linkedin/luminol

Cross Correlation question

TaurusYin opened this issue · 0 comments

Hello Developers,

I just find luminol use cross correlation to calculate the coefficient. Could you please explain what does the "shift" mean? if shift = -2, that means, the ts2 which will be shifted 2 time period can correlate with ts1, right?

One more question, within cross correlation method, is there any way to verify if it is positive correlation or negative correlation?