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8. Cross-Correlation Cross-correlation

8. Cross-Correlation Cross-correlation

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The normalized correlation for two time series can be defined as φ xy(t)= φ xy(t) φ xx(0)φ yy 0 (8-12) the normalized quantity φ xy(t) will vary between -1 and 1. A value of φ xy(t)=1 indicates that at the alignment t, the two time series have the exact same shape (the amplitudes may be different) while a value φ

  Normalized

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