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...
This research reports the results of a computer simulation designed to evaluate what happens to the cross-lag correlation under different time-lags. The results of the simulation indicate that the cross-lag method is relatively insensitive to errors in the selection of the time-lag. Nevertheless, ...
看了一篇论文，讲的是地下水和地表水时滞互相关（time lag cross correlation)，看网上的解释还是很困惑...
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...
Time delay estimation methods (TDE) are well-known techniques to investigate poloidal flows in hot magnetized plasmas through the propagation properties of turbulent structures in the medium. One of these methods is based on the estimation of the time lag at which the cross-correlation function (...
showxcorrx- Like rapidtide, but for single time courses. Takes two text files as input, calculates and displays the time lagged cross correlation between them, fits the maximum time lag, and estimates the significance of the correlation. It has a range of filtering, windowing, and correlation...
To account for the distortion of the signal during its propagation between the two points an optimum time lag can be estimated by the analysis of the cross-correlation of the two time series. This study clarifies the relation between the transit time estimated by the time lag method and the ...
I have a simple, but yet I can't seem to figure it out, question about crosscorrelation.When I find my maximum crosscorrelation, I want to find the corresponding time lag. What I have in code so far: x = [0 0 1 5 1 -2 -3 -2 0 0]; ...
We investigate the statistical properties of the foreign exchange (FX) network at different time scales by two approaches, namely the methods of detrended cross-correlation coefficient (DCCA coefficient) and minimum spanning tree (MST). The daily FX rate
[21,22]). In theory, an optimal number of time lagged values exists given by the ratio between redundancy and additional gain of information in the inputs. Several methods for identification of the optimal number of time lagged values such as autocorrelation, cross-correlation, or partial ...