# Questions tagged [autocorrelation]

Autocorrelation is the cross-correlation of a signal with itself.

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115 views

### Difference between reference and measurement signal?

Which differences can we find on various signals? We assume that we have a reference signal (determined theoretically) and measured signal. Which methods exist for determining the similarities ...
28 views

### Identify and remove repeated audio chunks

I have some audio produced by a buggy recorder, at some point it may start two recording streams, each stream captures chunks of audio and write to a file. The buffer queue is processed asynchronously,...
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### 2D space and 1D time evolution of a random field

I also asked this on math stack-exchange, but it is also relevant for the signal processing community. I want to develop a 2D random field and its change with time with constant velocity. My process: ...
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### How to properly band-pass filter an autocorrelated signal?

Let's consider an example ECG time series, sampled at 360Hz: I verified that autocorrelating a signal preserves its frequency content. For instance, both original and autocorrelated data show the ...
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### Auto/cross correlation for data set with multiple realizations

Context For an assignment, I need to find the correlation matrix of a dataset with 100 random variables and 1000 realizations for each. (It's a stock market example). Problem I don't understand how ...
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### Expected Value of a sequence with two random variables

If I have a signal of the form $x\left(n\right)=Acos\left(nω+ϕ\right)$ where $\omega \in \left[\omega -\lambda ,\omega \:+\lambda \:\right]$ is a uniform random variable and $\phi$ is also a uniform ...
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### Calculate ACF in C++?

I would like to manually reproduce the method that authors of an article used in their research (DOI: 10.1038/s41598-017-02750-9 (Page 8. top)). It is mentioned as "ACF", so I wrote ...
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### Signal "seasonality" detection

I am wanting to do a seasonality detection on a signal, but am struggling big time to find a solution. I have tried several different things, including statsmodels STL/seasonal_decompose. It seems ...
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### autocorrelation of multiple signals

Problem: I am looking at an adaptive filtering application where the eigenvaluespread of the autocorrelation matrix $R$ is important for the convergence of the algorithm. For a single channel system ...
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### Ringing/Oscillation in the reconstructed Periodogram

I have an original periodogram that I need to model with autoregressive process. However the model isn't right as it is not fitted well to the original periodogram. I am suspecting I am doing ...
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### Processes/Transforms involved to get brainwave data from raw EEG? (Autocorrelation confusion)

Not clear on what the autocorrelation function of raw EEG means physically why can't you take the FT of a the EEG itself and get frequency data? With BCI & basic electrode setups you can ...
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### Prove that a specific auto-correlation function is even

Background (from digital signal processing): The $\delta$ function is defined as below: $$\delta[n]=\begin{cases} 1 \quad \mbox{if} \hspace{.4em} n=0\\ 0 \quad \mbox{o.w.} \end{cases}$$ In an LTI (...
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### How to compute autocorrelation with exponential IIR filter efficiently

I have a discrete dataset (called V). I want to compute the autocorrelation of V at multiple time horizons. Normally I know that I can use the IFFT of the PSD. But in my case I need it with ...
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### How to apply the window function when finding autocorrelation?

I want to get frequencies from amplitudes and I'm following Chap 5.1.1 from Speech Signal Processing by Praat As the in pictures, I will multiply the signal $s(t)$ with the Hanning window $w(t)$, ...
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### correlation matrix vs. correlation function?

Can someone help me understand the difference between a 1-dim autocorrelation function and a 2-dim autocorrelation matrix of a random process aka time series? My Leon-Garcia textbook defines CX(τ) and ...
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### Are ACF plots sufficient to detect white noise assuming probable existence of non linear associations?

ACF plots use autocorrelations tests to determine associations in time series. Autocorrelations, however, only measure linear associations. To my understanding, certain non-linear associations can ...