I have audio signal. I want to find whether my audio signal is from a given avi file . I tried using correlation and mfcc. But i'm not getting accurate output. So please help me in this.
The information about your problem is quite incomplete. If you want to find where is small signal is in large signal, then correlation give a best results usually. If your problem is more complicated you can see on very popular application Shazam for music search by audio signal. Googling with string "shazam algorithm" give you a lot of information. See for example article of author - An Industrial-Strength Audio Search Algorithm.
In brief - you create "fingerprint" of signal by using frequency spectrum of shorts chunks of signal. Fingerprints are used for searching in catalog of songs. You can use such method for your problem.