Correlation is a fundamental tool for multivariate data analysis. Most multivariate statistical methods use correlation as a basis for data analytics. Machine learning methods are also impacted by correlations in data. With todays’ big data, the role of correlation becomes increasingly important. Although the basic concept of correlation is simple, it has many complexities in practice. Many may know the common saying “correlation is not causation”, but the statement “a causation does not necessarily lead to correlation” is much less known or even debatable. This chapter presents uses and pitfalls of correlation analysis for geoscience applications.
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