[rrd-users] Data Mining: Correlation Engine

fcocquyt fcocquyt at stanford.edu
Wed Nov 12 04:13:24 CET 2008

Well, we are always trying to "find the signal in the noise" and it seems
this would be a natural progression of this concept.
So can any of the statistical majors in the group recommend a wickedly fast
correlation source code collection?
Since we are talking about an O(n^2) dataset time will be of the essence -
I've already seen some FFT implementations - I am leaning to compiled C code
for speed but I'd appreciate any pointers...the data is waiting to be mined


William R. Lorenz wrote:
> Hey Fletcher,
> It seems you have some very interesting ideas!
> On Mon, 10 Nov 2008, fcocquyt wrote:
>> I searched the forums without an answer - has anyone looked at a data 
>> mining engine for RRDTool data? An example application would be 
>> computing the correlation of different datasources in the set of all 
>> datasources [...] thinking much of the untapped value of RRDtool 
>> datasets rests in the analysis across the rrd files (eg wow, our online 
>> transactions (sales) drop off dramatically with our backend DB latency -
>> Anyone else see value in such a data mining engine for RRDTool?
> It seems such an endeavor would involve quite a bit of inferential (as 
> opposed to descriptive) statistics.  As I see you have a stanford.edu 
> email address, I gather you're on top of such things. :-)  How would you 
> propose such multi-variate time series data could be best correlated and 
> statistically analyzed, across many user-friendly rrdtool deployments?
> Very interesting -- I'd like to hear more about your ideas!
> --
> William R. Lorenz
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