Cross-Correlation (redirected from cross-correlate)

Cross-Correlation

A statistical measure timing the movements and proximity of alignment between two different information sets of a series of information.

Notes:

Cross correlation is generally used when measuring information between two different time series. The range of the data is -1 to 1 such that the closer the cross-correlation value is to 1, the more closely the information sets are.

See also: Correlation, Covariance