Cross-correlation: It is used to identify a cell inside an structure. As an example, you have the image of a small piece of a city and an image of the whole city. With cross-correlation you can determine where that small picture is located inside the whole picture of the city. Saying it more simple, it "scans" until it finds a match.

2016年12月30日 · As a first step, I checked the cross correlation function (using ccf() in R). The output of my code is shown below, where I'm running ccf(x,y) . As I understand it, the conclusion here is that x at time t+k is negatively correlated with y at time t , where the lag, k = 2,3,4,5,6 .

However, cross-correlation of a signal does not necessarily imply Granger Causality, i.e. that one causes the other, so this would still have to be investigated separately: Cross Correlation Does Not Imply Granger Causation. Your question is somewhat broad, but hopefully this clears up some of the main points for you.

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2013年4月19日 · The generalized cross correlation method is also analyzed, and the optimal weight function for this method is derived. It is shown to be identical to that derived for Gaussian signals by the maximum likelihood method. For the cross correlation method a simplified MSE expression is derived, which is to be used instead of a previously published ...

2015年12月2日 · The term "cross-correlation" is (for some) misused in the field of DSP. For statisticians, a correlation is a value that measures how close two variables are and should be between $-1$ and $+1$. As you can see from the Wikipedia entry on cross-correlation, the DSP version is used and they state:

2022年8月31日 · Cross correlation computes the "correlation" (a measure of similarity) between two signals at different offsets (called lags) from each other. You can think of one signal being slid along the other and being multiplied and summed with it at each lag.

2016年3月1日 · I thought the cross-correlation function can be directly perform on any 2 time-series data. $\endgroup$ – Khursiah Zainal Mokhtar Commented Sep 18, 2017 at 10:20

I'm confused if cross correlation values are necessarily between -1 and 1 like Pearson correlation values. Also, I see from running an example that xcorr(x,y,0,'coeff')!= corr(x,y). Could someone explain this?

2018年11月15日 · Loosely speaking, cross-correlation is a generalization of the Pearson's correlation. Specifically, when comparing two time series, cross-correlation seeks to obtain a relationship between lags of each series.