STATStream: a Toolkit for High Speed Statistical Time Series Analysis
To use our software, you will specify the size of the sliding window how frequently the correlations should be reported, and the correlation threshold in addition to information about the data set. Our system will report back to you at every reporting timepoint the stream pairs whose correlation absolute value is greater than or equal to the threshold. For a pictorial explanation see this brief tutorial.
This web page describes the installation, use, and semantics of the software based on these algorithms, which you may use for research purposes.
Maintained by shasha@cs.nyu.edu
Last Updated Nov. 29, 2005