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Topic: correlation function
Replies: 3   Last Post: Nov 19, 2012 5:04 PM

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Jure

Posts: 10
Registered: 9/25/12
correlation function
Posted: Nov 18, 2012 4:06 AM
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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.




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