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Attribute-Based Time Series Cross-Correlation Measures

机译:基于属性的时间序列互相关度量

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摘要

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.
机译:通常使用互相关来比较数据集,通常使用移动窗口来计算作为时间或空间函数的相关性。但是,可以认为信号是由具有幅度,频率和相位的正弦波组成的。可以在每个时间点计算所有这三个属性,然后将它们用作互相关方法的基础。通过一起使用所有三个相关度量,可以将它们各自的缺点降到最低。通过将这些量度与连续小波变换相结合,可以获得关于作为波长的函数的相关性的信息。

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