The code is available here
"FilCorr.jar" will compute the pair-wise correlation value based on the user input file. For the input file, it should be a .csv file that each row contains all the observations for a time series. If the file is too large user can enable batch process by setting number of observations need to compute per batch by -s.
It accepts all the following input arguments :
window length; -n
lag length; -l
sampling rate; -f
lower cutoff frequency of band pass filter; -fs
higher cutoff frequency of band pass filter; -ft
step length; -step
number of thread to work; -threadNum
location of the input file(relative to the program location); -inputFilePath
The column that hold the series ID in the csv file, counting start from 1, input 0(default) if there is no column for ID; -IDColumn
The column that hold the first observation in the csv file, counting start from 1; -dataColumn
Number of rows that the program will read from the input csv file; -maxSeries
Enable batch processing, number of observations the program will compute per batch; -s
Example of how to run this code is availe at case study section. Montion, EEG