一种直观的一般秩相关系数

Divya PANDOVE; Shivani GOEL; Rinkle RANI

doi:10.1631/FITEE.1601549

Your Location：

Home >

Browse articles >

一种直观的一般秩相关系数

常规文章 | Updated：2022-05-19

- 一种直观的一般秩相关系数
- An intuitive general rank-based correlation coefficient
- 信息与电子工程前沿（英文） 2018年19卷第6期页码：699-711
- Affiliations：
  
  Research Lab, Computer Science and Engineering Department, Thapar University, Patiala 147004, India
  Department of Computer Science Engineering, School of Engineering and Applied Sciences, Bennett University, Greater Noida 201310, India
  Computer Science and Engineering Department, Thapar University, Patiala 147004, India
- Author bio：
  
  Divya PANDOVE, E-mail: dpandove@gmail.com
  [ "Shivani GOEL, E-mail: shigo108@yahoo.co.in" ]
  [ "Rinkle RANI, E-mail: raggarwal@thapar.edu" ]
- Funds：
- DOI：10.1631/FITEE.1601549
  中图分类号： TP301
- 收稿：2016-09-21，
  
  修回：2018-;5-15，
  
  纸质出版：2018-06
- Accepted：
Scan QR Code
Divya PANDOVE, Shivani GOEL, Rinkle RANI. 一种直观的一般秩相关系数[J]. 信息与电子工程前沿（英文）, 2018,19(6):699-711.

Divya PANDOVE, Shivani GOEL, Rinkle RANI. An intuitive general rank-based correlation coefficient[J]. Frontiers of Information Technology & Electronic Engineering, 2018, 19(6): 699-711.
Divya PANDOVE, Shivani GOEL, Rinkle RANI. 一种直观的一般秩相关系数[J]. 信息与电子工程前沿（英文）, 2018,19(6):699-711. DOI： 10.1631/FITEE.1601549.

Divya PANDOVE, Shivani GOEL, Rinkle RANI. An intuitive general rank-based correlation coefficient[J]. Frontiers of Information Technology & Electronic Engineering, 2018, 19(6): 699-711. DOI： 10.1631/FITEE.1601549.

摘要

相关分析是研究数据模式和预测的有效机制。在看似无关的数据中建立相关性可得到许多有趣发现。提出一种算法，用于量化相关性理论并得出一个直观且更精确的相关系数。为计算配对值之间相关性，提出一项预测指标，称为一般秩相关系数。其满足预测指标的5个基本标准：样本规模的独立性、数值介于−1与1之间、测量单调性程度、对异常值不敏感性、直观演示。此外，使用实时数据集和随机数模拟实验对该指标进行验证。同时，展示了所提方程的数学推导过程，并与斯皮尔曼等级相关系数比较。结果表明，该指标在所有预测度量标准上均优于现存指标。

Abstract

Correlation analysis is an effective mechanism for studying patterns in data and making predictions. Many interesting discoveries have been made by formulating correlations in seemingly unrelated data. We propose an algorithm to quantify the theory of correlations and to give an intuitive

more accurate correlation coefficient. We propose a predictive metric to calculate correlations between paired values

known as the general rank-based correlation coefficient. It fulfills the five basic criteria of a predictive metric: independence from sample size

value between -1 and 1

measuring the degree of monotonicity

insensitivity to outliers

and intuitive demonstration. Furthermore

the metric has been validated by performing experiments using a real-time dataset and random number simulations. Mathematical derivations of the proposed equations have also been provided. We have compared it to Spearman's rank correlation coefficient. The comparison results show that the proposed metric fares better than the existing metric on all the predictive metric criteria.

关键词

Keywords

references

B Chaudhuri , , , A Bhattacharya . . On correlation between two fuzzy sets . . Fuzzy Sets Syst , , 2001 . . 118 ( ( 3 ): ): 447 - - 456 . . DOI: 10.1016/S0165-0114(98)00347-9 http://doi.org/10.1016/S0165-0114(98)00347-9 . .

H Chen , , , RHL Chiang , , , VC Storey . . Business intelligence and analytics: from big data to big impact . . MIS Q , , 2012 . . 36 ( ( 4 ): ): 1165 - - 1188 . . . .

N Chen , , , Z Xu , , , M Xia . . Correlation coefficients of hesitant fuzzy sets and their applications to clustering analysis . . Appl Math Model , , 2013 . . 37 ( ( 4 ): ): 2197 - - 2211 . . DOI: 10.1016/j.apm.2012.04.031 http://doi.org/10.1016/j.apm.2012.04.031 . .

