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cross-correlation
(redirected from Cross correlation)

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cross-correlation [′krȯs kär·ə′lā·shən]
(statistics)
Correlation between corresponding members of two or more series: ifq1, …,qnandr1, …,rnare two series, correlation betweenqiandri, or betweenqiandri+j(for fixedj), is a cross correlation.
Correlation between or expectation of the inner product of two series of random variables, where the difference in indices between the corresponding values of the two series is fixed.
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