On the equivalence of the correlation function and the distribution of time intervals between all pairs of time series events
This note discusses the relationship between the distribution of SI(k) time intervals between all pairs of time series events and the non-normalized biased estimate of the correlation function rxx(k). For a discrete series of events, the equivalence of rxx(k) and SI(k) is proved in two ways (algebra...
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Veröffentlicht in: | International journal of engineering research and applications 2024-11, Vol.14 (11), p.59-61 |
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Format: | Artikel |
Sprache: | eng |
Online-Zugang: | Volltext |
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Zusammenfassung: | This note discusses the relationship between the distribution of SI(k) time intervals between all pairs of time series events and the non-normalized biased estimate of the correlation function rxx(k). For a discrete series of events, the equivalence of rxx(k) and SI(k) is proved in two ways (algebraic and “geometric” |
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ISSN: | 2248-9622 2248-9622 |
DOI: | 10.9790/9622-14115961 |