T Davenport , , , P Barth , , , R Bean . . How 'Big Data' is Different . . 2013 . . https://sloanreview.mit.edu/article/how-bigdata-is-different/ https://sloanreview.mit.edu/article/how-bigdata-is-different/ , , . .

V Deufemia , , , M Giordano , , , G Polese , , , 等 . . A visual language-based system for extraction-transformationloading development . . Softw Pract Exper , , 2014 . . 44 ( ( 12 ): ): 1417 - - 1440 . . DOI: 10.1002/spe.2201 http://doi.org/10.1002/spe.2201 . .

S Devarajan . . Africa's statistical tragedy . . Rev Income Wealth , , 2013 . . 59 ( ( S1 ): ): 9 - - 15 . . DOI: 10.1111/roiw.12013 http://doi.org/10.1111/roiw.12013 . .

V Didelez , , , I Pigeot . . Judea Pearl: causality: models, reasoning, and inference . . PVS , , 2001 . . 42 ( ( 2 ): ): 313 - - 315 . . DOI: 10.1007/s11615-001-0048-3 http://doi.org/10.1007/s11615-001-0048-3 . .

j ginsberg , , , mh mohebbi , , , rs patel , , , 等 . . detecting influenza epidemics using search engine query data . . nature , , 2009 . . 457 ( ( 7232 ): ): 1012 - - 1014 . . DOI: 10.1038/nature07634 http://doi.org/10.1038/nature07634 . .

V Granville . . Developing analytic talent: becoming a data scientist , , : : Indianapolis, USA John Wiley & Sons, Inc. , , 2014 . . .

G Gratton , , , A Kolotilin . . Euclidean fairness and efficiency . . Econ Inq , , 2015 . . 53 ( ( 3 ): ): 1689 - - 1690 . . DOI: 10.1111/ecin.12193 http://doi.org/10.1111/ecin.12193 . .

J Hauke , , , T Kossowski . . Comparison of values of Pearson's and Spearman's correlation coefficients on the same sets of data . . Quaest Geograph , , 2011 . . 30 ( ( 2 ): ): 87 - - 93 . . DOI: 10.2478/v10117-011-0021-1 http://doi.org/10.2478/v10117-011-0021-1 . .

DH Hong . . Fuzzy measures for a correlation coefficient of fuzzy numbers under T W (the weakest t-norm)-based fuzzy arithmetic operations . . Inform Sci , , 2006 . . 176 ( ( 2 ): ): 150 - - 160 . . DOI: 10.1016/j.ins.2004.11.005 http://doi.org/10.1016/j.ins.2004.11.005 . .

WL Hung . . Using statistical viewpoint in developing correlation of intuitionistic fuzzy sets . . Int J Uncert Fuzz Knowl Based Syst , , 2001 . . 9 ( ( 4 ): ): 509 - - 516 . . DOI: 10.1142/S0218488501000910 http://doi.org/10.1142/S0218488501000910 . .

X Huo , , , GJ Székely . . Fast computing for distance covariance . . Technometrics , , 2016 . . 58 ( ( 4 ): ): 435 - - 447 . . DOI: 10.1080/00401706.2015.1054435 http://doi.org/10.1080/00401706.2015.1054435 . .

H Kitano . . Systems biology: a brief overview . . Science , , 2002 . . 295 ( ( 5560 ): ): 1662 - - 1664 . . DOI: 10.1126/science.1069492 http://doi.org/10.1126/science.1069492 . .

J Kong , , , BEK Klein , , , R Klein , , , 等 . . Using distance correlation and SS-ANOVA to assess associations of familial relationships, lifestyle factors, diseases, and mortality . . PNAS , , 2012 . . 109 ( ( 50 ): ): 20352 - - 20357 . . https://doi.org/10.1073%2Fpnas.1217269109 https://doi.org/10.1073%2Fpnas.1217269109 , , . .

R Li , , , W Zhong , , , L Zhu . . Feature screening via distance correlation learning . . J Am Stat Assoc , , 2012 . . 107 ( ( 499 ): ): 1129 - - 1139 . . DOI: 10.1080/01621459.2012.695654 http://doi.org/10.1080/01621459.2012.695654 . .

H Liao , , , Z Xu , , , X Zeng , , , 等 . . Qualitative decision making with correlation coefficients of hesitant fuzzy linguistic term sets . . Knowl Based Syst , , 2015a . . 76 127 - - 138 . . DOI: 10.1016/j.knosys.2014.12.009 http://doi.org/10.1016/j.knosys.2014.12.009 . .

H Liao , , , Z Xu , , , X Zeng . . Novel correlation coefficients between hesitant fuzzy sets and their application in decision making . . Knowl Based Syst , , 2015b . . 82 115 - - 127 . . DOI: 10.1016/j.knosys.2015.02.020 http://doi.org/10.1016/j.knosys.2015.02.020 . .

