FilCorr

Related publications

• Sheng Zhong, Vinicius M.A. Souza, Abdullah Mueen:

FilCorr: Filtered and Lagged Correlation on Streaming Time Series.                     published in ICDM (2020)

• Sheng Zhong, Vinicius M.A. Souza, Abdullah Mueen:

Combining Filtering and Cross-Correlation Efficiently for Streaming Time Series               published in TKDD (2022)

Case Study & Data

Programs

The program is implemented in Java and C++. The C++ JNI section is coded as an interface to call the FFTW  library to compute the Fourier transform of a time series. All other sections are programmed in Java. The C++ code is pre-build on all three major platforms: Windows, Linux, Mac. The compiled files will be loaded from the jar package when the program starts. The program has been tested on Windows 10, Ubuntu 20.04, macOS Catalina.

We provide two benchmarking programs: offline scenario;  online scenario.

To compute the real-world data please check: click