Howtosignalprocessing
- How do you interpret cross-correlation results?
- What does negative cross-correlation mean?
- What does a negative CCF mean?
- What is cross-correlation of two signals?
How do you interpret cross-correlation results?
If the slope is positive, the cross correlation is positive; if there is a negative slope, the cross correlation is negative. This helps to identify important lags (or leads) in the process and is useful for application when there are predictors in an ARIMA model.
What does negative cross-correlation mean?
A negative correlation describes the extent to which two variables move in opposite directions. For example, for two variables, X and Y, an increase in X is associated with a decrease in Y. A negative correlation coefficient is also referred to as an inverse correlation.
What does a negative CCF mean?
In R, the sample CCF is defined as the set of sample correlations between x t + h and for h = 0, ±1, ±2, ±3, and so on. A negative value for is a correlation between the x-variable at a time before and the y-variable at time . For instance, consider = −2. The CCF value would give the correlation between x t − 2 and .
What is cross-correlation of two signals?
Correlation of two signals is the convolution between one signal with the functional inverse version of the other signal. The resultant signal is called the cross-correlation of the two input signals. The amplitude of cross-correlation signal is a measure of how much the received signal resembles the target signal.
