Time Lagged Cross Correlation Component

Component is used to analyze the correlation between two series (numeric) in given maximum lag interval.

First Series: Select a numeric column as first series which will be kept static.

Second Series: Select a numeric column (different from the first one) as second series which will be lagged in given interval.

Number of Maximum Lag: This is the max lag number that is analyzed. Component calculates correlation from - max lag number to + max number.

Image at Output Port: Enable 1st output port which contains the correlation coefficient line plot for different lags inside the -/+ max lag interval.

Number of rows for line plot: If line plot option selected this parameter is used to plot initial N rows when creating plot images. It's better to give a bigger number than maximum lag number.

Display Lag List with Results: If selected component Javascript view displays the calculated values (correlation coefficient and p values) and plots for each analyzed lag.

Line Plot for Original Data: The line plot showing comparison of two series with each lag is plotted for original values.

Line Plot for Normalized Data: The line plot showing comparison of two series with each lag is plotted for normalized values.

Options

Display Lag list with results and plots
When selected component viev displays the correlation coefficient, p value and original and nrmalized comparison plots for the lagged series
Line Plot for original data (Affects performance)
When selected line plot generated from original lagged data for component view and image port output
Line Plot for normalized data (Affects performance)
When selected line plot generated from normalized lagged data for component view and image port output
Create Image at Port
Enter Description
2nd Series
Select the second series which the lag will be applied
1st Series
Select the 1st series
Number of Lags
Enter the number of max lags that will be analyzed between selected two series
Max Number of Rows for Plots
Enter the max number of rows to draw line plot of each lag

Input Ports

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Input table must have at least two numeric columns

Output Ports

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Image Output for Line Plot of Correlation Coefficients with -/+ maximum lag range
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Table output for each calculated lag containing lag number, correlation coefficient, p value and original and normalized line plot comparisons if selected
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Table output for the hishest correlated lag

Nodes

Extensions

Links

Download

To use this component in KNIME, download it from the below URL and open it in KNIME:

Download Component
On NodePit since: 2021-07-06
Last update: 2024-04-26
Created with KNIME version: v4.4.0

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