How to calculate correlation coefficient for two time series signal x(t) and y(t)?

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Deepika Behmani
Deepika Behmani 2019 年 8 月 24 日
コメント済み: Deepika Behmani 2019 年 8 月 25 日
I have two time series signal in csv file which contain 1 million data point. I want to find out normalized cross correlation coefficient for these two signal . How can i do?

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David Hill
David Hill 2019 年 8 月 24 日
I believe you just need to read the files into vectors (x and y) and then use the xcorr function.
x = readmatrix('x.csv');
y = readmatrix('y.csv');
[c,lags] = xcorr(x,y);
Now if you want to visualize.
stem(lag,c)

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Deepika Behmani
Deepika Behmani 2019 年 8 月 25 日
Hi David ,
Actually i have tried this method what you suggested but if i want to do normalized correlation then what change i should make?

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