Figure 3
Performance of various similarity measures for noisy data (noise level 0.3). The plot shows ROC curves of (a) mutual information (μ
I
), residual mutual information (
), symbol sequence similarity (
), mutual information of the symbol sequences (
) and the mean of these two (
), and (b) Pearson correlation (μ
P
), partial Pearson correlation (
), conditional Pearson correlation (
), Spearman correlation (μ
S
) and Kendall correlation (μ
K
).