MATLAB Answers

0

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

Asked by Deepika Behmani on 24 Aug 2019
Latest activity Commented on by Deepika Behmani on 25 Aug 2019
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?

2 Answers

Answer by David Hill on 24 Aug 2019
 Accepted Answer

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)

  0 Comments

Sign in to comment.


Answer by Deepika Behmani on 25 Aug 2019

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?

  0 Comments

Sign in to comment.