correlation and association rules

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Correlation and Association Rules Albert Zarate Zarate, A. Correlation ã Correlation is the method of assessing a possible 2-way relationship between two continuous variables Presenso. ã In our case, once the anomalies are found in the time series data, correlation can be used to determine if there is a mutual relationship between these anomalies ã Correlation is measured by a statistic called the correlation coefficient ©Presenso, 2017
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  Correlation and Association Rules  Albert Zarate  Correlation ãCorrelation is the method of assessing a possible 2-way relationship between two continuous variables ãIn our case, once the anomalies are found in the time series data, correlation can be used to determine if there is a mutual relationship between these anomalies ãCorrelation is measured by a statistic called the correlation coefficient Zarate, A.©Presenso, 20171  Two main methods of finding correlation coefficient Pearson’s Correlation Coefficient, r Where  Spearman’s Correlation Coefficient, or r  s Where n = # of observations d i =rg(X i )-rg(Y i ) (the difference between the two ranks of each observation) Zarate, A.©Presenso, 20172  r = +1, -1 is a perfect correlation (good) r = 0 is no correlation (bad) Given variables (or signals) A and B, if r = 1,-1 then…  A influences B, B influences A, A and B are influenced by 1 or more outside sources, or this was a chance error Zarate, A.©Presenso, 20173
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