Howtosignalprocessing
- What is the correct way to perform cross-correlation?
- What does cross-correlation tell you?
- What is the difference between cross-correlation and autocorrelation?
- What is time lagged cross-correlation?
What is the correct way to perform cross-correlation?
Formula for Cross-Correlation
If independent variable X influences variable Y and the two are positively correlated, then as the value of X rises so will the value of Y. If the same is true of the relationship between X and Z, then as the value of X rises, so will the value of Z.
What does cross-correlation tell you?
Definition: Cross-correlation is the comparison of two different time series to detect if there is a correlation between metrics with the same maximum and minimum values.
What is the difference between cross-correlation and autocorrelation?
Difference Between Cross Correlation and Autocorrelation
Cross correlation happens when two different sequences are correlated. Autocorrelation is the correlation between two of the same sequences. In other words, you correlate a signal with itself.
What is time lagged cross-correlation?
Time-lagged cross-correlation usually refers to the correlation between two time series shifted relatively in time. Time-lagged cross-correlations between time series have been studied and an analytic method has been widely applied in diverse fields [2], [3], [4], [5], [6], [7].
