cross-correlation


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Related to cross-correlation: Autocorrelation, convolution

cross-correlation

[′krȯs kär·ə′lā·shən]
(statistics)
Correlation between corresponding members of two or more series: if q1, …, qn and r1, …, rn are two series, correlation between qi and ri, or between qi and ri + j (for fixed j), 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.
References in periodicals archive ?
The displacement field obtained by time domain cross-correlation (TCC) method [1] is displayed in Fig.
Since the correlation curve of wideband chaotic signals generated by the double optical feedback is similar to the linear function, cross-correlation function of time series and broadband chaotic laser output optical power and delay sequence also has such properties [16].
We can compute similar cross-correlations between a measure of economic activity--for simplicity, we use the Congressional Budget Office's estimate of the natural rate of unemployment to derive an unemployment gap--and our price and wage inflation gaps.
Cross-correlation analysis have an unambiguous findings that further requires the conduction of Bivariate Granger causality test between GDP and exchange rate where, causality refers to the ability of one variable to predict the other and it is the good feature of vector autoregressive model [Asteriou and Hall (2007)].
Although cross-correlation and cross-spectrum functions are used to analyze the correlation among random processes, they can also be used for the analysis of linear relations among deterministic variables, which is the case in the present problem.
After observing the lead-lag relationship between REIT and REOC returns, the cross-correlation between REOCs and other benchmark equities was also tested.
Spatial cross-correlation of any two random sets can be introduced by the cross-correlation measure of the random area measures associated with the random sets.
We performed a comparison between muscle portions for each task using paired t-tests for the ratios and cross-correlation values.
The customary correlation metric, sometimes called the "max phase" (1), is calculated as the sum of the cross-correlation scores for six land impressions at the optimum phase orientation where that sum score is highest.
2, where the peak (indicated in red) indicates the orientation of the images where the result of the cross-correlation is greatest and gives the information required to align two images.
In our case the comparison method is the cross-correlation and the functions are the GC-spectra.