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Environmental Data Analysis with MatLab by Joshua Menke, William Menke

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9. Detecting correlations among data
9.1 Correlation is covariance167
9.2 Computing autocorrelation by hand173
9.3 Relationship to convolution and power spectral density173
9.4 Cross-correlation174
9.5 Using the cross-correlation to align time series176
9.6 Least squares estimation of filters178
9.7 The effect of smoothing on time series180
9.8 Band-pass filters184
9.9 Frequency-dependent coherence188
9.10 Windowing before computing Fourier transforms195
9.11 Optimal window functions196
Problems201
References201
Detecting Correlations among Data, develops techniques for quantifying correlations within data sets, and especially within and among time series. Several different manifestations of correlation are explored and linked together: from probability theory, ...

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