Interactive Visualization of Correlations in High-Dimensional Streams

Aus SDQ-Institutsseminar
Vortragende(r) Yimin Zhang
Vortragstyp Bachelorarbeit
Betreuer(in) Edouard Fouché
Termin Fr 19. Juli 2019
Kurzfassung Correlation analysis aims at discovering and summarizing the relationship between the attributes of a data set. For example, in financial markets, the price of stocks evolves over time. Via a careful estimation of the relationship between stocks, one can try to predict which stock to buy or sell to maximize the wealth of a portfolio.

The standard tool of correlation analysis is the computation of a correlation matrix. However, in the case of streams with many dimensions, it is difficult to extract actionable insights from the correlation matrix, as the number of pairs of attributes increases quadratically and the coefficients evolve over time in unforeseen ways. Thus, novel visualization methods are required.

In this thesis, we will investigate how to visualize the evolution of correlation in high-dimensional data streams in an intuitive way. We will, for example, discuss visualization methods based on force-directed graphs. Also, we will develop a web interface to visualize the correlation structure of data streams and evaluate it systematically via user studies.