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