decorrelation
Eliminating statistical dependence
Decorrelation is the process of removing or reducing correlation between variables or signals.
In statistics and signal processing, decorrelation transforms data so that components become statistically independent: The algorithm applies decorrelation to eliminate redundancy between channels.
In finance, decorrelation describes assets moving independently rather than in tandem: Investors seek decorrelation to reduce portfolio risk.
Selective passage of elements
- noiseUnwanted auditory disturbance
- interferenceUnwelcome involvement in affairs
- preprocessingInitial data preparation steps
- frequencyRate of recurrence
spectrum · bandwidth · waveform · modulation · multipath · distortion · attenuation · antenna
Joint deviation measure
- varianceSpread around the mean
- whiteningMaking something lighter
- eigenvaluesTransformation scaling constants
- normalizationAdjusting to a standard
multivariate · scatterplot · regression · sampling · estimation · bias · distribution · probability
Thorough change in form
- matrixOrdered numerical arrangement
- decompositionBreakdown into simpler parts
- Gram-SchmidtVector orthogonalization algorithm
- basisUnderlying support or principle
projection · vectors · linear algebra · dot product · perpendicular · axes · Cartesian · Euclidean
Separation from complexity
- separationState of being apart
- distinctnessQuality of being distinguishable
- disconnectionState of being severed
- divergenceSeparation from common origin
orthogonality · linear independence · decoupling · isolation · detachment · disassociation · partitioning · factorization
filtering
Selective passage of elements
- noiseUnwanted auditory disturbance
- interferenceUnwelcome involvement in affairs
- preprocessingInitial data preparation steps
frequency · spectrum · bandwidth · waveform · modulation · multipath · distortion · attenuation · antenna · receiver
covariance
Joint deviation measure
- varianceSpread around the mean
- whiteningMaking something lighter
- eigenvaluesTransformation scaling constants
normalization · multivariate · scatterplot · regression · sampling · estimation · bias · distribution · probability · inference
transformation
Thorough change in form
- matrixOrdered numerical arrangement
- decompositionBreakdown into simpler parts
- Gram-SchmidtVector orthogonalization algorithm
basis · projection · vectors · linear algebra · dot product · perpendicular · axes · Cartesian · Euclidean · normalization
disentanglement
Separation from complexity
- separationState of being apart
- distinctnessQuality of being distinguishable
- disconnectionState of being severed
divergence · orthogonality · linear independence · decoupling · isolation · detachment · disassociation · partitioning · factorization
- neurocomputingneural networks, neural plasticity, action potential, neural circuits, hidden layers
decorrelationcorrelation
Statistical relationship measure
covariance · dependence · association · interdependence · collinearity
decorrelationcorrelation
Statistical relationship measure
correlating · coupling · entangling · linking · associating
correlation, correlate, correlative, correlated, correlating, uncorrelated, correlations, correlates, correlational