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

  • segments (List[str] | None) – 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