linkedin / linkedin/luminol

Cross Correlation question

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Python
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Description

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?

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Research direction

Review the cross-correlation implementation and any documentation describing the shift parameter. Clarify what a negative shift means and explain how the correlation result indicates positive or negative correlation; done means both questions have an accurate, user-facing explanation.

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Assessment

Tech stack
python
Domain
data
Issue type
Documentation
Difficulty
1/5
Estimated time
Under an hour
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
25/100

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