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Owning Palette: Correlation and Spectral Analysis VIs

Installed With: Advanced Signal Processing Toolkit

Computes the cross-correlation values of two input univariate time series. Wire data to the Xt input to determine the polymorphic instance to use or manually select the instance.

Details  Example

Use the pull-down menu to select an instance of this VI.

Select an instance TSA Cross-Correlation Function (waveform)TSA Cross-Correlation Function (array)

TSA Cross-Correlation Function (waveform)

	weighting specifies to use the biased or unbiased weighting in the cross-correlation calculation. The default is Biased. Refer to the Details section for information about this parameter.
	Xt specifies the input univariate time series.
	Yt specifies another input univariate time series. You use this time series to perform cross-correlation with Xt.
	maximum lag specifies the maximum value of the lag this VI uses to compute the cross-correlation. The default is –1, which means the maximum lag equals max(M, N)–1, where M and N are the lengths of Xt and Yt, respectively.
	error in describes error conditions that occur before this VI or function runs. The default is no error. If an error occurred before this VI or function runs, the VI or function passes the error in value to error out. This VI or function runs normally only if no error occurred before this VI or function runs. If an error occurs while this VI or function runs, it runs normally and sets its own error status in error out. Use the Simple Error Handler or General Error Handler VIs to display the description of the error code. Use error in and error out to check errors and to specify execution order by wiring error out from one node to error in of the next node. status is TRUE (X) if an error occurred before this VI or function ran or FALSE (checkmark) to indicate a warning or that no error occurred before this VI or function ran. The default is FALSE. code is the error or warning code. The default is 0. If status is TRUE, code is a nonzero error code. If status is FALSE, code is 0 or a warning code. source specifies the origin of the error or warning and is, in most cases, the name of the VI or function that produced the error or warning. The default is an empty string.
	cross-correlation returns the cross-correlation values between the two input time series Xt and Yt.
	correlogram plots the cross-correlation values against the lag.
	error out contains error information. If error in indicates that an error occurred before this VI or function ran, error out contains the same error information. Otherwise, it describes the error status that this VI or function produces. Right-click the error out front panel indicator and select Explain Error from the shortcut menu for more information about the error. status is TRUE (X) if an error occurred or FALSE (checkmark) to indicate a warning or that no error occurred. code is the error or warning code. If status is TRUE, code is a nonzero error code. If status is FALSE, code is 0 or a warning code. source describes the origin of the error or warning and is, in most cases, the name of the VI or function that produced the error or warning.

TSA Cross-Correlation Function (array)

	weighting specifies to use the biased or unbiased weighting in the cross-correlation calculation. The default is Biased. Refer to the Details section for information about this parameter.
	Xt specifies the input univariate time series.
	Yt is the input univariate time series.
	maximum lag specifies the maximum value of the lag this VI uses to compute the cross-correlation. The default is –1, which means the maximum lag equals max(M, N)–1, where M and N are the lengths of Xt and Yt, respectively.
	error in describes error conditions that occur before this VI or function runs. The default is no error. If an error occurred before this VI or function runs, the VI or function passes the error in value to error out. This VI or function runs normally only if no error occurred before this VI or function runs. If an error occurs while this VI or function runs, it runs normally and sets its own error status in error out. Use the Simple Error Handler or General Error Handler VIs to display the description of the error code. Use error in and error out to check errors and to specify execution order by wiring error out from one node to error in of the next node. status is TRUE (X) if an error occurred before this VI or function ran or FALSE (checkmark) to indicate a warning or that no error occurred before this VI or function ran. The default is FALSE. code is the error or warning code. The default is 0. If status is TRUE, code is a nonzero error code. If status is FALSE, code is 0 or a warning code. source specifies the origin of the error or warning and is, in most cases, the name of the VI or function that produced the error or warning. The default is an empty string.
	cross-correlation returns the cross-correlation values between the two input time series Xt and Yt.
	correlogram plots the cross-correlation values against the lag.
	error out contains error information. If error in indicates that an error occurred before this VI or function ran, error out contains the same error information. Otherwise, it describes the error status that this VI or function produces. Right-click the error out front panel indicator and select Explain Error from the shortcut menu for more information about the error. status is TRUE (X) if an error occurred or FALSE (checkmark) to indicate a warning or that no error occurred. code is the error or warning code. If status is TRUE, code is a nonzero error code. If status is FALSE, code is 0 or a warning code. source describes the origin of the error or warning and is, in most cases, the name of the VI or function that produced the error or warning.

TSA Cross-Correlation Function Details

This VI computes the cross-correlation values between two univariate time series X_t and Y_t according to the following equation:

where

X_t has length N and Y_t has length M. The length of the output is N+M–1.

w is the weighting factor.

When weighting is biased, w(k) = 1.

When weighting is unbiased,

Example

Refer to the Correlation Analysis VI in the labview\examples\Time Series Analysis\TSAGettingStarted.llb for an example of using the TSA Cross-Correlation Function VI.