Question

Explain auto and cross correlation functions.

Answer 1

Correlation: is the degree of simmilarity between two time series or signal in the same time or sequence while no lag is considered in the magnitude of (-1 to 1).

Cross-correlation: is the degree of similarity between two time series in different times or space while lag can be considred when time is under investigation. The diffenece between these two time series in different situation like distance, angle, direction etc. can be considered while the space is under investigation respectively.

Auto-correlation: is the cross-correlation of a time series while investitigating the persitance between lagged times of the same time series or signal.