Chunk #5 — II. Methods and Material
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Given two time series x(t) and y(t), the correlation of x(t) and y(t) is defined as (1)Cxy=E[xy]E[x2]E[y2] where x and y are assumed to have zero mean and E[·] is the expected value of one random variable.
Given two time series x(t) and y(t), the correlation of x(t) and y(t) is defined as (1)Cxy=E[xy]E[x2]E[y2] where x and y are assumed to have zero mean and E[·] is the expected value of one random variable.