"I don't see this as such a big problem.
Correlation coefficients are also examples of scale invariant measures.
We can also use data reduction techniques to make something scale invariant. It is common in some communities to use always data…"
I have been working in Operational Research and Systems Engineering, with applications in: statistics and data analysis; decision support systems and data mining.
I work in the Azores University.
I have master and PhD in Operational Research and Systems Engineering by Technical University of Lisbon.