# Cross correlation

From AMS Glossary

## 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.