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So the closer that the correlation of two markets is to 1, the less the diversification benefit of investing in the two markets.
The correlation of two signals is denoted by (3).
The power exponential model[24] is used to depict the temporal correlation of two sensor data.
Note that the correlation of two random variables is location-scale invariant.
Finally, we demonstrate how this array can be used to compute the correlation of two given sequences.
PET-CT allows for the correlation of two separate imaging modalities, combining both morphological and metabolic information.
It gives a "direct" estimation of the correlation of two uterine activities in the time frequency domain.
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In here, C δ is the cross-correlation of two signal.
Ritzwoller et al. (2002) Comparing group-velocity charts of calculation periods from cross-correlation of two different seismograph stations with the predicted dispersion curve of ray-tracing in the structure of ballistic surface waves (Shapiro and Campillo 2004).
Recently, using the cross-correlation of two stations the so-called Green's function retrieval method based on the diffuse field concept (DFC) is commonly applied to both seismic data and long-duration of microtremor data (e.g., Campillo and Paul 2003).
The cross-correlation of two signals s1 t) and s2 t) is defined as: R s 1 s 2 τ = ∫ − ∞ + ∞ S 1 f ⋅ S 2 * f e j 2 πfτ df.
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