How to compute the time lag by cross-correlation of ir-regular time series, accurately?
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My data set consists of monthly observations of two parameters (already normalized) over a 50 years time window?
I require to compute the time-lag between these two time series on yearly basis, at first. IN addition, I also need to compute the time lag over 5 years windows or any other window length.
May someone suggest how i can accurately compute the phase lag.
Here is what I did so far:
% Data presentation
cd_ev=readmatrix('file.csv'); % selected candidate earthquake
[c,lags] = xcorr(p1,p2);
[c,lags] = xcorr(p1,p2,'normalized');