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Article: Order statistics correlation coefficient as a novel association measurement with applications to biosignal analysis
Title | Order statistics correlation coefficient as a novel association measurement with applications to biosignal analysis |
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Authors | |
Keywords | Atrial fibrillation Atrial flutter Concomitant Fibrillation Kendall's tau Nonlinear association measure Nonlinear systems Order statistics Pearson's coefficient Rearrangement inequality Spearman's rho |
Issue Date | 2007 |
Publisher | IEEE. |
Citation | Ieee Transactions On Signal Processing, 2007, v. 55 n. 12, p. 5552-5563 How to Cite? |
Abstract | In 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 Identifier | http://hdl.handle.net/10722/57495 |
ISSN | 2021 Impact Factor: 4.875 2020 SCImago Journal Rankings: 1.638 |
ISI Accession Number ID | |
References |
DC Field | Value | Language |
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dc.contributor.author | Xu, W | en_HK |
dc.contributor.author | Chang, C | en_HK |
dc.contributor.author | Hung, YS | en_HK |
dc.contributor.author | Kwan, SK | en_HK |
dc.contributor.author | Fung, PCW | en_HK |
dc.date.accessioned | 2010-04-12T01:38:00Z | - |
dc.date.available | 2010-04-12T01:38:00Z | - |
dc.date.issued | 2007 | en_HK |
dc.identifier.citation | Ieee Transactions On Signal Processing, 2007, v. 55 n. 12, p. 5552-5563 | en_HK |
dc.identifier.issn | 1053-587X | en_HK |
dc.identifier.uri | http://hdl.handle.net/10722/57495 | - |
dc.description.abstract | In 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.language | eng | en_HK |
dc.publisher | IEEE. | en_HK |
dc.relation.ispartof | IEEE Transactions on Signal Processing | en_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. | - |
dc.subject | Atrial fibrillation | en_HK |
dc.subject | Atrial flutter | en_HK |
dc.subject | Concomitant | en_HK |
dc.subject | Fibrillation | en_HK |
dc.subject | Kendall's tau | en_HK |
dc.subject | Nonlinear association measure | en_HK |
dc.subject | Nonlinear systems | en_HK |
dc.subject | Order statistics | en_HK |
dc.subject | Pearson's coefficient | en_HK |
dc.subject | Rearrangement inequality | en_HK |
dc.subject | Spearman's rho | en_HK |
dc.title | Order statistics correlation coefficient as a novel association measurement with applications to biosignal analysis | en_HK |
dc.type | Article | en_HK |
dc.identifier.openurl | http://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+analysis | en_HK |
dc.identifier.email | Xu, W: wcxu@eee.hku.hk | en_HK |
dc.identifier.email | Chang, C: cqchang@eee.hku.hk | en_HK |
dc.identifier.email | Hung, YS: yshung@hkucc.hku.hk | en_HK |
dc.identifier.authority | Xu, W=rp00198 | en_HK |
dc.identifier.authority | Chang, C=rp00095 | en_HK |
dc.identifier.authority | Hung, YS=rp00220 | en_HK |
dc.description.nature | published_or_final_version | en_HK |
dc.identifier.doi | 10.1109/TSP.2007.899374 | en_HK |
dc.identifier.scopus | eid_2-s2.0-36749048141 | en_HK |
dc.identifier.hkuros | 131568 | - |
dc.relation.references | http://www.scopus.com/mlt/select.url?eid=2-s2.0-36749048141&selection=ref&src=s&origin=recordpage | en_HK |
dc.identifier.volume | 55 | en_HK |
dc.identifier.issue | 12 | en_HK |
dc.identifier.spage | 5552 | en_HK |
dc.identifier.epage | 5563 | en_HK |
dc.identifier.isi | WOS:000251456600002 | - |
dc.publisher.place | United States | en_HK |
dc.identifier.scopusauthorid | Xu, W=7404428876 | en_HK |
dc.identifier.scopusauthorid | Chang, C=7407033052 | en_HK |
dc.identifier.scopusauthorid | Hung, YS=8091656200 | en_HK |
dc.identifier.scopusauthorid | Kwan, SK=7102903642 | en_HK |
dc.identifier.scopusauthorid | Fung, PCW=7101613315 | en_HK |
dc.identifier.issnl | 1053-587X | - |