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Re: correlation function

  • To: mathgroup at smc.vnet.net
  • Subject: [mg128805] Re: correlation function
  • From: Dana DeLouis <dana01 at icloud.com>
  • Date: Tue, 27 Nov 2012 03:33:29 -0500 (EST)
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> korelacija1 = ListCorrelate[data, data, {1, 1}];
> korelacija11 = Abs[InverseFourier[Abs[Fourier[data]]^2]];

Oh!  Me bad!!  I see what you are doing.

I remembered when you said ".. I think I'll just use fourier transform method because it returns symmetric data (which is correct) 
So, use Signal, and remove your leading Abs.

SetOptions[{Fourier,InverseFourier},FourierParameters->{1,-1}];

v=RandomInteger[{-9,9},8]
{-2,5,-4,-1,2,7,-5,-3}

ListCorrelate[v,v,{1,1}]
{133,-28,-48,-44,108,-44,-48,-28}

InverseFourier[Abs[Fourier[v]]^2]   //Chop
{133.,-28.,-48.,-44.,108.,-44.,-48.,-28.}

%% == %
True

= = = = = = = = = =
HTH  :>)
Dana DeLouis
Mac & Mathematica 8
= = = = = = = = = =




On Sunday, November 18, 2012 4:08:45 AM UTC-5, jure lapajne wrote:
> 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.




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