Correlation

Generally speaking, a similarity between data; the extent to which data are related. Usually, a relationship between two data sequences. If two variables tend to move up or down together, they are said to be positively correlated. If they tend to move in opposite directions, they are said to be negatively correlated.

Correlation Coefficient
A measure of the linear relationship between two variables. The absolute value provides an indication of the strength of the relationship. The value of which varies between positive 1 and negative 1, with -1 or 1 indicating a perfect linear relationship, and 0 indicating no relationship. The sign of the correlation coefficient indicates whether the slope of the line is positive or negative when the two variables are plotted in a scatterplot.

See also: Autocorrelation, Convolution, Correlation Coefficient, Cross Correlation, Partial Correlation.

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Subjects: Noise & Vibration Physics Signal Processing