An adaptive multi-level correlation analysis: A new algorithm and case study
Publication in refereed journal

香港中文大學研究人員
替代計量分析
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其它資訊
摘要An adaptive multilevel correlation analysis, a kind of data-driven methodology, is proposed. The analysis is done by subdividing the time series into segments such that adjacent segments have significantly different mean values. It is shown that the proposed methodology can provide multilevel information about the correlation between two variables. An integrated coefficient with its significance testing is also proposed to summarize the correlation at each level. Using the adaptive multilevel correlation analysis methodology, the correlation between streamflow and water level is investigated for a case study, and the results indicate that real correlation might be far more complicated than the empirically constructed picture.
著者Yu Zhou, Qiang Zhang, Vijay P. Singh
期刊名稱Hydrological Sciences Journal
出版年份2016
卷號61
期次15
出版社Taylor & Francis
頁次2718 - 2728
國際標準期刊號0262-6667
電子國際標準期刊號2150-3435
語言美式英語
關鍵詞Correlation analysis, adaptive segmentation, local correlation analysis, multilevel analysis

上次更新時間 2021-13-10 於 00:05