# Questions tagged [cross-correlation]

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

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### Cross-correlation across an interrupted time series

I want to compare the time series of two counts of objects, collected simutaniously: Abundance of object A Abundance of object B I go to a site, and measure the abundances over a given time period ...
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### (Multiple) Time-series analysis, cross-correlation?

I'm new to working with time-series so forgive my ignorance. I have - to start with - two time-series of which I calculated first differences to get rid of any underlying trends that are irrelevant ...
254 views

### Correlation between several time series

So I have a set of around 50 time series for the same period of time, I want to determine how well correlated they are to each other (using R), I'm not an expert but what I have seen is that I should ...
396 views

### How to model spatial covariance using Gaussian processes

My data set consists of N noisy time series, each belonging to a point on a surface. The dynamics of each time series are correlated, with correlation decreasing with spatial distance. I hope to ...
634 views

### Cross-correlation of periodic time-series with uneven steps

Background I am seeking to understand the relationship between measured height of certain objects and tides. I have a tide gauge that measures tide height every 2 seconds and a number of other height ...
201 views

### Averaging several cross-correlations

I tried searching and see questions about averaging correlation coefficients, but my question relates to averaging cross correlations. I have more than 10 thousand time-series records that relate to ...
286 views

### Interpreting prewhitened cross-correlation results

I have performed cross-correlation between two autocorrelated time series, in this case monthly net recharge versus each of 12 monthly groundwater level series. I am interested in finding the lag of ...
178 views

### 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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### Which test statistic to use to test for cross-sectional dependence in panel data (R, plm)?

I would like to test for cross-sectionally dependent residuals in my panelmodel (pooled). I found pcdtest() in plm package and tried ...
90 views

### Help needed with correlating two datasets

First cross-validated question so please be gentle :o) I have two datasets all gathered and managed in 'R'... Dataset 1 - News Corpus. Contains 3,270 entries from the period 1/Apr/13 to 31/Mar/14. ...
49 views

### Maximal coss-correlation formula

I'm reading "Comparing SVM and Convolutional Networks for Epileptic Seizure Prediction from Intracranial EEG" by Yann Lecun et al, and in the paper they present the following formula for maximal ...