Description: Time series correlation analysis assumes that there are two time series X = {x1, x2, ..., xn}, Y = {y1, y2, ..., yn}, X and Y in the delay l at the correlation coefficient R (l) calculated formula is as follows: where, l the maximum value of n/2. When the value of l from 0 to n/2, you can get more than one R (l) value, so that R (l) corresponding to the maximum delay of lmax, if R (lmax)> σ (a human-defined threshold), then we say that X and Y time series associated with the delay, Y of X amount of delay in lmax.
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TimeSeriesVC\data\correlation.txt
............\....\market.txt
............\....\marketstar.txt
............\readfile.h
............\ReadMe.txt
............\resource.h
............\Script1.aps
............\Script1.rc
............\small.ico
............\StdAfx.cpp
............\StdAfx.h
............\TimeSeriesVC.aps
............\TimeSeriesVC.cpp
............\TimeSeriesVC.dsp
............\TimeSeriesVC.dsw
............\TimeSeriesVC.h
............\TimeSeriesVC.ico
............\TimeSeriesVC.ncb
............\TimeSeriesVC.opt
............\TimeSeriesVC.plg
............\TimeSeriesVC.rc
............\data
TimeSeriesVC
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