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Correlation #
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Correlations between many elements in a system inevitably contain indirect correlations from other elements.

You should also be very careful when you calculate a correlation between Time series.

Topics #

Handling indirect correlation #

The indirect correlation leads us to inaccurate prediction. There are several ways to filter out those indirect edges with spurious correlation:

Aggregating correlation #

Sometimes, we want to average correlation values. A standard method is performing Fisher transformation and average the z values then transform it back to correlation coefficient.

Constructing networks from correlation matrices #

Correlation Matrix #

Correlation and causation #

Generalized ways of inferring associations #

Articles #

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