# Tagged Questions

A measure of correlation between different time series, at the same or different times.

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### Identifying lagged effects / Distributed Lag Model

I would like to create a linear distributed lag model in order to do some forecast and also being able to interpret the results. Unfortunately I'm a bit confused with the process I should follow....
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### Quantifying comparison of two different field data sets for the same 3D domain

I have a 3D domain (say a cube). The cube is discretized into an array of grid points. Each grid point holds a field data (like temperature, temperature gradient etc.). I would like to see if the ...
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### Correlation : values data sets and unique keywords [duplicate]

I'm trying to figure out what's causing my stomach pain recently and I have logged the following data twice a day: A grade on a scale from 1 to 10 on how much my stomach hurts Foods (unique names) I'...
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### Correlation between yearly store-sales and cross-sectional time series

I have a monthly time series data (for five years) on a particular store about its sales, marginal sales, inventory, etc. I also have monthly cross-sectional data (for five years) on the same. I ...
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### (Cross) Correlation of time series with very different sampling intervals (sec. vs days)

This is my first post on Cross-Validated. I read a lot of question related to my problem, but no one was completely satisfying. I have two time series that are sampled at very different time ...
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### Lagged time series analysis

Given 3 continuous, normally distributed, independent, time-series vectors (X, Y, Z) and 1 continuous, Poisson distributed, dependant, time-series vector (A). How can I rank the independent vectors in ...
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### Periodic Cross-Correlation vs Aperiodic Cross-Correlation

I am doing research in spread spectrum communication, and many papers frequently use the terms Periodic Cross-Correlation and Aperiodic Cross-Correlation. However, I cannot find a clear definition of ...
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### ELI5: Cross-Covariance

Following up on this question on the difference between covariance and correlation, how would you explain cross-covariance to a layman? If possible without formulae.
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### Correlation between two 2D arrays

I could not find anywhere, how to calculate correlation between two arrays. Say I do have Array1 with X and Y values and also Array2 with X and Y values. I tried to do some calculation and inserting ...
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### Correlation between spatial distributions

I have three bivariate data sets of different sizes and the same sampling interval. These represent the variation of dry river bed direction with distance at equidistant sample points. When plotted ...
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### Excel function (or macro) for cross-correlation between dichotomous or binary (e.g., 1 or 0) variables?

I have an Excel spreadsheet with columns of different variables that are dichotomous or binary. These variables can take on values of either 1 or 0. I want to find cross-correlations between any two ...
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### Controlling for autocorrelation in crosscorrelation

I have two timeseries ...
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### Cross correlation of gaussian signals with its mean signal gives non-gaussian distributed scores

The following is my question: I have signals that contains noise, they are of the following form see the figure below.. Then I take the mean signal of all these signals (identical in length and shape)....
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### Cross-correlation with Spearman's method

I am trying to calculate the cross-correlation between two time series. I know that ccf in R base can slove this problem and it uses Pearson's correlation method. My question is: How can I calculate ...
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### Compare two distributions with varying focus on different regions

I have been trying to find if my problem matches has been discussed in prior research and if any technique exists to solve it. Here's the problem: Given two distributions (pdf) D1 and D2 over a ...
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### How can the Cross-correlation of two time series be used to measure similarity between vectors

Because cross correlation methods (like numpy.correlate) typically return vectors, how can they be used to determine the similarity of two input vectors
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### Cross correlation function in more than one dimension

The cross correlation function is $CCF(\tau) = \int f(t)g(t+\tau)dt$ My question: are there any extensions to higher dimensional spaces? For instance, assuming space dimension $x$ is orthogonal to ...
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### Covariance between added harmonic timeseries

I am trying to construct a covariance matrix for an optimization between two added harmonic time series. In general, the basic equation looks like this: $Z(t)=Y(t)-X(t)$ When I break this down into ...
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### Correlate incidence rate with number of cases

As title says, I want to see how well incidence rate (over a period of years) of a disease compares with number of cases of a certain procedure (over the same period of years) used to cure it. How ...
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### Pearson correlation coefficient for lagged time series

I am trying to calculate lagged Pearson correlation coefficient between time series. I am not interested in calculating cross-correlation. I want to calculate Pearson correlation coefficient because I ...
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### How do I interpret this cross correlation function (CCF) plot?

I am working on some exchange rates data. I have two series: $X_t$ with the official exchange rate (e.g. forex) $Y_t$ with the exchange rate on the "black market" (e.g. currency exchange houses at ...
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### Determining asynchronicity in event data

Imagine events occurring over time in 5 subjects. Each time a subject does something then you see a spike on their timeline. Each event is binary - it either occurs or it doesn't, there is no ...
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### How do i combine several time series to create one lagged regression model?

I’m totally new to time series and desperately after some advice. For each of 100 topics I have the values of 2 variables X and Y for 50 consecutive days. I believe there is a lead/lag relationship ...
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### Correlation as a time series

I have been studying a few simple statistical models for (univariate) time series. From my understanding, ARIMA and its siblings are used to model the mean of a time series. Rather than a static ...