When looking for leading indicators, especially when doing financial analysis, instead of evaluating the correlation between two time series, it is often beneficial to investigate the correlation between one time series and the other with a time lag. For example, the consumer confidence index (CCI)...
Obtain the wavelet cross-correlation sequences for the wavelet transforms of x and y. Plot the level 3 wavelet cross-correlation sequence for 2000 lags centered at zero lag. Multiply the lags by the sampling period to obtain a meaningful time axis. Get [xc,~,lags] = modwtxcorr(wx,wy,'...
lag correlation References in periodicals archive ? Cross correlation Function-SARIMA model results - PR: Pityriasis rosea: elucidation of environmental factors in modulated autoagressive etiology and dengue virus infection That's called cross correlation, or the measure of similarity. Earth's Inner Core...
Further, unlike autocorrelation, which generally identifies lags close to the true lag, intra-multiplicity can erroneously identify lags anywhere in the time series and commonly results in a direction change of the correlation (i.e. positive or negative). Using Monte Carlo simulations we develop ...
互相关性定理(Cross-Correlation Theorem)与卷积定理(Convolution Theorem),程序员大本营,技术文章内容聚合第一站。
cross-correlation Dictionary, Encyclopedia and Thesaurus - The Free Dictionary13,815,714,061visits served TheFreeDictionary Google ? Keyboard Word / Article Starts with Ends with Text EnglishEspañolDeutschFrançaisItalianoالعربية中文简体PolskiPortuguêsNederlandsNorskΕλληνική...
对于两个(x和y)随机过程而言,交叉相关性(cross-correlation)这个概念表示的这两个随机过程的相似程度;delta_xy(t') = E[x(t)y(t-t')]。 在某个时间差t‘=T 的时候,发现delta_xy 出现极大值的时候,说明x(t) 和 y(t-T) 的相似性很高。 赞(1) 回复 moody 楼主 2020-09-16 06:24:06 楼上...
Further, unlike autocorrelation, which generally identifies lags close to the true lag, intra-multiplicity can erroneously identify lags anywhere in the time series and commonly results in a direction change of the correlation (i.e. positive or negative). Using Monte Carlo simulations we develop ...
How to identify cross correlations:a statistical test with time lag and its application on air-pollutant time series[J].Journal of Chemometrics 2012,26(3/4).Toth, G., & Balogh, B. (2012). How to identify cross correlations: a statistical test with time lag and its application on air...
Dong, Yi-QiaoZhao, Yong-HengWang, De-HuaYin, Hong-XingZhang, Yan-XiaAstronomical JournalLei Y J,Qu J L,Song L M,et al.Evolution of cross-correlation and time lag of Cyg X-2 along the Branches. The Astrophysical Journal . 2008