How to calculate correlation coefficient for two time series signal x(t) and y(t)?
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I have two time series signal in csv file which contain 1 million data point. I want to find out normalized cross correlation coefficient for these two signal . How can i do?
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David Hill
2019-8-24
I believe you just need to read the files into vectors (x and y) and then use the xcorr function.
x = readmatrix('x.csv');
y = readmatrix('y.csv');
[c,lags] = xcorr(x,y);
Now if you want to visualize.
stem(lag,c)
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