A Graphical Tool for Distribution and Correlation Analysis of Multiple Time Series
This paper proposes the use of the parallel coordinate representation for the representation of multivariable statistical data, particularly for data arising in the time series context. We discuss the statistical interpretation of a variety of structures in the parallel coordinate diagrams including features which indicate correlation and clustering. One application is to graphically assess the finite dimensional distribution structure of a time series. A second application is to assessing structure of multichannel time series. An example of this latter application is given. It is shown that the parallel coordinate representation can be exploited as a graphical tool for using beam forming for short segments of ocean acoustic data.
KeywordsScatter Diagram Structural Inference Multiple Time Series Statistical Signal Processing Line Hyperbola
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