CORRELATION AND TAIL DEPENDENCE ANALYSIS IN PARALLEL COORDINATES

Parallel Coordinates (PC) provide an alternative visualization of data constructed by embedding the parallel axes vertically in Cartesian Coordinates (CC) system. By using PC, we may be able to observe multivariate data behavior easier and more accurately, in particular, via dependence pattern....

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Main Author: Nurohmah, Evi
Format: Theses
Language:Indonesia
Subjects:
Online Access:https://digilib.itb.ac.id/gdl/view/33934
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Institution: Institut Teknologi Bandung
Language: Indonesia
id id-itb.:33934
spelling id-itb.:339342019-01-31T10:30:09ZCORRELATION AND TAIL DEPENDENCE ANALYSIS IN PARALLEL COORDINATES Nurohmah, Evi Matematika Indonesia Theses Coordinates system, data visualization, Pearsons correlation. INSTITUT TEKNOLOGI BANDUNG https://digilib.itb.ac.id/gdl/view/33934 Parallel Coordinates (PC) provide an alternative visualization of data constructed by embedding the parallel axes vertically in Cartesian Coordinates (CC) system. By using PC, we may be able to observe multivariate data behavior easier and more accurately, in particular, via dependence pattern. In this thesis, we emphasize on visualization of correlation and multivariate tail dependence in PC. Specically, we analyze and identify their behavior through data. Furthermore, we propose a method of determining appropriate tail dependence coecient by preserving Pearsons correlation coecient in upper tail of the data. text
institution Institut Teknologi Bandung
building Institut Teknologi Bandung Library
continent Asia
country Indonesia
Indonesia
content_provider Institut Teknologi Bandung
collection Digital ITB
language Indonesia
topic Matematika
spellingShingle Matematika
Nurohmah, Evi
CORRELATION AND TAIL DEPENDENCE ANALYSIS IN PARALLEL COORDINATES
description Parallel Coordinates (PC) provide an alternative visualization of data constructed by embedding the parallel axes vertically in Cartesian Coordinates (CC) system. By using PC, we may be able to observe multivariate data behavior easier and more accurately, in particular, via dependence pattern. In this thesis, we emphasize on visualization of correlation and multivariate tail dependence in PC. Specically, we analyze and identify their behavior through data. Furthermore, we propose a method of determining appropriate tail dependence coecient by preserving Pearsons correlation coecient in upper tail of the data.
format Theses
author Nurohmah, Evi
author_facet Nurohmah, Evi
author_sort Nurohmah, Evi
title CORRELATION AND TAIL DEPENDENCE ANALYSIS IN PARALLEL COORDINATES
title_short CORRELATION AND TAIL DEPENDENCE ANALYSIS IN PARALLEL COORDINATES
title_full CORRELATION AND TAIL DEPENDENCE ANALYSIS IN PARALLEL COORDINATES
title_fullStr CORRELATION AND TAIL DEPENDENCE ANALYSIS IN PARALLEL COORDINATES
title_full_unstemmed CORRELATION AND TAIL DEPENDENCE ANALYSIS IN PARALLEL COORDINATES
title_sort correlation and tail dependence analysis in parallel coordinates
url https://digilib.itb.ac.id/gdl/view/33934
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