plot_correlation_matrix

plot_correlation_matrix(ts: TSDataset, columns: Optional[List[str]] = None, segments: Optional[List[str]] = None, method: str = 'pearson', mode: str = 'macro', columns_num: int = 2, figsize: Tuple[int, int] = (10, 10), **heatmap_kwargs)

Plot pairwise correlation heatmap for selected segments.

Parameters

• ts (TSDataset) – TSDataset with timeseries data

• columns (Optional[List[str]]) – Columns to use, if None use all columns

• segments (Optional[List[str]]) – Segments to use

• method (str) –

  Method of correlation:

  • pearson: standard correlation coefficient

  • kendall: Kendall Tau correlation coefficient

  • spearman: Spearman rank correlation

• mode ('macro' or 'per-segment') – Aggregation mode

• columns_num (int) – Number of subplots columns

• figsize (Tuple[int, int]) – size of the figure in inches