广东工业大学学报
廣東工業大學學報
엄동공업대학학보
Journal of Guangdong University of Technology
2015年
3期
1-4
,共4页
皮尔逊积距相关系数%斯皮尔曼秩次相关系数%肯德尔秩次相关系数%基尼相关%皮尔逊秩变量相关系数%脉冲噪声%混合高斯模型
皮爾遜積距相關繫數%斯皮爾曼秩次相關繫數%肯德爾秩次相關繫數%基尼相關%皮爾遜秩變量相關繫數%脈遲譟聲%混閤高斯模型
피이손적거상관계수%사피이만질차상관계수%긍덕이질차상관계수%기니상관%피이손질변량상관계수%맥충조성%혼합고사모형
Pearson′s product moment correlation coefficient(PPMCC)%Spearman′s rho(SR)%Ken-dall′s Tau(KT)%Gini correlation(GC)%Pearson′s rank-variate correlation coefficient(PRVCC)%impulsive noise%contaminated Gaussian model(CGM)
作为相关分析的重要工具,相关系数在众多科学与技术领域中都得到了广泛的研究和应用。基于文献中两种常用的二元混合高斯模型,本文回顾和对比了5种相关系数分别在单通道以及双通道中存在脉冲噪声时的稳健性。定量的研究结果表明,在脉冲噪声环境下,文献中最为常见的皮尔逊积矩相关系数性能急剧恶化。而另外4种相关系数则在两种噪声模型下均表现出良好的抗干扰能力。
作為相關分析的重要工具,相關繫數在衆多科學與技術領域中都得到瞭廣汎的研究和應用。基于文獻中兩種常用的二元混閤高斯模型,本文迴顧和對比瞭5種相關繫數分彆在單通道以及雙通道中存在脈遲譟聲時的穩健性。定量的研究結果錶明,在脈遲譟聲環境下,文獻中最為常見的皮爾遜積矩相關繫數性能急劇噁化。而另外4種相關繫數則在兩種譟聲模型下均錶現齣良好的抗榦擾能力。
작위상관분석적중요공구,상관계수재음다과학여기술영역중도득도료엄범적연구화응용。기우문헌중량충상용적이원혼합고사모형,본문회고화대비료5충상관계수분별재단통도이급쌍통도중존재맥충조성시적은건성。정량적연구결과표명,재맥충조성배경하,문헌중최위상견적피이손적구상관계수성능급극악화。이령외4충상관계수칙재량충조성모형하균표현출량호적항간우능력。
As an important tool in correlation analysis, correlation coefficients have been extensively stud-ied and applied in many science and engineering fields.Based on two commonly used bivariate contami-nated Gaussian models, this paper reviews and compares the robustness of five correlation coefficients in environments with single-channel and double-channel impulsive noise, respectively.Theoretical results indicate that the most popular Pearson′s Product Moment Correlation Coefficient is very sensitive to impul-sive noise interference.On the other hand, the other four coefficients demonstrate their robustness against impulsive noise in the two models.