G Linden , , , B Smith , , , J York . . Amazon . . com recommendations: item-to-item collaborative filtering. IEEE Intern Comput , , 2003 . . 7 ( ( 1 ): ): 76 - - 80 . . DOI: 10.1109/MIC.2003.1167344 http://doi.org/10.1109/MIC.2003.1167344 . .

S Liu , , , C Kao . . Fuzzy measures for correlation coefficient of fuzzy numbers . . Fuzzy Sets Syst , , 2002 . . 128 ( ( 2 ): ): 267 - - 275 . . DOI: 10.1016/S0165-0114(01)00199-3 http://doi.org/10.1016/S0165-0114(01)00199-3 . .

R Lyons . . Distance covariance in metric spaces . . Ann Probab , , 2013 . . 41 ( ( 5 ): ): 3284 - - 3305 . . DOI: 10.1214/12-AOP803 http://doi.org/10.1214/12-AOP803 . .

C McGregor . . Big data in neonatal intensive care . . Computer , , 2013 . . 46 ( ( 6 ): ): 54 - - 59 . . DOI: 10.1109/MC.2013.157 http://doi.org/10.1109/MC.2013.157 . .

HB Mitchell . . A correlation coefficient for intuitionistic fuzzy sets . . Int J Intell Syst , , 2004 . . 19 ( ( 5 ): ): 483 - - 490 . . DOI: 10.1002/int.20004 http://doi.org/10.1002/int.20004 . .

CA Murthy , , , SK Pal , , , DD Majumder . . Correlation between two fuzzy membership functions . . Fuzzy Sets Syst , , 1985 . . 17 ( ( 1 ): ): 23 - - 38 . . DOI: 10.1016/0165-0114(85)90004-1 http://doi.org/10.1016/0165-0114(85)90004-1 . .

DN Reshef , , , YA Reshef , , , HK Finucane , , , 等 . . Detecting novel associations in large data sets . . Science , , 2011 . . 334 ( ( 6062 ): ): 1518 - - 1524 . . DOI: 10.1126/science.1205438 http://doi.org/10.1126/science.1205438 . .

P Ritala , , , A Golnam , , , A Wegmann . . Coopetition-based business models: the case of Amazon. com . . Ind Mark Manag , , 2014 . . 43 ( ( 2 ): ): 236 - - 249 . . DOI: 10.1016/j.indmarman.2013.11.005 http://doi.org/10.1016/j.indmarman.2013.11.005 . .

A Sen , , , PA Dacin , , , C Pattichis . . Current trends in web data analysis . . Commun ACM , , 2006 . . 49 ( ( 11 ): ): 85 - - 91 . . DOI: 10.1145/1167838.1167842 http://doi.org/10.1145/1167838.1167842 . .

P Susantitaphong , , , DN Cruz , , , J Cerda , , , 等 . . World incidence of AKI: a meta-analysis . . Clin J Am Soc Nephrol , , 2013 . . 8 ( ( 9 ): ): 1482 - - 1493 . . DOI: 10.2215/CJN.00710113 http://doi.org/10.2215/CJN.00710113 . .

GJ Székely , , , ML Rizzo . . On the uniqueness of distance covariance . . Stat Probab Lett , , 2012 . . 82 ( ( 12 ): ): 2278 - - 2282 . . DOI: 10.1016/j.spl.2012.08.007 http://doi.org/10.1016/j.spl.2012.08.007 . .

SD Volpone , , , S Tonidandel , , , DR Avery , , , 等 . . Exploring the use of credit scores in selection processes: beware of adverse impact . . J Bus Psychol , , 2015 . . 30 ( ( 2 ): ): 357 - - 372 . . DOI: 10.1007/s10869-014-9366-5 http://doi.org/10.1007/s10869-014-9366-5 . .

Bank World . . World Development Indicators 2012 , , : : Washington DC, USA World Development Indicators , , 2012 . . https://openknowledge.worldbank.org/handle/10986/6014 https://openknowledge.worldbank.org/handle/10986/6014 , , . .

C Xiao , , , J Ye , , , R Esteves , , , 等 . . Using Spearman's correlation coefficients for exploratory data analysis on big dataset . . Concurr Comput Pract Exp , , 2015 . . 28 ( ( 14 ): ): 3866 - - 3878 . . DOI: 10.1002/cpe.3745 http://doi.org/10.1002/cpe.3745 . .

浏览量

Downloads

CSCD

文章被引用时，请邮件提醒。

Submit

工具集

关联资源

暂无数据