Correlation

How to estimate the autocorrelation from nonuniformly spaced data

How to estimate the autocorrelation from nonuniformly spaced data
  1. How do you calculate cross correlation and autocorrelation?

How do you calculate cross correlation and autocorrelation?

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.

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