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Add monitoring metric: rank correlation #232

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jtwalsh0 opened this issue Sep 22, 2017 · 0 comments
Open

Add monitoring metric: rank correlation #232

jtwalsh0 opened this issue Sep 22, 2017 · 0 comments

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@jtwalsh0
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Monitor the rank correlations from t to t+1. If the correlation is perfect (or really, really high), there's likely a data problem (e.g. the data aren't updating). If the correlation is relatively low, then there could be a problem too.

Look at the distribution of correlations to see what's unusual and throw a flag for it.

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