2022-10-05 10:03
Status:
# cross-correlation
Used to track the similarities in movement of two factors over time.
[^1]
Also known as dot-product.
>"- **[Cross-correlation](https://anomaly.io/understand-auto-cross-correlation-normalized-shift/index.html#cross_correlation)** is the comparison of two different time series to detect if there is a correlation between metrics with the same maximum and minimum values. For example: “Are two audio signals in phase?”"
>[^2]
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# References
[^1]: https://investopedia.com/terms/c/crosscorrelation.asp#:~:text=What%20Is%20Cross-Correlation%3F,point%20the%20best%20match%20occurs.
[^2]: https://anomaly.io/understand-auto-cross-correlation-normalized-shift/index.html