Title :
Using correlation coefficient series to find the pattern of the correlation evolvement
Author :
Yu, Zhu ; Ying, Zhang ; Chai, Wen-yi
Author_Institution :
Xi´´an Univ. of Finance & Econ., Xi´´an, China
Abstract :
Considering the constraints of the single correlation coefficient, proposes the idea of correlation coefficient series to determine the trend of correlation evolvement over time. And conducts a empirical study with the correlation between PMI and GDP.
Keywords :
economic indicators; pattern recognition; purchasing; time series; GDP; PMI; correlation coefficient series; correlation evolvement pattern; gross domestic production; purchasing manager index; Biological system modeling; Business; Correlation; Economic indicators; Indexes; Machine learning; Correlation Coefficient; Correlation Series; Pattern recognition;
Conference_Titel :
Machine Learning and Cybernetics (ICMLC), 2010 International Conference on
Conference_Location :
Qingdao
Print_ISBN :
978-1-4244-6526-2
DOI :
10.1109/ICMLC.2010.5581042
