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nikol


Total Posts: 818
Joined: Jun 2005
 
Posted: 2019-04-16 14:21
has anyone experience about running correlations between X and Y?
which one has best "reaction time"?

- exponentially weighted correlation (over EW-measure)
- bayesian correlation

Or some other method? is there any comparative study?

I need to catch series of correlated moves as soon as possible.

secsy


Total Posts: 10
Joined: Mar 2019
 
Posted: 2019-04-17 20:46
Not sure if this would help in what you are doing, but I have found cosine similarity to be very helpful. My guess is that it is probably good in terms of "reaction time."

nikol


Total Posts: 818
Joined: Jun 2005
 
Posted: 2019-04-18 01:12
Did not know this one. Looks simple and obvious. Will test.

Thank you.
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