{"id":717,"date":"2019-07-11T17:29:11","date_gmt":"2019-07-11T16:29:11","guid":{"rendered":"http:\/\/35.193.178.118\/?page_id=717"},"modified":"2019-07-30T12:11:04","modified_gmt":"2019-07-30T11:11:04","slug":"the-origin-of-error-correlation-pt2","status":"publish","type":"page","link":"https:\/\/research.reading.ac.uk\/fiduceo\/archive\/tutorials\/the-origin-of-error-correlation\/the-origin-of-error-correlation-pt2\/","title":{"rendered":"the origin of error correlation"},"content":{"rendered":"\r\n<h1 class=\"wp-block-heading\">Introducing correlation structures via a rolling average<\/h1>\r\n\r\n\r\n\r\n<p>Now that we\u2019ve introduced random, systematic and structured random errors, let\u2019s move on to explore the concept of correlation structures. In order to do so, let\u2019s consider the simple case of an unweighted rolling average of three measured values.<\/p>\r\n\r\n\r\n\r\n<p>The figure below shows 9 measured values, labelled\u00a0 <span class=\"katex-eq\" data-katex-display=\"false\"> x_0 <\/span> to <span class=\"katex-eq\" data-katex-display=\"false\"> x_8 <\/span> , and 7 averages, <span class=\"katex-eq\" data-katex-display=\"false\"> x_a <\/span> to <span class=\"katex-eq\" data-katex-display=\"false\"> x_I <\/span> , each of which is calculated using three consecutive measured values. For example, <span class=\"katex-eq\" data-katex-display=\"false\"> x_c <\/span> \u00a0is the mean of <span class=\"katex-eq\" data-katex-display=\"false\">x_2<\/span>, <span class=\"katex-eq\" data-katex-display=\"false\"> x_3 <\/span> and <span class=\"katex-eq\" data-katex-display=\"false\"> x_4 <\/span> .<\/p>\r\n\r\n\r\n\r\n<p>Notice that each of the measured values, <span class=\"katex-eq\" data-katex-display=\"false\"> x_0 <\/span> to <span class=\"katex-eq\" data-katex-display=\"false\"> x_8 <\/span> , contributes to more than one of the averages. In turn, the errors on each of the measured values will affect the value of more than one of the averages. For example, each of the measured values <span class=\"katex-eq\" data-katex-display=\"false\"> x_1 <\/span> and <span class=\"katex-eq\" data-katex-display=\"false\"> x_2 <\/span> is used in the calculation of both <span class=\"katex-eq\" data-katex-display=\"false\"> \\bar{x}_a <\/span> and <span class=\"katex-eq\" data-katex-display=\"false\"> \\bar{x}_b <\/span> . The result of this is that the errors in <span class=\"katex-eq\" data-katex-display=\"false\"> \\bar{x}_a <\/span> and <span class=\"katex-eq\" data-katex-display=\"false\"> \\bar{x}_b <\/span> are correlated. On the other hand, notice that there is no error correlation between <span class=\"katex-eq\" data-katex-display=\"false\"> \\bar{x}_h <\/span> and <span class=\"katex-eq\" data-katex-display=\"false\"> \\bar{x}_b <\/span> , because they do not have any measured values in common<\/p>\r\n\r\n\r\n\r\n<figure class=\"wp-block-image\"><img decoding=\"async\" class=\"wp-image-719\" src=\"https:\/\/research.reading.ac.uk\/fiduceo\/wp-content\/uploads\/sites\/129\/2019\/07\/tutorial4_figure1-1-1024x765.png\" alt=\"\" \/><\/figure>\r\n\r\n\r\n\r\n<p>If we now focus on <span class=\"katex-eq\" data-katex-display=\"false\"> \\bar{x}_d <\/span> , we can visualise the number of measured values in common with the other averages by looking at the graph below, which shows the fraction of common measured values that <span class=\"katex-eq\" data-katex-display=\"false\"> \\bar{x}_d <\/span> shares with the other averages we introduced in the diagram above.