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...

The cross-correlation matrix of two random vectors is a matrix containing as elements the cross-correlations of all pairs of elements of the random vectors...

Autocorrelation, sometimes known as serial correlation in the discrete time case, is the correlation of a signal with a delayed copy of itself as a function...

DTFT of a finite length sequence. (§ Sampling the DTFT) It is the cross correlation of the input sequence, x n {\displaystyle x_{n}} , and a complex sinusoid...

Correlation disattenuation Correlation function Correlation gap Covariance Covariance and correlation Cross-correlation Ecological correlation Fraction of variance...

In statistics, the Pearson correlation coefficient (PCC) is a correlation coefficient that measures linear correlation between two sets of data. It is...

the variable Y). In this case the cross-covariance and cross-correlation are functions of the time difference: cross-covariance σXY(m)=E[(Xn−μX)(Yn+m−μY)]...

A correlation coefficient is a numerical measure of some type of linear correlation, meaning a statistical relationship between two variables. The variables...

In statistics, Spearman's rank correlation coefficient or Spearman's ρ, named after Charles Spearman and often denoted by the Greek letter ρ {\displaystyle...

particularly to a subset of cross-correlation techniques that isolate the phase information from the Fourier-space representation of the cross-correlogram. The following...