Howtosignalprocessing
- How do you interpret cross-correlation?
- How do you find the cross-correlation of two sequences?
- What is lag in cross-correlation?
How do you interpret cross-correlation?
Understanding Cross-Correlation
Cross-correlation is generally used when measuring information between two different time series. The possible range for the correlation coefficient of the time series data is from -1.0 to +1.0. The closer the cross-correlation value is to 1, the more closely the sets are identical.
How do you find the cross-correlation of two sequences?
To detect a level of correlation between two signals we use cross-correlation. It is calculated simply by multiplying and summing two-time series together. In the following example, graphs A and B are cross-correlated but graph C is not correlated to either.
What is lag in cross-correlation?
The lag refers to how far the series are offset, and its sign determines which series is shifted. Note that as the lag increases, the number of possible matches decreases because the series “hang out” at the ends and do not overlap.
