Hello,
I want to compute the pearson's correlation, but even for signals that are
shifted.
For example having two signals like:
1 1 2 1 1
and
1 2 1 1 1
the correlation is very low.. but if we shift them in the right we get much
better correlation.
I know that cross-correlation is used to find the best offset (where
correlation will be bigger).
Is there any metric that can do this job all together? find best
alignment.. shift and compute pearson's correlation? is that the same as
lagged correlation? or phase correlation? If it has a particular name let
me know.. and if there is any code for that.
Best,
Pierre
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