Visual Analytics for Correlation-Based Comparison of Time Series Ensembles

dc.contributor.authorKöthur, Patricken_US
dc.contributor.authorWitt, Carlen_US
dc.contributor.authorSips, Mikeen_US
dc.contributor.authorMarwan, Norberten_US
dc.contributor.authorSchinkel, Stefanen_US
dc.contributor.authorDransch, Dorisen_US
dc.contributor.editorH. Carr, K.-L. Ma, and G. Santuccien_US
dc.date.accessioned2015-05-22T12:52:06Z
dc.date.available2015-05-22T12:52:06Z
dc.date.issued2015en_US
dc.description.abstractAn established approach to studying interrelations between two non-stationary time series is to compute the 'windowed' cross-correlation (WCC). The time series are divided into intervals and the cross-correlation between corresponding intervals is calculated. The outcome is a matrix that describes the correlation between two time series for different intervals and varying time lags. This important technique can only be used to compare two single time series. However, many applications require the comparison of ensembles of time series. Therefore, we propose a visual analytics approach that extends the WCC to support a correlation-based comparison of two ensembles of time series. We compute the pairwise WCC between all time series from the two ensembles, which results in hundreds of thousands of WCC matrices. Statistical measures are used to derive a concise description of the time-varying correlations between the ensembles as well as the uncertainty of the correlation values. We further introduce a visually scalable overview visualization of the computed correlation and uncertainty information. These components are combined with multiple linked views into a visual analytics system to support configuration of the WCC as well as detailed analysis of correlation patterns between two ensembles. Two use cases from very different domains, cognitive science and paleoclimatology, demonstrate the utility of our approach.en_US
dc.description.number3en_US
dc.description.sectionheadersTime-series and Topologyen_US
dc.description.seriesinformationComputer Graphics Forumen_US
dc.description.volume34en_US
dc.identifier.doi10.1111/cgf.12653en_US
dc.identifier.pages411-420en_US
dc.identifier.urihttps://doi.org/10.1111/cgf.12653en_US
dc.publisherThe Eurographics Association and John Wiley & Sons Ltd.en_US
dc.subjectI.3.8 [Computer Graphics]en_US
dc.subjectApplicationsen_US
dc.titleVisual Analytics for Correlation-Based Comparison of Time Series Ensemblesen_US
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