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From video axescon <vi...@axescon.com>
Subject Re: [math] autocorr
Date Mon, 27 Sep 2010 17:24:24 GMT
Thank you for clarification. I have to think a little of what to do now.

The thing's that you seem to cherry pick components into both commons-math
and Mahout, instead of bulk porting. For instance, I found
autoCorrelation(...) in Descriptive in Mahout, but not in commons-math. At
the same time, there's no cholesky decomposition in Mahout, and it's in
commons-math. This is a bit frustrating to me.

On Mon, Sep 27, 2010 at 12:29 PM, Ted Dunning <ted.dunning@gmail.com> wrote:

> In general, commons math *is* the better choice for general mathematical
> computing.  Their mission is to provide a general mathematical substrate.
>
> Apache Mahout's mission is to provide scalable data mining.  Part of that
> requires basic math which we took from Colt rather than from commons math
> due to the compatibility constraints that commons math has.
>
> So, if implementing autocorr on top of Commons Math is good for you, that
> sounds like an excellent option (it is just a dot product with an offset,
> after all).
>
> IF that starts to require something that Commons Math can't easily provide,
> Apache Mahout's math library (which is a separate jar, btw) may be better
> since we are a bit more agile.   If your time series work starts to involve
> serious scaling pains, then Mahout may be a good substrate from that
> standpoint as well.
>
> On Mon, Sep 27, 2010 at 8:15 AM, video axescon <video@axescon.com> wrote:
>
> > Hello
> >
> > I'm a little confused now. I want to work on time series analysis, stuff
> > like GARCH or VAR. Are you suggesting that Mahout can be the proper home
> > for
> > time series code? I guess it doesn't matter which library to start with
> as
> > long as it has good basic stats, optimization and matrix code in it to
> > start
> > with. Commons math seemed to be more logical choice to me.
> >
> > cheers
> >
> >
> > On Mon, Sep 27, 2010 at 11:04 AM, Ted Dunning <ted.dunning@gmail.com>
> > wrote:
> >
> > > Commons math has a strict backwards compatibility constraint.
> > >
> > > Apache Mahout does not.
> > >
> > > For fixed lag, it should only require a few lines of code in Mahout and
> > you
> > > should be up and running in a week or so on the trunk version.
> > >
> > > On Mon, Sep 27, 2010 at 7:47 AM, video axescon <video@axescon.com>
> > wrote:
> > >
> > > > If you have a need for autocorrelation and would like to work with us
> > to
> > > > > rehabilitate and port the associated Colt code, I would
> > > > > be happy to help by advising about our nascent conventions about
> how
> > we
> > > > are
> > > > > organizing our code and what sort of testing and
> > > > > porting is needed.
> > > > >
> > > > >
> > > > I'm contemplating it. I'm a little bit concerned about the
> bureaucracy
> > in
> > > > this project, it could be easier for me to simply implement it for
> > > myself.
> > >
> >
>

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