Fig. 3

This figure uses heatmaps to intuitively visualize three core relationship patterns among channels (which can be thought of as different sensors or variables) in multivariate time series data. The“Channel Independence”plot on the left shows a scenario where there is almost no correlation between any of the channels (dark colors), except for each channel’s perfect correlation with itself (the bright diagonal). The“Channel Dependence”plot in the middle represents the opposite extreme, where all channels are strongly correlated with each other, making the entire map bright yellow-green. Finally, the“Channel Clustering”plot on the right reveals a more complex and common structure: the channels form distinct clusters where channels within a group are highly correlated (bright squares), but the groups themselves are independent of one another (dark areas).