In time series analysis and statistics, the cross-correlation of a pair of random process is the correlation between values of the processes at different times, as a function of the two times.

Jul 6, 2024 · What Is Cross-Correlation? Cross-correlation is a measurement that tracks the movements of two or more sets of time series data relative to one another.

May 14, 2025 · Cross-correlation is a method used to see how similar two sets of data are, especially when one is shifted in time. It helps us find out if a change in one set happens before or after a …

3.3 Cross-correlation The study of cross-correlation is based on statistics that relates one time series with another. In the literature, a range of theories comprise this analysis.

Cross-correlation is a statistical measure that evaluates the similarity of two signals or datasets as a function of the time-lag applied to one of them. This concept is important for understanding …

Jul 23, 2025 · Cross-correlation is a statistical measure used to determine the similarity between two different signals or time series. It helps uncover if and how these two sets of data relate to each …

Dec 22, 2025 · The cross-correlation of two complex functions f (t) and g (t) of a real variable t, denoted f*g is defined by f*g=f^_ (-t)*g (t), (1) where * denotes convolution and f^_ (t) is the complex …

The cross correlation function is the correlation between the observations of two time series x t and y t, separated by k time units (the correlation between y t+k and x t). Use the cross correlation function to …

In signal processing, cross-correlation is a measure of similarity of two series as a function of the displacement of one relative to the other. This is also known as a sliding dot product or sliding inner …

May 12, 2023 · Cross-correlation is a mathematical operation that measures the similarity between two signals as a function of the time lag applied to one of them.