Cross term gives the autocorrelation?

In summary, the conversation discusses the calculation of the autocorrelation function, which is defined as the product of two functions. It is convenient to calculate this as the square of the sum of the two functions, where the cross term gives the autocorrelation. The term 2ab is referred to as the cross term. The speaker is seeking clarification on the meaning of the cross term in this context.
  • #1
SamTaylor
20
0
I am reading a research paper about "narrow" autocorrelation and
at the beginning there is an expression I don't unterstand

The autocorrelation function is defined as the product
[tex] g(\tau) = \int\limits_{-\infty}^\infty f(t) \cdot f(t-\tau) dt [/tex]
It is convenient to calculate this as [tex] <|f(t) + f(t-\tau)|^2> [/tex],
where the cross term gives the autocorrelation.

http://www.wellesley.edu/Physics/brown/pubs/acv85_P1595-P1601.pdf"

Does someone know what is meant with the word cross term?
 
Last edited by a moderator:
Mathematics news on Phys.org
  • #2
When you expand (a+b)2, it becomes a2 +2ab +b2.

The term 2ab is the cross term. What you want is gotten by expanding the integrand to get 3 integrals and using the middle one, omitting the 2.
 
  • #3
Thanks
 

FAQ: Cross term gives the autocorrelation?

1. What is a cross term in autocorrelation?

A cross term in autocorrelation refers to the multiplication of two different time series to calculate the autocorrelation between them. It is a measure of the relationship between two variables over time.

2. How is a cross term calculated in autocorrelation?

The cross term is calculated by multiplying the time series values at each time point and then taking the average of these products. This is then divided by the product of the standard deviations of the two time series.

3. Why is a cross term important in autocorrelation?

The cross term is important because it allows us to analyze the correlation between two time series that may have a relationship that changes over time. It also helps to identify any patterns or trends in the data.

4. Can a cross term be negative in autocorrelation?

Yes, a cross term can be negative in autocorrelation. This indicates a negative correlation between the two time series, meaning that as one variable increases, the other decreases.

5. What does a high cross term value indicate in autocorrelation?

A high cross term value indicates a strong positive correlation between the two time series. This means that as one variable increases, the other also increases, and vice versa. A low or zero cross term value indicates little to no correlation between the two time series.

Similar threads

Replies
4
Views
2K
Replies
1
Views
1K
Replies
3
Views
1K
Replies
1
Views
859
Replies
1
Views
2K
Replies
19
Views
2K
Replies
7
Views
2K
Replies
1
Views
2K
Back
Top