Date: Nov 18, 2012 4:06 AM
Author: Jure
Subject: correlation function
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.