<\/p>\r\n\r\n\r\n\r\n<figure class=\"wp-block-image\"><img decoding=\"async\" class=\"wp-image-720\" src=\"https:\/\/research.reading.ac.uk\/fiduceo\/wp-content\/uploads\/sites\/129\/2019\/07\/tutorial4_figure2-1.png\" alt=\"\" \/><\/figure>\r\n\r\n\r\n\r\n<p>We can use this graph to infer something about the error correlation between <span class=\"katex-eq\" data-katex-display=\"false\"> \\bar{x}_d <\/span> and our other averages: the \u2018closer\u2019 the two averages, the greater the number of measured values in common, and the greater the error correlation. Conversely, two averages that are \u2018further away\u2019 have less values in common and weaker error correlation, and averages that are sufficiently far apart have no error correlation.<\/p>\r\n\r\n\r\n\r\n<figure class=\"wp-block-image\"><img decoding=\"async\" class=\"wp-image-721\" src=\"https:\/\/research.reading.ac.uk\/fiduceo\/wp-content\/uploads\/sites\/129\/2019\/07\/tutorial4_figure3-1.png\" alt=\"\" \/><\/figure>\r\n\r\n\r\n\r\n<p>In other words, the error correlation drops linearly relative to a particular average value, giving a triangular correlation structure. In general, then, for rolling averages of n measured values the correlation structure takes the form of a triangle with peak 1 and full base <span class=\"katex-eq\" data-katex-display=\"false\"> 2n <\/span> , as shown in the diagram below.<\/p>\r\n\r\n\r\n\r\n<p>So, we\u2019ve now seen that a rolling average has a triangular correlation structure. Other processes give rise to other correlation structures, and we\u2019ll look at some examples of these in the next recipe. However, before we do, let\u2019s move on to turn our attention towards common correlation dimensions encountered in Earth observation.<\/p>\r\n","protected":false},"excerpt":{"rendered":"<p>Introducing correlation structures via a rolling average Now that we\u2019ve introduced random, systematic and structured random errors, let\u2019s move on to explore the concept of correlation structures. In order to&#8230;<a class=\"read-more\" href=\"&#104;&#116;&#116;&#112;&#115;&#58;&#47;&#47;&#114;&#101;&#115;&#101;&#97;&#114;&#99;&#104;&#46;&#114;&#101;&#97;&#100;&#105;&#110;&#103;&#46;&#97;&#99;&#46;&#117;&#107;&#47;&#102;&#105;&#100;&#117;&#99;&#101;&#111;&#47;&#97;&#114;&#99;&#104;&#105;&#118;&#101;&#47;&#116;&#117;&#116;&#111;&#114;&#105;&#97;&#108;&#115;&#47;&#116;&#104;&#101;&#45;&#111;&#114;&#105;&#103;&#105;&#110;&#45;&#111;&#102;&#45;&#101;&#114;&#114;&#111;&#114;&#45;&#99;&#111;&#114;&#114;&#101;&#108;&#97;&#116;&#105;&#111;&#110;&#47;&#116;&#104;&#101;&#45;&#111;&#114;&#105;&#103;&#105;&#110;&#45;&#111;&#102;&#45;&#101;&#114;&#114;&#111;&#114;&#45;&#99;&#111;&#114;&#114;&#101;&#108;&#97;&#116;&#105;&#111;&#110;&#45;&#112;&#116;&#50;&#47;\">Read More ><\/a><\/p>\n","protected":false},"author":219,"featured_media":0,"parent":714,"menu_order":1,"comment_status":"closed","ping_status":"closed","template":"","meta":{"_acf_changed":false,"_monsterinsights_skip_tracking":false,"_monsterinsights_sitenote_active":false,"_monsterinsights_sitenote_note":"","_monsterinsights_sitenote_category":0,"__cvm_playback_settings":[],"__cvm_video_id":"","footnotes":""},"coauthors":[6],"class_list":["post-717","page","type-page","status-publish","hentry"],"acf":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v21.8.1 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>the origin of error correlation - Fiduceo<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/research.reading.ac.uk\/fiduceo\/archive\/tutorials\/the-origin-of-error-correlation\/the-origin-of-error-correlation-pt2\/\" \/>\n<meta property=\"og:locale\" content=\"en_GB\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"the origin of error correlation - Fiduceo\" \/>\n<meta property=\"og:description\" content=\"Introducing correlation structures via a rolling average Now that we\u2019ve introduced random, systematic and structured random errors, let\u2019s move on to explore the concept of correlation structures. 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