In signal processing and statistics, the cross-spectrum is a tool used to analyze the relationship between two time series in the frequency domain. It describes how the correlation between the two series is distributed over different frequencies.
In signal processing and statistics, the cross-spectrum is a tool used to analyze the relationship between two time series in the frequency domain. It describes how the correlation between the two series is distributed over different frequencies.
Source: Wikipedia "Cross-spectrum" · CC BY-SA 4.0
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