On Wed, Dec 22, 2010 at 1:56 PM, new_user
<address@hidden> wrote:
Well, from my limited knowledge correlation just shows if there is linearity in two data sets, and I can't comprehend how can correlation be used in determining sequnced data. I read commented xcorr.m file, but can't see any pointers to my problem, nor understand what lag is
Take a look here.
What autocorrelation is doing is sliding (lag) 1 step at a time, a copy of the original past the original, and then testing to see if they are the same(correlated).
see this
1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4
1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 No correlation
1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4
1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 No correlation
1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4
1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 No correlation
1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4
1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 No correlation
1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4
1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 perfect correlation This is the center point on your graph
1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4
1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 No correlation
1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4
1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 No correlation
1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4
1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 No correlation
1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4
1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 High correlation but not perfect because of the ends
1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4
1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 No correlation
So if you jump by 10 you could completely miss the important point.
From your picture you sent the center point is when they are lined up, and yes you can throw away all to the left of this.
The center point is about 30000 and there is a peek at 40000 so the period might be 10000 samples long, But if you just did ever 10'th data point then you might have missed the important points.
I hope this is helpful
if you have too many data points, would it be valid to sample less often? If you use ever 10'th point then it is like sampling at 1/10 of the rate.
Doug