etna.analysis.plot_correlation_matrix#
- plot_correlation_matrix(ts: TSDataset, columns: List[str] | None = None, segments: List[str] | None = None, method: str = 'pearson', mode: str = 'macro', columns_num: int = 2, figsize: Tuple[int, int] = (10, 10), **heatmap_kwargs)[source]#
Plot pairwise correlation heatmap for selected segments.
- Parameters:
ts (TSDataset) – TSDataset with timeseries data
columns (List[str] | None) – Columns to use, if None use all columns
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