# Questions tagged [cross-correlation]

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

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### Cross correlation vs mutual information

What is the difference between Cross Correlation and Mutual Information. What kind of problems can be solved using these measures and when is it appropriate to use one over the other. Thanks for the ...
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### A reliable measure of series similarity - correlation just doesn't cut it for me [duplicate]

Possible Duplicate: A reliable measure of series similarity - correlation just doesn't cut it for me I'm trying to determine a method to compare one particular time series against about 10,...
202 views

### If F = F1+F2 is some measured random field, how to find out if F2 has been correctly estimated and subtracted?

I have a random field, F, defined on the surface of a sphere pixellized into about a million points. I know that F must consist of two components - F1 and F2, F1 being a true signal and F2 being some ...
14k views

### For two offset sampled data series, what is the best estimate of the offset between them?

I have 1 dimensional data series sampled at even time intervals; they are noisy but have the exactly the same (unknown) underlying curve - with one difference: they are offset in time by some unknown ...
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### Canonical correlation and prediction

Is it possible to predict values of variables in a matrix Y from values of variables in a matrix X, ie. using canonical correlations since some variables are correlated among these two matrix? X and ...
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### When was the cross-correlation function invented? And what was the motivation behind it?

In a previous question I asked about the history of auto-correlation In this question I'm interested in the discovery process behind cross-correlation. When was it invented? Was it independently ...
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### Comparing correlation coefficients

I have two sets of data where I have at ~250.000 values for 78 and 35 samples. Some of the samples are members of a family and this may have an effect of the data. I have calculated pairwise ...
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### How can I test the significance of the correlation coefficient? [duplicate]

Possible Duplicate: Cross-correlation significance in R How can I test the significance of the correlation coefficient? I have two time series and I want to test if they are cross correlation. ...
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### How to determine if a given signal is time-correlated?

I am trying to determine if a given noise from a compass sensor is time-correlated (it is supposed to be!) and for that I tried to compute the cross correlation between the noise signal and the time ...
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### How to do a 'beer and diapers' correlation analysis

I have data that is equivalent to: shopper_1 = ['beer', 'eggs', 'water',...] shopper_2 = ['diapers', 'beer',...] ... I would like to do some analysis on this ...
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### Calculate Cross Correlation of two matrices of the 'Values Vs. Time' representation

I have 2 acceleration vectors, each represented by a matrix with its first column corresponding to the magnitude of acceleration and second column corresponding to the time (in ms) They both represent ...