Clear Filters
Clear Filters

Correlation of shifted time-series

3 views (last 30 days)
Sepp on 11 Dec 2017
Commented: Akira Agata on 11 Dec 2017
I have two time series with different sampling rates. I can apply interpolation to correct for the different sampling rates. Now I would like to calculate the correlation between these two time series (or another metric which judges if the two time series are similar or not).
The two time series have different magnitude and can also be shifted in time (for example, the first time series can be 3 seconds in advance compared to the second time series).
In the end, I would like to calculate the correlation of both time series independent of their magnitude and shift.
Is this possible in Matlab?
  1 Comment
Akira Agata
Akira Agata on 11 Dec 2017
I believe an example of xcorr function in documentation page would be helpful.

Sign in to comment.

Answers (0)


Find more on Time Series in Help Center and File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!