Time–frequency analysis | Signal processing

Spectral correlation density

The spectral correlation density (SCD), sometimes also called the cyclic spectral density or spectral correlation function, is a function that describes the cross-spectral density of all pairs of frequency-shifted versions of a time-series. The spectral correlation density applies only to cyclostationary processes because stationary processes do not exhibit spectral correlation. Spectral correlation has been used both in signal detection and signal classification. The spectral correlation density is closely related to each of the bilinear time-frequency distributions, but is not considered one of Cohen's class of distributions. (Wikipedia).

Spectral correlation density
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Limits of correlation (applied)

Correlation is a standardized covariance (i.e., translated into unit-less form with volatilities). It cannot be used alone: (i) it can be "distorted" by low volatilities, and (ii) it does not give information revealed by the scatter (in this example, both hedge fund series are similarly co

From playlist Statistics: Introduction

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Covariance (8 of 17) What is the Correlation Coefficient?

Visit http://ilectureonline.com for more math and science lectures! To donate:a http://www.ilectureonline.com/donate https://www.patreon.com/user?u=3236071 We will learn what is and how to find the correlation coefficient of 2 data sets and see how it corresponds to the graph of the data

From playlist COVARIANCE AND VARIANCE

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Covariance Definition and Example

What is covariance? How do I find it? Step by step example of a solved covariance problem for a sample, along with an explanation of what the results mean and how it compares to correlation. 00:00 Overview 03:01 Positive, Negative, Zero Correlation 03:19 Covariance for a Sample Example

From playlist Correlation

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Correlation Coefficient

This video explains how to find the correlation coefficient which describes the strength of the linear relationship between two variables x and y. My Website: https://www.video-tutor.net Patreon: https://www.patreon.com/MathScienceTutor Amazon Store: https://www.amazon.com/shop/theorga

From playlist Statistics

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Covariance (12 of 17) Covariance Matrix wth 3 Data Sets and Correlation Coefficients

Visit http://ilectureonline.com for more math and science lectures! To donate:a http://www.ilectureonline.com/donate https://www.patreon.com/user?u=3236071 We will find the correlation coefficients of the 3 data sets form the previous 2 videos. Next video in this series can be seen at:

From playlist COVARIANCE AND VARIANCE

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The Power Spectral Density

http://AllSignalProcessing.com for more great signal processing content, including concept/screenshot files, quizzes, MATLAB and data files. Representation of wide sense stationary random processes in the frequency domain - the power spectral density or power spectrum is the DTFT of the a

From playlist Random Signal Characterization

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Estimate the Correlation Coefficient Given a Scatter Plot

This video explains how to estimate the correlation coefficient given a scatter plot.

From playlist Performing Linear Regression and Correlation

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EFFECT Size for Correlation: Coefficient of Determination (7-3)

The Correlation Coefficient is also an Effect Size. An r value can be squared to calculate an effect size. The r-squared is the Coefficient of Determination, expressing the proportion of variance in the dependent variable (Y) explained by variance in the independent variable (X). The rever

From playlist Correlation And Regression in Statistics (WK 07 - QBA 237)

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From playlist NUMSTRING 2022

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Lecture 16: Characterizing Fluctuations View the complete course: http://ocw.mit.edu/5-74S09 License: Creative Commons BY-NC-SA More information at http://ocw.mit.edu/terms More courses at http://ocw.mit.edu

From playlist MIT 5.74 Introductory Quantum Mechanics II, Spring 2009

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