Operations
Operation
Description
start
Starts the calculation of coefficients. Must be called before the calculator will generate any statistics.
stop
Stops the calculation of further coefficients. Any subsequent input feeds are ignored.
clear
Discards all current data.
Input feeds
Feed
Fields
Description
data1
value
The first input set.
data2
value
The second input set.
Note that at least one feed from both sets needs to have been received (and if set, within period seconds) before an output will be generated.
Output feeds
Feed
Fields
Description
statistics
correlation
The correlation coefficient (between -1.0 and +1.0).
samples
The number of sample pairs used for this calculation.

Copyright © 2013-2019 | Software AG, Darmstadt, Germany and/or Software AG USA, Inc., Reston, VA, USA, and/or its subsidiaries and/or its affiliates and/or their licensors.