Conduct the cross-correlation analysis for the two sets of the data with different time lags and find the maximum correlation coefficient and the corresponding time-lag.

Conduct the cross-correlation analysis for the two sets of the data with different time lags and find the maximum correlation coefficient and the corresponding time-lag.

my data is WS_40 and WS_20 (speed)

crosscorr=xcorr(a,c);

[r,lags] = xcorr(a,c);

figure(7)

plot(lags,r)

Is it right?

But I still do not know how to find the maximum correlation coefficient and the corresponding time-lag

Answer 1

[Mathieu NOE]

hello

here you are

all the best

T = readtable('wind data set no 3.xlsx');
C = table2cell(T);
a = cell2mat(C(4:end,3));
c = cell2mat(C(4:end,4));
% crosscorr=xcorr(a,c);
[r,lags] = xcorr(a,c,'normalized');
figure(7)
plot(lags,r)

[val,ind] = max(r);
lag = lags(ind); % lag in samples (here 3 samples = 3 seconds as we collect data every second)