How to implement a continuous, moving Pearson correlation coefficient

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paul kaam
paul kaam le 22 Jan 2016
Commenté : Mathieu NOE le 17 Mai 2023
Hi everyone,
I have a question regarding a continuous moving pearson correlation. I'm getting two different data every second, and i want to see [continuously] how the correlation between these values is. Could someone give me some suggestions regarding this topic? Like..i do have to do it every 5 seconds or 10 seconds.
thanks in advance,
best regards,
Paul

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