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arXiv 1801.05029stat.ME
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检测时间序列间实关联的组合相关法

Compositional Correlation for Detecting Real Associations Among Time Series

Fatih Dikbas

摘要:

相关性仍然是最广泛使用的统计工具之一,用于评估数据系列之间关系的强度。本文提出了一种新的检测线性和非线性关系的组成相关方法,通过考虑所有可能的组成的数据序列的所有部分的平均值,而不是考虑整个系列的平均值。该方法使得所有局部关联对所得到的相关值的累积贡献成为可能。该方法适用于两个不同的数据集:一组四个简单的非线性多项式函数和表达时间序列数据的4381芽殖酵母(酿酒酵母)基因。结果表明,引入的成分相关方法能够确定真实的正、逆线性、非线性和单调关系。与Pearson相关、Spearman相关、距离相关和模拟退火遗传算法最大信息系数(SGMIC)的比较表明,该方法能够检测出比较方法不能检测出的重要关联。

英文摘要:

Correlation remains to be one of the most widely used statistical tools for assessing the strength of relationships between data series. This paper presents a novel compositional correlation method for detecting linear and nonlinear relationships by considering the averages of all parts of all possible compositions of the data series instead of considering the averages of the whole series. The approach enables cumulative contribution of all local associations to the resulting correlation value. The method is applied on two different datasets: a set of four simple nonlinear polynomial functions and the expression time series data of 4381 budding yeast (saccharomyces cerevisiae) genes. The obtained results show that the introduced compositional correlation method is capable of determining real direct and inverse linear, nonlinear and monotonic relationships. Comparisons with Pearson's correlation, Spearman's correlation, distance correlation and the simulated annealing genetic algorithm maximal information coefficient (SGMIC) have shown that the presented method is capable of detecting important associations which were not detected by the compared methods.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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