Questions tagged [cross-correlation]

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

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2answers
4k views

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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0answers
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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,...
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1answer
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 ...
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2answers
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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0answers
534 views

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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2answers
810 views

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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2answers
2k views

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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0answers
142 views

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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3answers
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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 ...
8
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1answer
2k views

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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0answers
3k views

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 ...
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1answer
2k views

MATLAB interpretation of xcorr2 cross correlation function

I have two vectors of matching lengths. They are readings from two different sensors (one is from a smartphone and the other is from a wiimote) of the same hand movement. I am trying to find the time ...
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2answers
645 views

Correlation of two 1d point processes with non-uniform unconditional distribution

I want to measure the correlation between two 1D point processes $x$ and $y$. Ordinarily I could use the bivariate K-function $K(t) = \frac{T}{n_xn_y} \sum_{i=1}^{n_x} \sum_{j=1}^{n_y} w(x_i,y_j) I[d(...
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9answers
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If A and B are correlated with C, why are A and B not necessarily correlated?

I know empirically that is the case. I have just developed models that run into this conundrum. I also suspect it is not necessarily a yes/no answer. I mean by that if both A and B are correlated ...
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1answer
1k views

Automatic test measuring dissimilarity between two time series

I have two time series, series1 and series2. My aim is to find how much Series2 is different from Series1, automatically/quantitatively. Image can be seen in its original size by clicking here. ...
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2answers
15k views

Cross-correlation significance in R

How do you tell if the correlations at different lags obtained from the cross-correlation (ccf function) of two time series are significant.
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1answer
6k views

Analysis of cross correlation between point-processes

I would like an advice on a analysis method I am using, to know if it it statistically sound. I have measured two point processes $T^1 = t^1_1, t^1_2, ..., t^1_n$ and $T^2 = t^2_1, t^2_2, ..., t^2_m$ ...

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