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correlation function

• To: mathgroup at smc.vnet.net
• Subject: [mg128692] correlation function
• From: jure lapajne <lapajne.jure at gmail.com>
• Date: Sun, 18 Nov 2012 03:56:38 -0500 (EST)
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• Delivered-to: l-mathgroup@wolfram.com
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Hello,
I'm having hard time calculating correlation (autocorrelation) function of 
two lists (list). I'm trying two different ways of calculating it. One way 
is to use fourier transform and second way is to use Mathematica's function
 ListCorrelate. I get different results but have no idea why. Here's my code:

korelacija1 = ListCorrelate[data, data, {1, 1}];
korelacija11 = Abs[InverseFourier[Abs[Fourier[data]]^2]];

All elements of "data" are real. I have two Abs in second line because for some reason InverseFourier returns small imaginary parts - I know it shouldn't. It's probably only numerical error.

Thanks for help.

• Follow-Ups:
  • Re: correlation function
    • From: Bob Hanlon <hanlonr357@gmail.com>