Correlation Analysis of Spatial Time Series Datasets: A Filter-and-Refine Approach

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Correlation Analysis of Spatial Time Series Datasets: A Filter-and-Refine Approach

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2002-12-03

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Abstract

A spatial time series dataset is a collection of time series, each referencing a location in a common spatial framework. Correlation analysis is often used to identify pairs of interacting elements from the cross product of two spatial time series datasets. However, the computational cost of correlation analysis is very high when the dimension of the time series and the number of locationsin the spatial frameworks are large. The key contribution of this paper is the use of spatial autocorrelation among spatial neighboring time series to reduce the computational cost. A filter-and-refine algorithm based on coning, i.e.group of locations, is proposed to reduce the cost of correlation analysis over a pair of spatial time series datasets. Cone-level correlation computation can be used to eliminate (filter out) a large number of element pairs whosecorrelation is clearly below (or above) a given threshold. Element pair correlation needs to be computed for remaining pairs. Using algebraic cost models and experimental studies with Earth science datasets, we show that the filter-and-refine approach can save a large fraction of the computational cost, particularly when the minimal correlation threshold is high.

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Zhang, Pusheng; Huang, Yan; Shekhar, Shashi; Kumar, Vipin. (2002). Correlation Analysis of Spatial Time Series Datasets: A Filter-and-Refine Approach. Retrieved from the University Digital Conservancy, https://hdl.handle.net/11299/215539.

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