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Consider the problem of finding the highly correlated pairs of time series over a time window and then sliding that window to find the highly correlated pairs over successive co-temporous windows such that each successive window starts only a little time after the previous window. Doing this efficiently and in parallel could help in applications such as sensor fusion, financial trading, or communications...
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.