Method for the correlation analysis of data with time delay based on maximal information coefficient
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1.Technology and Engineering Center for Space Utilization, Chinese Academy of Sciences,Beijing 100094,China; 2.Beijing UCAS Space Technology Co.,Ltd, Beijing 100190,China

Clc Number:

TP274.2

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    Abstract:

    Aiming at the problem that the correlation of two sets of data with time delay can’t be detected effectively,a parallel moving search method based on Maximal Information Coefficient(MIC) is proposed.According to the practical application of the scene, set the appropriate parallel moving search window and step, obtain the time delay estimation value by the position with the maximum MIC value.Apply these methods on the correlation analysis of the equipment installation surface temperature data in aerospace and M1CPI data in economics, results show that if two sets of data have correlation but with a time delay in time domain,using this method can detect the correlation and time delay effectively.

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History
  • Received:
  • Revised:
  • Adopted:
  • Online: May 27,2016
  • Published: