Sequential Correlation Estimation

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Most implemented papers archive 2025-07-28

3 shown of 3 papers with code (3 tagged with this task in all), ordered by repositories listed in the archive, not by stars (the archive holds no stars, so PwC's “Social” and “Latest” sorts cannot be reproduced). Papers without a page here are shown as plain text.

• Sequential estimation of Spearman rank correlation using Hermite series estimators
  11 Dec 2020 2 repositories listed
  To treat the non-stationary setting, we introduce a novel, exponentially weighted estimator for the Spearman rank correlation, which allows the local nonparametric correlation of a bivariate data stream to be tracked.
• CORAD: Correlation-Aware Compression of Massive Time Series using Sparse Dictionary Coding
  12 Dec 2019 1 repository listed
  In this work, we demonstrate how one can leverage the correlation across several related time series streams to both drastically improve the compression efficiency and reduce the accuracy loss.
• An Online Algorithm for Nonparametric Correlations
  5 Dec 2017 1 repository listed
  This paper investigates the problem of computing nonparametric correlations on the fly for streaming data.