Pairwise symmetry decomposition method for generalized covariance analysis
AssigneeInternational Business Machines Corporation
InventorTsuyoshi Ide
Life of this patent
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Abstract
The present invention provides a system for evaluating a correlation between a plurality of time-series data. The system includes a calculating section which calculates characteristic quantities indicating symmetry of a diagram drawn by a graph, on which data values included in the plurality of time-series data are plotted in a multidimensional space in which each coordinate axis represents the data value of each time-series data; and an evaluating section which evaluates the correlation between the plurality of time-series data, based on the calculated characteristic quantities.
Claims12
A system for evaluating a correlation between a plurality of time-series data, comprising:
- a calculating section which calculates characteristic quantities indicating a nonlinear correlation existing between the plurality of time-series data;
- and
- an evaluating section which evaluates the correlation between the plurality of time-series data, based on the calculated characteristic quantities.
A method of evaluating a correlation between a plurality of time-series data, comprising the steps of:
- calculating characteristic quantities indicating a nonlinear correlation existing between the plurality of time-series data;
- and
- evaluating the correlation between the plurality of time-series data, based on the calculated characteristic quantities.
A program which causes an information processing apparatus to function as a system for evaluating a correlation between a plurality of time-series data, the program causing the information processing apparatus to function as:
- a calculating section which calculates characteristic quantities indicating a nonlinear correlation existing between the plurality of time-series data;
- and
- an evaluating section which evaluates the correlation between the plurality of time-series data, based on the calculated characteristic quantities.
Dependencies are inferred from the claim text.