Spearman Rank Correlation Method Based on Trend Rank

The Spearman rank correlation method has poor performance when it is used to find trend correlations between variables, where the local inconsistent ranks appear. The trend-rank Spearman correlation method (T-SRC) is proposed to solve this problem. The method of transforming data to trend ranks is designed especially to catch the changing tendency of data, so that this can enhance the performance of finding trend correlations between variables. The experimental results on real data sets show that the T-SRC has better performance on mining trend correlations between variables, compared with traditional Spearman rank correlation method.