互相关和自相关#

互相关 ( xcorr ) 和自相关 ( acorr ) 图的示例用法.

import matplotlib.pyplot as plt
import numpy as np

# Fixing random state for reproducibility
np.random.seed(19680801)


x, y = np.random.randn(2, 100)
fig, [ax1, ax2] = plt.subplots(2, 1, sharex=True)
ax1.xcorr(x, y, usevlines=True, maxlags=50, normed=True, lw=2)
ax1.grid(True)
ax1.set_title('Cross-correlation (xcorr)')

ax2.acorr(x, usevlines=True, normed=True, maxlags=50, lw=2)
ax2.grid(True)
ax2.set_title('Auto-correlation (acorr)')

plt.show()
Cross-correlation (xcorr), Auto-correlation (acorr)

参考

以下函数,方法,类和模块的用法在本例中显示:

  • matplotlib.axes.Axes.acorr / matplotlib.pyplot.acorr

  • matplotlib.axes.Axes.xcorr / matplotlib.pyplot.xcorr

Tags: domain: statistics level: beginner

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