Pearson’s Correlation 1

Pearson’s Correlation 1

This is used in analyzing Autocorrelation of time series signals. Select data you want to apply this method in Analysis Window and click the icon of Pearson’s Correlation in Analysis Tool Bar. This will result in the following analysis results.

In Pearson’s Correlation graph, there is a point of 0 (zero). If it is not easy to identify the point, it is possible to select a portion and magnify it. The point marked is the first time where the value comes to be 0 (zero). This point is called as Decorrelation time, meaning that correlation between the originally collected time series signals and times series signals delayed by the specified time disappears. The value at this point is displayed in the top of graph. In the following figures, decorrelation time is 0.0045.

 

Pearson’s Correlation 2

Pearson’s Correlation 2