I was trying to be clear about the term cross correlation and auto-correlation. However, I am still in confused about the cross correlation. Some sources mentioned that the cross correlation is correlation between different variables which might not be correct. I would appreciate the clarification of cross correlation with an example.
Hello...shamim
As u told the clarification b/w cross and auto correlation with an example..i m giving to you...may its help you....
Auto-correlation----- is the comparison of a time series with itself at a different time. It aims, for example, to detect repeating patterns or seasonality. For example: “Is there weekly seasonality on a server website?” “Does the current week’s data highly correlate with that of the previous week?”
Cross-correlation is the comparison of two different time series to detect if there is a correlation between metrics with the same maximum and minimum values. For example: “Are two audio signals in phase?
The purpose of doing crosscorrelation is to get out the similarity between two functions or two sequences. This similarity can be exploited to find out short sequences embedded in a long sequence. These short length sequences acting as features can be used as features for identifying the objects issuing these signals. It can also be used to measure the orthogonality of the signals in the communications. Correlators are used in signal detection in communications in the receivers. Correlator detectors are characterized by higher signal to noise ratio as the matched filters detectors. So, correlation is an operation to analyse and process the signal
Best wishes
Please read the book by
Proakis
On
Digital communications
From
Northeastern University
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