Title :
A new non-liner correlation measure
Author :
Zhiyuan, Shen ; Wang Qiang ; Shen Yi
Author_Institution :
Dept. of Control Sci. & Eng., Harbin Inst. of Technol., Harbin, China
Abstract :
To overcome the disadvantage which the traditional nonlinear correlation measure values do not range, in this paper, we propose the concept of the nonlinear correlation co-efficient (NCC), which indicate 0 and 1 denotes the weakest and the strongest relationship. We also develop a complete mathematical theory for the effects of variables distribution changes on nonlinear correlation coefficient. For multivariable data set, the nonlinear correlation information entropy (NCIE) is proposed for measuring the general relationship of a multivariable data set, which also ranges in the closed interval. Data sets generated from a logistic function are analyzed using the proposed NCIE. The results testify the suitableness and correctness of the proposed concepts as nonlinear correlation measure.
Keywords :
correlation methods; entropy; data sets; logistic function; mathematical theory; multivariable data set; nonlinear correlation coefficient; nonlinear correlation information entropy; nonlinear correlation measure; Data analysis; Grain size; Information analysis; Information entropy; Logistics; Mathematics; Mutual information; Random variables; Statistics; Testing; Entropy; correlation coefficient; mutual information; nonlinear correlation;
Conference_Titel :
Information, Computing and Telecommunication, 2009. YC-ICT '09. IEEE Youth Conference on
Conference_Location :
Beijing
Print_ISBN :
978-1-4244-5074-9
Electronic_ISBN :
978-1-4244-5076-3
DOI :
10.1109/YCICT.2009.5382400