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Article: Order statistics correlation coefficient as a novel association measurement with applications to biosignal analysis

TitleOrder statistics correlation coefficient as a novel association measurement with applications to biosignal analysis
Authors
KeywordsAtrial fibrillation
Atrial flutter
Concomitant
Fibrillation
Kendall's tau
Nonlinear association measure
Nonlinear systems
Order statistics
Pearson's coefficient
Rearrangement inequality
Spearman's rho
Issue Date2007
PublisherIEEE.
Citation
Ieee Transactions On Signal Processing, 2007, v. 55 n. 12, p. 5552-5563 How to Cite?
AbstractIn this paper, we propose a novel correlation coefficient based on order statistics and rearrangement inequality. The proposed coefficient represents a compromise between the Pearson's linear coefficient and the two rank-based coefficients, namely Spearman's rho and Kendall's tau. Theoretical derivations show that our coefficient possesses the same basic properties as the three classical coefficients. Experimental studies based on four models and six biosignals show that our coefficient performs better than the two rank-based coefficients when measuring linear associations; whereas it is well able to detect monotone nonlinear associations like the two rank-based coefficients. Extensive statistical analyses also suggest that our new coefficient has superior anti-noise robustness, small biasedness, high sensitivity to changes in association, accurate time-delay detection ability, fast computational speed, and robustness under monotone nonlinear transformations. © 2007 IEEE.
Persistent Identifierhttp://hdl.handle.net/10722/57495
ISSN
2015 Impact Factor: 2.624
2015 SCImago Journal Rankings: 2.004
ISI Accession Number ID
References

 

DC FieldValueLanguage
dc.contributor.authorXu, Wen_HK
dc.contributor.authorChang, Cen_HK
dc.contributor.authorHung, YSen_HK
dc.contributor.authorKwan, SKen_HK
dc.contributor.authorFung, PCWen_HK
dc.date.accessioned2010-04-12T01:38:00Z-
dc.date.available2010-04-12T01:38:00Z-
dc.date.issued2007en_HK
dc.identifier.citationIeee Transactions On Signal Processing, 2007, v. 55 n. 12, p. 5552-5563en_HK
dc.identifier.issn1053-587Xen_HK
dc.identifier.urihttp://hdl.handle.net/10722/57495-
dc.description.abstractIn this paper, we propose a novel correlation coefficient based on order statistics and rearrangement inequality. The proposed coefficient represents a compromise between the Pearson's linear coefficient and the two rank-based coefficients, namely Spearman's rho and Kendall's tau. Theoretical derivations show that our coefficient possesses the same basic properties as the three classical coefficients. Experimental studies based on four models and six biosignals show that our coefficient performs better than the two rank-based coefficients when measuring linear associations; whereas it is well able to detect monotone nonlinear associations like the two rank-based coefficients. Extensive statistical analyses also suggest that our new coefficient has superior anti-noise robustness, small biasedness, high sensitivity to changes in association, accurate time-delay detection ability, fast computational speed, and robustness under monotone nonlinear transformations. © 2007 IEEE.en_HK
dc.languageengen_HK
dc.publisherIEEE.en_HK
dc.relation.ispartofIEEE Transactions on Signal Processingen_HK
dc.rights©2007 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.en_HK
dc.rightsCreative Commons: Attribution 3.0 Hong Kong License-
dc.subjectAtrial fibrillationen_HK
dc.subjectAtrial flutteren_HK
dc.subjectConcomitanten_HK
dc.subjectFibrillationen_HK
dc.subjectKendall's tauen_HK
dc.subjectNonlinear association measureen_HK
dc.subjectNonlinear systemsen_HK
dc.subjectOrder statisticsen_HK
dc.subjectPearson's coefficienten_HK
dc.subjectRearrangement inequalityen_HK
dc.subjectSpearman's rhoen_HK
dc.titleOrder statistics correlation coefficient as a novel association measurement with applications to biosignal analysisen_HK
dc.typeArticleen_HK
dc.identifier.openurlhttp://library.hku.hk:4550/resserv?sid=HKU:IR&issn=1053-587X&volume=55&issue=12&spage=5552&epage=5563&date=2007&atitle=Order+statistics+correlation+coefficient+as+a+novel+association+measurement+with+applications+to+biosignal+analysisen_HK
dc.identifier.emailXu, W: wcxu@eee.hku.hken_HK
dc.identifier.emailChang, C: cqchang@eee.hku.hken_HK
dc.identifier.emailHung, YS: yshung@hkucc.hku.hken_HK
dc.identifier.authorityXu, W=rp00198en_HK
dc.identifier.authorityChang, C=rp00095en_HK
dc.identifier.authorityHung, YS=rp00220en_HK
dc.description.naturepublished_or_final_versionen_HK
dc.identifier.doi10.1109/TSP.2007.899374en_HK
dc.identifier.scopuseid_2-s2.0-36749048141en_HK
dc.identifier.hkuros131568-
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-36749048141&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume55en_HK
dc.identifier.issue12en_HK
dc.identifier.spage5552en_HK
dc.identifier.epage5563en_HK
dc.identifier.isiWOS:000251456600002-
dc.publisher.placeUnited Statesen_HK
dc.identifier.scopusauthoridXu, W=7404428876en_HK
dc.identifier.scopusauthoridChang, C=7407033052en_HK
dc.identifier.scopusauthoridHung, YS=8091656200en_HK
dc.identifier.scopusauthoridKwan, SK=7102903642en_HK
dc.identifier.scopusauthoridFung, PCW=7101613315en_HK

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