kemerelab / ghostipy

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Truncated cross correlation #6

Open ckemere opened 10 months ago

ckemere commented 10 months ago

While not specifically a spectral measurement, the cross correlation function can be efficiently calculated in frequency domain. AFAIK, Python tools are missing a good truncated cross-correlation that would work on ultra-large data like we are focusing on. So, e.g., a +/- 1000-sample cross-correlation for signals of order 1e9 samples. I think there is an equivalent overlap based approach for this, but it would take some thinking about.

ckemere commented 10 months ago

See - https://dsp.stackexchange.com/questions/85592/efficient-way-to-calculate-n-first-elements-of-cross-correlation-using-fft