Compute the Cross-correlation coefficient out of one Vector

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Jacob Shamir
Jacob Shamir 2020-8-15
评论： Jacob Shamir 2020-8-22
Hello everyone,
I got one vector with 100000 random numbers (100000X1) that each value is at a different time - representing a random process.
I need to calculate the Cross-correlation coefficient without using the "corr" function between the original process and the time-transmitted procedures, 0 to 15-time shifts. (Between x [t] and x [t + k], k = 0,1, ... 15).
I was thinking of using a for loop to make 14 more different Vectors and make them all one matrix and then calculate the Cross-correlation coefficient.
but I don't know to make those 14 different vectors, also - I don't know if that is the right way to do it.
Thank you.

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采纳的回答

Alan Stevens
Alan Stevens 2020-8-15
If your data is in a vector V, then the following should do it:
coeff = zeros(1,16);
for k = 1:16
lag = k-1;
v1 = V(1:end-lag);
v2 = V(k:end);
v1scaled = (v1 - mean(v1))/std(v1);
v2scaled = (v2 - mean(v2))/std(v2);
coeff(k) = v1scaled'*v2scaled/(n-1);
end

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