Concept information
Preferred term
cross correlation
Definition
- In probability and statistics, the term cross-correlations refers to the correlations between the entries of two random vectors X and Y, while the correlations of a random vector X are the correlations between the entries of X itself, those forming the correlation matrix of X . If each of X and Y is a scalar random variable which is realized repeatedly in a time series, then the correlations of the various temporal instances of X are known as autocorrelations of X, and the cross-correlations of X with Y across time are temporal cross-correlations. In probability and statistics, the definition of correlation always includes a standardising factor in such a way that correlations have values between −1 and +1. (Wikipedia, The Free Encyclopedia, https://en.wikipedia.org/wiki/Cross-correlation)
Broader concept
In other languages
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French
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intercorrélation
URI
http://data.loterre.fr/ark:/67375/MDL-HZLM8NBM-H
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