Using correlation coefficient series to find the pattern of the correlation evolvement
作者
Zhu Liang Yu,Ying Zhang,Wen-Yi Chai
标识
DOI:10.1109/icmlc.2010.5581042
摘要
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.