Howtosignalprocessing
- What is the value range for cross-correlation?
- What is time lagged cross-correlation?
- How do you find time delay using cross-correlation?
- What is cross-correlation in time series?
What is the value range for 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.
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].
How do you find time delay using cross-correlation?
For delay analysis, correlation in the time domain is widely used. The correlation function plots the similarity between two signals for all possible lags τ. The peak of the correlation function occurs at the lag with the best similarity between the two signals, i.e. the estimated delay.
What is cross-correlation in time series?
In time series analysis and statistics, the cross-correlation of a pair of random process is the correlation between values of the processes at different times, as a function of the two times.
