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...
We analyze the cross-correlation function between the soft and hard X-rays of atoll source 4U 1735-44 with RXTE data, and find anti-correlated soft and hard time lags of about a hecto-second. In the island state, the observations do not show any obvious correlations, and most observations...
Cross correlations are calculated between two time series at all locations of a space-time cube across various time lags. Usage The sign (positive or negative) of a time lag value is interpreted as the shift of the secondary analysis variable relative to the primary analysis variable. For e...
title('Cross Correlation (unbiased)'); xlabel('Lags'); gridon You can use wavelet coherence analysis, but I am not up to speed on the literature regarding its susceptibility to type I errors, i.e. finding significance in a dataset, where in fact there is none. ...
Using Monte Carlo simulations we develop formulas that quantify the bias introduced by intra-multiplicity as a function of sample size, true cross correlation between the series, and the number of time lags examined. A priori these formulas enable researchers to determine the sample size needed to...
Cross Correlations 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....
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...
The horizontal crosscorrelation was computed by two time series of wind speed which were measured at different towers but at the same height. The peak of the correlation becomes more obvious with the decrease of the distance between the towers and the decrease of the angle α between winddirecti...
Cross Correlation AutoCorrelation--2D Pattern Identification Written byPaul Bourke August 1996 Cross correlation is a standard method of estimating the degree to which two series are correlated. Consider two series x(i) and y(i) where i=0,1,2...N-1. The cross correlation r at delay d is...
Analysis of NDVI time series using cross-correlation and forecasting methods for monitoring sugarcane fields in Brazil. Int. J. Remote Sens. 2012, 33, 4653-4672.Goncalves, Renata R. V.; Zullo JR, Jurandir, Romani, Luciana A. S.; Nascimento, Cristina R.; Traina, Agma J. M. Analysis ...