in reply to Calculating cross-correlation

Cross-correlation is defined for a single series -- the second series for ordinary correlation purposes being the first series dispaced by a phase and tending to have meaning when the first series repeats cyclically -- is this what you really mean? The fact that you talk of two series makes me think you want ordinary correlation as per Statistics::Basic::Correlation

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Re^2: Calculating cross-correlation
by mykl (Monk) on Nov 25, 2010 at 14:40 UTC

    I disagree, and so do Wikipedia and Wolfram...

    --

    "Any sufficiently analyzed magic is indistinguishable from science" - Agatha Heterodyne

[reply]
      I checked your references and they agree with me: Both clearly state that the second series (and third for wolfram) is derived from the first; the wolfram version has a total of three series but in which the two complex functions f and g are both derived from the same starting series. In both cases there is only one driving variable, everything else is derived. If you start with two series, you want ordinary correlation, not cross-correlation.

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[reply]

        Isn't the point of cross-correlation to determine if two datasets are, or approximate to, being described by the same series, but with different offsets?

        Therefore the OPs talk of "two series" is correct until the determination is made that they might actually be the same series.

        Examine what is said, not who speaks -- Silence betokens consent -- Love the truth but pardon error.
        "Science is about questioning the status quo. Questioning authority".
        In the absence of evidence, opinion is indistinguishable from prejudice.
[reply]
        Wikipedia states clearly: "In signal processing, cross-correlation is a measure of similarity of TWO waveforms as a function of a time-lag applied to one of them.". TWO waveforms or TWO signals, etc... (two not one). You are confusing cross-correlation with auto-correlation... The auto-correlation is the correlation of a signal with itself.
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