Attribute-Based Time Series Cross-Correlation Measures
نویسنده
چکیده
Datasets are usually compared using cross-correlation, often using a moving window to calculate the correlation as a function of time or space. However, signals can be considered as being composed of sinusoids which possess amplitudes, frequencies and phases. All these three attributes can be computed at each point in time, and then used as the basis of a cross-correlation method. By using all the three measures of correlation together, their individual disadvantages can be minimised. By combining these measures with the continuous wavelet transform, information on the correlation as a function of wavelength can be obtained.
منابع مشابه
A Comparison of High-Frequency Cross-Correlation Measures
On a high-frequency scale the time series are not homogeneous, therefore standard correlation measures can not be directly applied to the raw data. There are two ways to deal with this problem. The time series can be homogenised through an interpolation method [1] (linear or previous tick) and then the Pearson correlation statistic computed. Recently, methods that can handle raw non-synchronous...
متن کاملQuantification of Nonstationary Structure in High-dimensional Time Series
We consider the problem of detecting and quantifying nonstationary structure in time series from highdimensional dynamical systems. This problem is relevant in particular for EEG monitoring, e.g. for the prediction of epileptic seizures, but also for practical data analysis in many other fields. Three groups of measures of nonstationarity are discussed: Correlation dimension, measures based on ...
متن کاملAn Empirical Comparison of Distance Measures for Multivariate Time Series Clustering
Multivariate time series (MTS) data are ubiquitous in science and daily life, and how to measure their similarity is a core part of MTS analyzing process. Many of the research efforts in this context have focused on proposing novel similarity measures for the underlying data. However, with the countless techniques to estimate similarity between MTS, this field suffers from a lack of comparative...
متن کاملVisual Analytics for Correlation-Based Comparison of Time Series Ensembles
An established approach to studying interrelations between two non-stationary time series is to compute the ‘windowed’ cross-correlation (WCC). The time series are divided into intervals and the cross-correlation between corresponding intervals is calculated. The outcome is a matrix that describes the correlation between two time series for different intervals and varying time lags. This import...
متن کاملEvaluation of Similarity Measures for Template Matching
Image matching is a critical process in various photogrammetry, computer vision and remote sensing applications such as image registration, 3D model reconstruction, change detection, image fusion, pattern recognition, autonomous navigation, and digital elevation model (DEM) generation and orientation. The primary goal of the image matching process is to establish the correspondence between two ...
متن کامل