date | title | id |
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2021-04-17 02:31:47 -0700 |
Cross-Correlation |
2021-04-17t09-31-47z |
Cross-correlation is a measure of similarity between two series, X and Y, as a function of the displacement between the two series. In the context of time-series, this displacement would be a shift in time of Y with respect to X, a lag (negative) or a boost (positive).
In general, any metric of similarity can be used, but pearson correlation is most common.