[Numpy-discussion] help using np.correlate to produce correlograms.

Pierre Haessig pierre.haessig at crans.org
Tue Dec 9 11:23:31 EST 2014


Le 08/12/2014 22:02, Jose Guzman a écrit :
> I'm trying to compute the cross correlation and cross correlograms from
> some signals. For that, I'm testing  first np.correlate with some
> idealized traces (sine waves) that are exactly 1 ms  separated from each
> other. You can have a look here:
> http://nbviewer.ipython.org/github/JoseGuzman/myIPythonNotebooks/blob/master/Signal_Processing/Cross%20correlation.ipynb
> Unfortunately I am not able to retrieve the correct lag of 1 ms for the
> option 'full'. Strange enough, if I perform an autocorrelation of any of
> the signals,I obtain the correct value for a lags =0 ms. I' think I'm
> doing something wrong to obtain the lags.
I looked at your Notebook and I believe that you had an error in the 
definition of the delay. In you first cell, you were creating of delay 
of 20ms instead of 1ms (and because the sine is periodic, this was not 

In addition, to get a good estimation of the delay with cross 
correlation, you need many perdiods.

Here is a modification of your notebook : 
I've updated the delay definition and the number of periods.

Finally, you may be able to automate a bit your plot by using 
matplotlib's xcorr (which uses np.correlate)


More information about the NumPy-Discussion mailing list