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Cross- and Auto-Correlation Demo

Example use of cross-correlation (xcorr) and auto-correlation (acorr) plots.

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)

ax2.acorr(x, usevlines=True, normed=True, maxlags=50, lw=2)
ax2.grid(True)

plt.show()
../../_images/sphx_glr_xcorr_acorr_demo_001.png

References

The use of the following functions, methods, classes and modules is shown in this example:

import matplotlib
matplotlib.axes.Axes.acorr
matplotlib.axes.Axes.xcorr
matplotlib.pyplot.acorr
matplotlib.pyplot.xcorr

Out:

<function xcorr at 0x7fb11b164ae8>

Keywords: matplotlib code example, codex, python plot, pyplot Gallery generated by Sphinx-Gallery