public static IEnumerable <TemporalGapTuple> DoCorrelationAnalysis(
TimeSeries ts1,
TimeSeries ts2,
CorrelationAnalysisParameters parameters)
{
return(parameters.GetTimeSpans()
.Select(span => new TemporalGapTuple
{
Indicator = ts1,
Target = ts2,
TemporalGap = -span,
Correlation = GetCorrelationBetween(ts1, ts2.OffsetBy(span))
}));
}
