Cross correlation

From AMS Glossary
Jump to: navigation, search


cross correlation

The correlation between time series x(t) and y(t), where x and y may represent the same variable measured at different locations, or a single variable measured at one location but at different times, as for the case in which y(t) represents x(t + L), where L is a specified time lag.

In such cases, the two variables are usually not statistically independent, and large cross correlations between x and y can result.
See autocorrelation.

Personal tools
Namespaces
Variants