Correlation Analysis of Spatial Time Series Datasets: A Filter-and-Refine Approach
Pusheng Zhang5
, Yan Huang5
, Shashi Shekhar5
and Vipin Kumar5 
| (5) |
Computer Science & Engineering Department, University of Minnesota, 200 Union Street SE, Minneapolis, MN 55455, USA |
Abstract
A spatial time series dataset is a collection of time series, each referencing a location in a common spatial framework. Correlation
analysis is often used to identify pairs of potentially interacting elements from the cross product of two spatial time series
datasets. However, the computational cost of correlation analysis is very high when the dimension of the time series and the
number of locations in the spatial frameworks are large. The key contribution of this paper is the use of spatial autocorrelation
among spatial neighboring time series to reduce computational cost. A filter-and-refine algorithm based on coning, i.e. grouping
of locations, is proposed to reduce the cost of correlation analysis over a pair of spatial time series datasets. Cone-level
correlation computation can be used to eliminate (filter out) a large number of element pairs whose correlation is clearly
below (or above) a given threshold. Element pair correlation needs to be computed for remaining pairs. Using experimental
studies with Earth science datasets, we show that the filter-and-refine approach can save a large fraction of the computational
cost, particularly when the minimal correlation threshold is high.
This work was partially supported by NASA grant No. NCC 2 1231 and by Army High Performance Computing Research Center contract
number DAAD19-01-2-0014. The content of this work does not necessarily reflect the position or policy of the government and
no official endorsement should be inferred. AHPCRC and Minnesota Supercomputer Institute provided access to computing facilities.
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