Web Reference: Covariance 是绝对值,体现了两组合之间绝对相关性的大小; Correlation 是在两组数据基础上的相对值,消除了数据组本身大小对相关性的影响(eliminate the effects of size),着重描述其相对的相关性,从而使不同规模的数据组之间具有可比性和对照性。 相关性 (Correlation,或称 相关系数 或 关联系数),显示两相关变量之间线性关系的强度和方向。在统计学中,相关的意义是用来衡量两个变量相对于其相互独立的距离。而 相干性 (Coherence), 与相关性计算得到的信息非常相似,都是衡量两个变量之间的相关程度,只是 相干性 多用于 频域计算 ... 如何理解皮尔逊相关系数(Pearson Correlation Coefficient)? 做计算似度的时候经常会用皮尔逊相关系数,那么应该如何理解该系数? 其数学含义、本质是什么? 显示全部 关注者 1,586
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