I am trying to calculate the trailing correlation between two streams of numbers, each stored in a column in a large table. Each row is time stamped with a datetime key, but the time stamps are not at regular intervals. They occur at random times.
I am wondering whether I can use Sql Server data mining and somehow use the functionality of the time series algorithm to get to calculations like correlation. One advantage of the time series algo in SSAS is that it does not depend on regularly spaced time intervals.
Or should I calculate it on a streaming basis using an ETL tool like SSIS, sampling the data at regular time intervals, and write the results out to a table?