Time Series Analysis: The Cross-Correlation Function

dc.contributor.author Derrick, Timothy
dc.contributor.author Thomas, Joshua
dc.contributor.author Derrick, Timothy
dc.contributor.department Kinesiology
dc.date 2019-01-16T20:27:47.000
dc.date.accessioned 2020-06-30T05:45:40Z
dc.date.available 2020-06-30T05:45:40Z
dc.date.copyright Thu Jan 01 00:00:00 UTC 2004
dc.date.issued 2004-01-01
dc.description.abstract <p>The concept of cross-correlation has been developed in two distinct fields: signal processing and statistics. In the area of signal processing, the cross-correlation function can be used to transform one or more signals so that they can be viewed with an altered perspective. For instance, cross-correlation functions can be used to produce plots that make it easier to identify hidden signals within the data. Cross-correlation functions provide the basis for many more sophisticated signal-processing procedures as well. Digital imaging techniques also rely heavily on cross-correlation procedures, but these methods are not covered in the chapter. In the realm of statistics, cross-correlation functions provide a measure of association between signals. The Pearson product-moment correlation coefficient is simply a normalized version of a cross-correlation. When two times series data sets are cross-correlated, a measure of temporal similarity is achieved. The cross-correlation function in its simplest form is easy to use and quiet intuitive. This chapter builds on simple cross-correlation procedures to illustrate the wide variety of uses they have in the field of biomechanics and to give the reader an intuitive feel for some more complicated analysis procedures. Concepts from both signal processing and statistics are discussed, and the procedures are applied to several practical problems.</p>
dc.description.comments <p>This book chapter is published as Derrick, T.R. and Thomas, J.M. (2004). Chapter 7. Time-Series Analysis: The cross-correlation function. In: Innovative Analyses of Human Movement, (pp. 189-205), Stergiou, N. (ed). Human Kinetics Publishers, Champaign, Illinois, 189-205. Posted with permission. </p>
dc.format.mimetype application/pdf
dc.identifier archive/lib.dr.iastate.edu/kin_pubs/46/
dc.identifier.articleid 1045
dc.identifier.contextkey 13583436
dc.identifier.s3bucket isulib-bepress-aws-west
dc.identifier.submissionpath kin_pubs/46
dc.identifier.uri https://dr.lib.iastate.edu/handle/20.500.12876/52528
dc.language.iso en
dc.source.bitstream archive/lib.dr.iastate.edu/kin_pubs/46/2004_Derrick_TimeSeriesAnalysis.PDF|||Sat Jan 15 00:22:46 UTC 2022
dc.subject.disciplines Biomechanics
dc.subject.disciplines Expeditionary Education
dc.subject.disciplines Kinesiology
dc.subject.disciplines Laboratory and Basic Science Research
dc.title Time Series Analysis: The Cross-Correlation Function
dc.type article
dc.type.genre book_chapter
dspace.entity.type Publication
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relation.isOrgUnitOfPublication f7b0f2ca-8e43-4084-8a10-75f62e5199dd
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