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Correlation Coefficient

Correlation

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Correlation coefficient is standardized angular separation by centering the coordinates to its mean value. The value is between -1 and +1. It measures similarity rather than distance or dissimilarity.

 

Formula , where and

 

For example:

 

 

Features

 

 

 

cost

time

weight

incentive

Object A

0

3

4

5

Object B

7

6

3

-1

Point A has coordinate (0, 3, 4, 5) and point B has coordinate (7, 6, 3, -1).

The mean value of each object is and

The correlation coefficient between point A and B is

Using MS Excel function CORREL (A, B) gives the same answer as manual computation above.

 

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This tutorial is copyrighted.

Preferable reference for this tutorial is

Teknomo, Kardi. Similarity Measurement. http:\\people.revoledu.com\kardi\ tutorial\Similarity\

 

 

 

 
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