Time Lagged Cross Correlation (TLCC)
时间: 2024-05-25 20:19:32 浏览: 123
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Time Lagged Cross Correlation (TLCC) is a statistical technique used to analyze the relationship between two time series data. It determines the correlation between two time series data at different time lags. The TLCC measures the degree of similarity between two time series data with respect to the time lag between them.
In TLCC, the time series data are first cross-correlated at different time lags. The correlation coefficient between the two series is calculated and plotted against the time lag. The time lag at which the correlation coefficient is maximum indicates the lag at which the two time series are most strongly related.
TLCC is commonly used in signal processing, audio and speech recognition, and financial analysis. It is also used in climate studies to determine the relationship between different climate variables over time.
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