Difference between revisions of "Scaled correlation"

Latest revision as of 13:23, 29 August 2016

In statistics, scaled correlation is a form of a coefficient of correlation applicable to data that have a temporal component such as time series.

Description

If the signals have multiple components (slow and fast), scaled coefficient of correlation can be computed only for the fast components of the signals, ignoring the contributions of the slow components.

This filtering-like operation has the advantages of not having to make assumptions about the sinusoidal nature of the signals.

For example, in the studies of brain signals researchers are often interested in the high-frequency components (beta and gamma range; 25–80 Hz), and may not be interested in lower frequency ranges (alpha, theta, etc.). In that case scaled correlation can be computed only for frequencies higher than 25 Hz by choosing the scale of the analysis, s, to correspond to the period of that frequency (e.g., s = 40 ms for 25 Hz oscillation).

See also

• Autocorrelation
• Coherence (signal processing)
• Convolution
• Correlation
• Cross-correlation
• Cross-spectrum
• Filter (signal processing)
• Phase correlation
• Spectral density
• Time series
• Wiener–Khinchin theorem

External links

• Scaled correlation @ Wikipedia.org